CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	0.7842	0.7846	0.0004	0.1%	0.7924
High	0.7858	0.7853	-0.0005	-0.1%	0.7966
Low	0.7802	0.7711	-0.0091	-1.2%	0.7817
Close	0.7839	0.7729	-0.0110	-1.4%	0.7872
Range	0.0056	0.0142	0.0086	153.6%	0.0149
ATR	0.0067	0.0072	0.0005	8.0%	0.0000
Volume	57,933	98,913	40,980	70.7%	375,294

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8102	0.7807
R3	0.8048	0.7960	0.7768
R2	0.7906	0.7906	0.7755
R1	0.7818	0.7818	0.7742	0.7791
PP	0.7764	0.7764	0.7764	0.7751
S1	0.7676	0.7676	0.7716	0.7649
S2	0.7622	0.7622	0.7703
S3	0.7480	0.7534	0.7690
S4	0.7338	0.7392	0.7651

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	0.7896	0.7711	0.0185	2.4%	0.0076	1.0%	10%	False	True	70,345
10	0.8001	0.7711	0.0290	3.8%	0.0072	0.9%	6%	False	True	74,505
20	0.8235	0.7711	0.0524	6.8%	0.0072	0.9%	3%	False	True	69,370
40	0.8235	0.7711	0.0524	6.8%	0.0071	0.9%	3%	False	True	41,919
60	0.8375	0.7711	0.0664	8.6%	0.0070	0.9%	3%	False	True	28,041
80	0.8375	0.7711	0.0664	8.6%	0.0071	0.9%	3%	False	True	21,118
100	0.8375	0.7711	0.0664	8.6%	0.0071	0.9%	3%	False	True	16,937
120	0.8375	0.7711	0.0664	8.6%	0.0069	0.9%	3%	False	True	14,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	0.8457
2.618	0.8225
1.618	0.8083
1.000	0.7995
0.618	0.7941
HIGH	0.7853
0.618	0.7799
0.500	0.7782
0.382	0.7765
LOW	0.7711
0.618	0.7623
1.000	0.7569
1.618	0.7481
2.618	0.7339
4.250	0.7108

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	0.7782	0.7796
PP	0.7764	0.7774
S1	0.7747	0.7751

Download as Excel Spreadsheet

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

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