CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.7711	0.7698	-0.0013	-0.2%	0.7870
High	0.7718	0.7716	-0.0002	0.0%	0.7881
Low	0.7684	0.7674	-0.0010	-0.1%	0.7684
Close	0.7695	0.7686	-0.0009	-0.1%	0.7695
Range	0.0034	0.0042	0.0008	23.5%	0.0197
ATR	0.0067	0.0065	-0.0002	-2.7%	0.0000
Volume	46,634	46,030	-604	-1.3%	319,557

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7794	0.7709
R3	0.7776	0.7752	0.7698
R2	0.7734	0.7734	0.7694
R1	0.7710	0.7710	0.7690	0.7701
PP	0.7692	0.7692	0.7692	0.7688
S1	0.7668	0.7668	0.7682	0.7659
S2	0.7650	0.7650	0.7678
S3	0.7608	0.7626	0.7674
S4	0.7566	0.7584	0.7663

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8344	0.8217	0.7803
R3	0.8147	0.8020	0.7749
R2	0.7950	0.7950	0.7731
R1	0.7823	0.7823	0.7713	0.7788
PP	0.7753	0.7753	0.7753	0.7736
S1	0.7626	0.7626	0.7677	0.7591
S2	0.7556	0.7556	0.7659
S3	0.7359	0.7429	0.7641
S4	0.7162	0.7232	0.7587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7858	0.7674	0.0184	2.4%	0.0063	0.8%	7%	False	True	60,562
10	0.7899	0.7674	0.0225	2.9%	0.0062	0.8%	5%	False	True	65,266
20	0.8173	0.7674	0.0499	6.5%	0.0066	0.9%	2%	False	True	66,954
40	0.8235	0.7674	0.0561	7.3%	0.0070	0.9%	2%	False	True	45,506
60	0.8375	0.7674	0.0701	9.1%	0.0068	0.9%	2%	False	True	30,460
80	0.8375	0.7674	0.0701	9.1%	0.0070	0.9%	2%	False	True	22,939
100	0.8375	0.7674	0.0701	9.1%	0.0070	0.9%	2%	False	True	18,393
120	0.8375	0.7674	0.0701	9.1%	0.0069	0.9%	2%	False	True	15,344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7895
2.618	0.7826
1.618	0.7784
1.000	0.7758
0.618	0.7742
HIGH	0.7716
0.618	0.7700
0.500	0.7695
0.382	0.7690
LOW	0.7674
0.618	0.7648
1.000	0.7632
1.618	0.7606
2.618	0.7564
4.250	0.7496

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.7695	0.7710
PP	0.7692	0.7702
S1	0.7689	0.7694

Download as Excel Spreadsheet

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

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