CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	0.7687	0.7719	0.0032	0.4%	0.7870
High	0.7738	0.7726	-0.0012	-0.2%	0.7881
Low	0.7681	0.7657	-0.0024	-0.3%	0.7684
Close	0.7712	0.7672	-0.0040	-0.5%	0.7695
Range	0.0057	0.0069	0.0012	21.1%	0.0197
ATR	0.0065	0.0065	0.0000	0.5%	0.0000
Volume	55,081	57,334	2,253	4.1%	319,557

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7851	0.7710
R3	0.7823	0.7782	0.7691
R2	0.7754	0.7754	0.7685
R1	0.7713	0.7713	0.7678	0.7699
PP	0.7685	0.7685	0.7685	0.7678
S1	0.7644	0.7644	0.7666	0.7630
S2	0.7616	0.7616	0.7659
S3	0.7547	0.7575	0.7653
S4	0.7478	0.7506	0.7634

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	0.7745	0.7657	0.0088	1.1%	0.0048	0.6%	17%	False	True	51,676
10	0.7896	0.7657	0.0239	3.1%	0.0062	0.8%	6%	False	True	61,011
20	0.8136	0.7657	0.0479	6.2%	0.0067	0.9%	3%	False	True	66,902
40	0.8235	0.7657	0.0578	7.5%	0.0067	0.9%	3%	False	True	48,292
60	0.8375	0.7657	0.0718	9.4%	0.0068	0.9%	2%	False	True	32,321
80	0.8375	0.7657	0.0718	9.4%	0.0070	0.9%	2%	False	True	24,334
100	0.8375	0.7657	0.0718	9.4%	0.0071	0.9%	2%	False	True	19,513
120	0.8375	0.7657	0.0718	9.4%	0.0069	0.9%	2%	False	True	16,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8019
2.618	0.7907
1.618	0.7838
1.000	0.7795
0.618	0.7769
HIGH	0.7726
0.618	0.7700
0.500	0.7692
0.382	0.7683
LOW	0.7657
0.618	0.7614
1.000	0.7588
1.618	0.7545
2.618	0.7476
4.250	0.7364

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	0.7692	0.7698
PP	0.7685	0.7689
S1	0.7679	0.7681

Download as Excel Spreadsheet

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

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