CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	0.7670	0.7665	-0.0005	-0.1%	0.7698
High	0.7725	0.7678	-0.0047	-0.6%	0.7738
Low	0.7661	0.7629	-0.0032	-0.4%	0.7629
Close	0.7667	0.7650	-0.0017	-0.2%	0.7650
Range	0.0064	0.0049	-0.0015	-23.4%	0.0109
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume	59,566	55,689	-3,877	-6.5%	273,700

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7799	0.7774	0.7677
R3	0.7750	0.7725	0.7663
R2	0.7701	0.7701	0.7659
R1	0.7676	0.7676	0.7654	0.7664
PP	0.7652	0.7652	0.7652	0.7647
S1	0.7627	0.7627	0.7646	0.7615
S2	0.7603	0.7603	0.7641
S3	0.7554	0.7578	0.7637
S4	0.7505	0.7529	0.7623

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7934	0.7710
R3	0.7890	0.7825	0.7680
R2	0.7781	0.7781	0.7670
R1	0.7716	0.7716	0.7660	0.7694
PP	0.7672	0.7672	0.7672	0.7662
S1	0.7607	0.7607	0.7640	0.7585
S2	0.7563	0.7563	0.7630
S3	0.7454	0.7498	0.7620
S4	0.7345	0.7389	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7629	0.0109	1.4%	0.0056	0.7%	19%	False	True	54,740
10	0.7881	0.7629	0.0252	3.3%	0.0062	0.8%	8%	False	True	59,325
20	0.8118	0.7629	0.0489	6.4%	0.0065	0.8%	4%	False	True	67,070
40	0.8235	0.7629	0.0606	7.9%	0.0067	0.9%	3%	False	True	51,098
60	0.8375	0.7629	0.0746	9.8%	0.0068	0.9%	3%	False	True	34,234
80	0.8375	0.7629	0.0746	9.8%	0.0070	0.9%	3%	False	True	25,766
100	0.8375	0.7629	0.0746	9.8%	0.0071	0.9%	3%	False	True	20,663
120	0.8375	0.7629	0.0746	9.8%	0.0068	0.9%	3%	False	True	17,236

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7886
2.618	0.7806
1.618	0.7757
1.000	0.7727
0.618	0.7708
HIGH	0.7678
0.618	0.7659
0.500	0.7654
0.382	0.7648
LOW	0.7629
0.618	0.7599
1.000	0.7580
1.618	0.7550
2.618	0.7501
4.250	0.7421

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	0.7654	0.7678
PP	0.7652	0.7668
S1	0.7651	0.7659

Download as Excel Spreadsheet

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

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