CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	0.7655	0.7636	-0.0019	-0.2%	0.7614
High	0.7682	0.7655	-0.0027	-0.4%	0.7720
Low	0.7633	0.7602	-0.0031	-0.4%	0.7585
Close	0.7643	0.7639	-0.0004	-0.1%	0.7643
Range	0.0049	0.0053	0.0004	8.2%	0.0135
ATR	0.0073	0.0071	-0.0001	-1.9%	0.0000
Volume	49,862	46,385	-3,477	-7.0%	322,372

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7791	0.7768	0.7668
R3	0.7738	0.7715	0.7654
R2	0.7685	0.7685	0.7649
R1	0.7662	0.7662	0.7644	0.7674
PP	0.7632	0.7632	0.7632	0.7638
S1	0.7609	0.7609	0.7634	0.7621
S2	0.7579	0.7579	0.7629
S3	0.7526	0.7556	0.7624
S4	0.7473	0.7503	0.7610

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7984	0.7717
R3	0.7919	0.7849	0.7680
R2	0.7784	0.7784	0.7668
R1	0.7714	0.7714	0.7655	0.7749
PP	0.7649	0.7649	0.7649	0.7667
S1	0.7579	0.7579	0.7631	0.7614
S2	0.7514	0.7514	0.7618
S3	0.7379	0.7444	0.7606
S4	0.7244	0.7309	0.7569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7599	0.0121	1.6%	0.0078	1.0%	33%	False	False	62,046
10	0.7720	0.7566	0.0154	2.0%	0.0076	1.0%	47%	False	False	62,096
20	0.7773	0.7566	0.0207	2.7%	0.0070	0.9%	35%	False	False	60,888
40	0.8173	0.7566	0.0607	7.9%	0.0068	0.9%	12%	False	False	63,921
60	0.8235	0.7566	0.0669	8.8%	0.0070	0.9%	11%	False	False	50,633
80	0.8375	0.7566	0.0809	10.6%	0.0069	0.9%	9%	False	False	38,067
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	9%	False	False	30,529
120	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	9%	False	False	25,476

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7880
2.618	0.7794
1.618	0.7741
1.000	0.7708
0.618	0.7688
HIGH	0.7655
0.618	0.7635
0.500	0.7629
0.382	0.7622
LOW	0.7602
0.618	0.7569
1.000	0.7549
1.618	0.7516
2.618	0.7463
4.250	0.7377

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	0.7636	0.7658
PP	0.7632	0.7652
S1	0.7629	0.7645

Download as Excel Spreadsheet

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

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