CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	0.7688	0.7625	-0.0063	-0.8%	0.7641
High	0.7694	0.7720	0.0026	0.3%	0.7667
Low	0.7602	0.7599	-0.0003	0.0%	0.7566
Close	0.7616	0.7695	0.0079	1.0%	0.7614
Range	0.0092	0.0121	0.0029	31.5%	0.0101
ATR	0.0071	0.0074	0.0004	5.1%	0.0000
Volume	70,830	88,057	17,227	24.3%	301,911

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8034	0.7986	0.7762
R3	0.7913	0.7865	0.7728
R2	0.7792	0.7792	0.7717
R1	0.7744	0.7744	0.7706	0.7768
PP	0.7671	0.7671	0.7671	0.7684
S1	0.7623	0.7623	0.7684	0.7647
S2	0.7550	0.7550	0.7673
S3	0.7429	0.7502	0.7662
S4	0.7308	0.7381	0.7628

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7867	0.7670
R3	0.7818	0.7766	0.7642
R2	0.7717	0.7717	0.7633
R1	0.7665	0.7665	0.7623	0.7641
PP	0.7616	0.7616	0.7616	0.7603
S1	0.7564	0.7564	0.7605	0.7540
S2	0.7515	0.7515	0.7595
S3	0.7414	0.7463	0.7586
S4	0.7313	0.7362	0.7558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7576	0.0144	1.9%	0.0094	1.2%	83%	True	False	69,761
10	0.7726	0.7566	0.0160	2.1%	0.0080	1.0%	81%	False	False	65,917
20	0.7773	0.7566	0.0207	2.7%	0.0067	0.9%	62%	False	False	60,619
40	0.8235	0.7566	0.0669	8.7%	0.0069	0.9%	19%	False	False	64,994
60	0.8235	0.7566	0.0669	8.7%	0.0069	0.9%	19%	False	False	48,152
80	0.8375	0.7566	0.0809	10.5%	0.0069	0.9%	16%	False	False	36,185
100	0.8375	0.7566	0.0809	10.5%	0.0070	0.9%	16%	False	False	29,018
120	0.8375	0.7566	0.0809	10.5%	0.0071	0.9%	16%	False	False	24,217

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	0.0020
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8234
2.618	0.8037
1.618	0.7916
1.000	0.7841
0.618	0.7795
HIGH	0.7720
0.618	0.7674
0.500	0.7660
0.382	0.7645
LOW	0.7599
0.618	0.7524
1.000	0.7478
1.618	0.7403
2.618	0.7282
4.250	0.7085

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	0.7683	0.7681
PP	0.7671	0.7667
S1	0.7660	0.7653

Download as Excel Spreadsheet

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

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