CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	0.7924	0.7897	-0.0027	-0.3%	0.8087
High	0.7966	0.7899	-0.0067	-0.8%	0.8118
Low	0.7888	0.7817	-0.0071	-0.9%	0.7905
Close	0.7894	0.7851	-0.0043	-0.5%	0.7953
Range	0.0078	0.0082	0.0004	5.1%	0.0213
ATR	0.0070	0.0071	0.0001	1.2%	0.0000
Volume	88,219	76,925	-11,294	-12.8%	321,767

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8058	0.7896
R3	0.8020	0.7976	0.7874
R2	0.7938	0.7938	0.7866
R1	0.7894	0.7894	0.7859	0.7875
PP	0.7856	0.7856	0.7856	0.7846
S1	0.7812	0.7812	0.7843	0.7793
S2	0.7774	0.7774	0.7836
S3	0.7692	0.7730	0.7828
S4	0.7610	0.7648	0.7806

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8631	0.8505	0.8070
R3	0.8418	0.8292	0.8012
R2	0.8205	0.8205	0.7992
R1	0.8079	0.8079	0.7973	0.8036
PP	0.7992	0.7992	0.7992	0.7970
S1	0.7866	0.7866	0.7933	0.7823
S2	0.7779	0.7779	0.7914
S3	0.7566	0.7653	0.7894
S4	0.7353	0.7440	0.7836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8080	0.7817	0.0263	3.3%	0.0077	1.0%	13%	False	True	82,429
10	0.8136	0.7817	0.0319	4.1%	0.0071	0.9%	11%	False	True	71,251
20	0.8235	0.7817	0.0418	5.3%	0.0069	0.9%	8%	False	True	60,037
40	0.8375	0.7817	0.0558	7.1%	0.0069	0.9%	6%	False	True	31,220
60	0.8375	0.7817	0.0558	7.1%	0.0072	0.9%	6%	False	True	20,930
80	0.8375	0.7777	0.0598	7.6%	0.0073	0.9%	12%	False	False	15,758
100	0.8375	0.7777	0.0598	7.6%	0.0070	0.9%	12%	False	False	12,645
120	0.8383	0.7777	0.0606	7.7%	0.0070	0.9%	12%	False	False	10,550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8248
2.618	0.8114
1.618	0.8032
1.000	0.7981
0.618	0.7950
HIGH	0.7899
0.618	0.7868
0.500	0.7858
0.382	0.7848
LOW	0.7817
0.618	0.7766
1.000	0.7735
1.618	0.7684
2.618	0.7602
4.250	0.7469

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	0.7858	0.7892
PP	0.7856	0.7878
S1	0.7853	0.7865

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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