CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	0.7599	0.7581	-0.0018	-0.2%	0.7664
High	0.7628	0.7625	-0.0003	0.0%	0.7773
Low	0.7572	0.7566	-0.0006	-0.1%	0.7630
Close	0.7582	0.7580	-0.0002	0.0%	0.7636
Range	0.0056	0.0059	0.0003	5.4%	0.0143
ATR	0.0065	0.0065	0.0000	-0.7%	0.0000
Volume	58,974	61,844	2,870	4.9%	319,422

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7733	0.7612
R3	0.7708	0.7674	0.7596
R2	0.7649	0.7649	0.7591
R1	0.7615	0.7615	0.7585	0.7603
PP	0.7590	0.7590	0.7590	0.7584
S1	0.7556	0.7556	0.7575	0.7544
S2	0.7531	0.7531	0.7569
S3	0.7472	0.7497	0.7564
S4	0.7413	0.7438	0.7548

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	0.7726	0.7566	0.0160	2.1%	0.0066	0.9%	9%	False	True	62,073
10	0.7773	0.7566	0.0207	2.7%	0.0063	0.8%	7%	False	True	60,519
20	0.7896	0.7566	0.0330	4.4%	0.0062	0.8%	4%	False	True	60,765
40	0.8235	0.7566	0.0669	8.8%	0.0065	0.9%	2%	False	True	61,865
60	0.8375	0.7566	0.0809	10.7%	0.0067	0.9%	2%	False	True	42,363
80	0.8375	0.7566	0.0809	10.7%	0.0070	0.9%	2%	False	True	31,861
100	0.8375	0.7566	0.0809	10.7%	0.0071	0.9%	2%	False	True	25,538
120	0.8375	0.7566	0.0809	10.7%	0.0069	0.9%	2%	False	True	21,315

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7779
1.618	0.7720
1.000	0.7684
0.618	0.7661
HIGH	0.7625
0.618	0.7602
0.500	0.7596
0.382	0.7589
LOW	0.7566
0.618	0.7530
1.000	0.7507
1.618	0.7471
2.618	0.7412
4.250	0.7315

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	0.7596	0.7605
PP	0.7590	0.7596
S1	0.7585	0.7588

Download as Excel Spreadsheet

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

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