CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	0.7863	0.7870	0.0007	0.1%	0.7924
High	0.7896	0.7881	-0.0015	-0.2%	0.7966
Low	0.7834	0.7812	-0.0022	-0.3%	0.7817
Close	0.7872	0.7834	-0.0038	-0.5%	0.7872
Range	0.0062	0.0069	0.0007	11.3%	0.0149
ATR	0.0067	0.0068	0.0000	0.2%	0.0000
Volume	68,182	62,774	-5,408	-7.9%	375,294

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8011	0.7872
R3	0.7980	0.7942	0.7853
R2	0.7911	0.7911	0.7847
R1	0.7873	0.7873	0.7840	0.7858
PP	0.7842	0.7842	0.7842	0.7835
S1	0.7804	0.7804	0.7828	0.7789
S2	0.7773	0.7773	0.7821
S3	0.7704	0.7735	0.7815
S4	0.7635	0.7666	0.7796

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8251	0.7954
R3	0.8183	0.8102	0.7913
R2	0.8034	0.8034	0.7899
R1	0.7953	0.7953	0.7886	0.7919
PP	0.7885	0.7885	0.7885	0.7868
S1	0.7804	0.7804	0.7858	0.7770
S2	0.7736	0.7736	0.7845
S3	0.7587	0.7655	0.7831
S4	0.7438	0.7506	0.7790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7899	0.7812	0.0087	1.1%	0.0062	0.8%	25%	False	True	69,969
10	0.8118	0.7812	0.0306	3.9%	0.0068	0.9%	7%	False	True	75,983
20	0.8235	0.7812	0.0423	5.4%	0.0066	0.8%	5%	False	True	66,053
40	0.8324	0.7812	0.0512	6.5%	0.0069	0.9%	4%	False	True	38,018
60	0.8375	0.7812	0.0563	7.2%	0.0069	0.9%	4%	False	True	25,455
80	0.8375	0.7809	0.0566	7.2%	0.0071	0.9%	4%	False	False	19,160
100	0.8375	0.7777	0.0598	7.6%	0.0070	0.9%	10%	False	False	15,372
120	0.8375	0.7777	0.0598	7.6%	0.0068	0.9%	10%	False	False	12,824

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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8174
2.618	0.8062
1.618	0.7993
1.000	0.7950
0.618	0.7924
HIGH	0.7881
0.618	0.7855
0.500	0.7847
0.382	0.7838
LOW	0.7812
0.618	0.7769
1.000	0.7743
1.618	0.7700
2.618	0.7631
4.250	0.7519

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	0.7847	0.7854
PP	0.7842	0.7847
S1	0.7838	0.7841

Download as Excel Spreadsheet

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

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