CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	0.7719	0.7689	-0.0030	-0.4%	0.7664
High	0.7724	0.7726	0.0002	0.0%	0.7773
Low	0.7661	0.7630	-0.0031	-0.4%	0.7630
Close	0.7687	0.7636	-0.0051	-0.7%	0.7636
Range	0.0063	0.0096	0.0033	52.4%	0.0143
ATR	0.0064	0.0067	0.0002	3.5%	0.0000
Volume	54,404	85,443	31,039	57.1%	319,422

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7890	0.7689
R3	0.7856	0.7794	0.7662
R2	0.7760	0.7760	0.7654
R1	0.7698	0.7698	0.7645	0.7681
PP	0.7664	0.7664	0.7664	0.7656
S1	0.7602	0.7602	0.7627	0.7585
S2	0.7568	0.7568	0.7618
S3	0.7472	0.7506	0.7610
S4	0.7376	0.7410	0.7583

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8015	0.7715
R3	0.7966	0.7872	0.7675
R2	0.7823	0.7823	0.7662
R1	0.7729	0.7729	0.7649	0.7705
PP	0.7680	0.7680	0.7680	0.7667
S1	0.7586	0.7586	0.7623	0.7562
S2	0.7537	0.7537	0.7610
S3	0.7394	0.7443	0.7597
S4	0.7251	0.7300	0.7557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7773	0.7630	0.0143	1.9%	0.0068	0.9%	4%	False	True	63,884
10	0.7773	0.7629	0.0144	1.9%	0.0062	0.8%	5%	False	False	59,312
20	0.7966	0.7629	0.0337	4.4%	0.0064	0.8%	2%	False	False	64,398
40	0.8235	0.7629	0.0606	7.9%	0.0066	0.9%	1%	False	False	58,609
60	0.8375	0.7629	0.0746	9.8%	0.0067	0.9%	1%	False	False	39,540
80	0.8375	0.7629	0.0746	9.8%	0.0070	0.9%	1%	False	False	29,745
100	0.8375	0.7629	0.0746	9.8%	0.0071	0.9%	1%	False	False	23,844
120	0.8375	0.7629	0.0746	9.8%	0.0068	0.9%	1%	False	False	19,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8134
2.618	0.7977
1.618	0.7881
1.000	0.7822
0.618	0.7785
HIGH	0.7726
0.618	0.7689
0.500	0.7678
0.382	0.7667
LOW	0.7630
0.618	0.7571
1.000	0.7534
1.618	0.7475
2.618	0.7379
4.250	0.7222

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	0.7678	0.7702
PP	0.7664	0.7680
S1	0.7650	0.7658

Download as Excel Spreadsheet

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

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