CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.7698	0.7687	-0.0011	-0.1%	0.7870
High	0.7716	0.7738	0.0022	0.3%	0.7881
Low	0.7674	0.7681	0.0007	0.1%	0.7684
Close	0.7686	0.7712	0.0026	0.3%	0.7695
Range	0.0042	0.0057	0.0015	35.7%	0.0197
ATR	0.0065	0.0065	-0.0001	-0.9%	0.0000
Volume	46,030	55,081	9,051	19.7%	319,557

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7854	0.7743
R3	0.7824	0.7797	0.7728
R2	0.7767	0.7767	0.7722
R1	0.7740	0.7740	0.7717	0.7754
PP	0.7710	0.7710	0.7710	0.7717
S1	0.7683	0.7683	0.7707	0.7697
S2	0.7653	0.7653	0.7702
S3	0.7596	0.7626	0.7696
S4	0.7539	0.7569	0.7681

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	0.7853	0.7674	0.0179	2.3%	0.0063	0.8%	21%	False	False	59,992
10	0.7896	0.7674	0.0222	2.9%	0.0060	0.8%	17%	False	False	63,081
20	0.8136	0.7674	0.0462	6.0%	0.0066	0.9%	8%	False	False	67,166
40	0.8235	0.7674	0.0561	7.3%	0.0069	0.9%	7%	False	False	46,876
60	0.8375	0.7674	0.0701	9.1%	0.0069	0.9%	5%	False	False	31,374
80	0.8375	0.7674	0.0701	9.1%	0.0070	0.9%	5%	False	False	23,621
100	0.8375	0.7674	0.0701	9.1%	0.0070	0.9%	5%	False	False	18,944
120	0.8375	0.7674	0.0701	9.1%	0.0069	0.9%	5%	False	False	15,803

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7980
2.618	0.7887
1.618	0.7830
1.000	0.7795
0.618	0.7773
HIGH	0.7738
0.618	0.7716
0.500	0.7710
0.382	0.7703
LOW	0.7681
0.618	0.7646
1.000	0.7624
1.618	0.7589
2.618	0.7532
4.250	0.7439

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.7711	0.7710
PP	0.7710	0.7708
S1	0.7710	0.7706

Download as Excel Spreadsheet

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

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