CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	0.7620	0.7641	0.0021	0.3%	0.7636
High	0.7656	0.7658	0.0002	0.0%	0.7677
Low	0.7588	0.7578	-0.0010	-0.1%	0.7578
Close	0.7636	0.7591	-0.0045	-0.6%	0.7591
Range	0.0068	0.0080	0.0012	17.6%	0.0099
ATR	0.0071	0.0072	0.0001	0.9%	0.0000
Volume	67,394	78,799	11,405	16.9%	328,467

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7849	0.7800	0.7635
R3	0.7769	0.7720	0.7613
R2	0.7689	0.7689	0.7606
R1	0.7640	0.7640	0.7598	0.7625
PP	0.7609	0.7609	0.7609	0.7601
S1	0.7560	0.7560	0.7584	0.7545
S2	0.7529	0.7529	0.7576
S3	0.7449	0.7480	0.7569
S4	0.7369	0.7400	0.7547

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7912	0.7851	0.7645
R3	0.7813	0.7752	0.7618
R2	0.7714	0.7714	0.7609
R1	0.7653	0.7653	0.7600	0.7634
PP	0.7615	0.7615	0.7615	0.7606
S1	0.7554	0.7554	0.7582	0.7535
S2	0.7516	0.7516	0.7573
S3	0.7417	0.7455	0.7564
S4	0.7318	0.7356	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7677	0.7578	0.0099	1.3%	0.0068	0.9%	13%	False	True	65,693
10	0.7720	0.7578	0.0142	1.9%	0.0079	1.0%	9%	False	True	65,083
20	0.7773	0.7566	0.0207	2.7%	0.0072	1.0%	12%	False	False	63,608
40	0.8118	0.7566	0.0552	7.3%	0.0068	0.9%	5%	False	False	65,339
60	0.8235	0.7566	0.0669	8.8%	0.0069	0.9%	4%	False	False	55,268
80	0.8375	0.7566	0.0809	10.7%	0.0069	0.9%	3%	False	False	41,578
100	0.8375	0.7566	0.0809	10.7%	0.0070	0.9%	3%	False	False	33,334
120	0.8375	0.7566	0.0809	10.7%	0.0071	0.9%	3%	False	False	27,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7998
2.618	0.7867
1.618	0.7787
1.000	0.7738
0.618	0.7707
HIGH	0.7658
0.618	0.7627
0.500	0.7618
0.382	0.7609
LOW	0.7578
0.618	0.7529
1.000	0.7498
1.618	0.7449
2.618	0.7369
4.250	0.7238

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	0.7618	0.7628
PP	0.7609	0.7615
S1	0.7600	0.7603

Download as Excel Spreadsheet

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

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