CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	0.7641	0.7588	-0.0053	-0.7%	0.7636
High	0.7658	0.7640	-0.0018	-0.2%	0.7677
Low	0.7578	0.7523	-0.0055	-0.7%	0.7578
Close	0.7591	0.7547	-0.0044	-0.6%	0.7591
Range	0.0080	0.0117	0.0037	46.3%	0.0099
ATR	0.0072	0.0075	0.0003	4.5%	0.0000
Volume	78,799	114,864	36,065	45.8%	328,467

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7921	0.7851	0.7611
R3	0.7804	0.7734	0.7579
R2	0.7687	0.7687	0.7568
R1	0.7617	0.7617	0.7558	0.7594
PP	0.7570	0.7570	0.7570	0.7558
S1	0.7500	0.7500	0.7536	0.7477
S2	0.7453	0.7453	0.7526
S3	0.7336	0.7383	0.7515
S4	0.7219	0.7266	0.7483

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	0.7523	0.0154	2.0%	0.0081	1.1%	16%	False	True	79,389
10	0.7720	0.7523	0.0197	2.6%	0.0080	1.1%	12%	False	True	70,717
20	0.7773	0.7523	0.0250	3.3%	0.0076	1.0%	10%	False	True	66,584
40	0.8118	0.7523	0.0595	7.9%	0.0070	0.9%	4%	False	True	66,933
60	0.8235	0.7523	0.0712	9.4%	0.0069	0.9%	3%	False	True	57,106
80	0.8375	0.7523	0.0852	11.3%	0.0069	0.9%	3%	False	True	43,010
100	0.8375	0.7523	0.0852	11.3%	0.0071	0.9%	3%	False	True	34,481
120	0.8375	0.7523	0.0852	11.3%	0.0071	0.9%	3%	False	True	28,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8137
2.618	0.7946
1.618	0.7829
1.000	0.7757
0.618	0.7712
HIGH	0.7640
0.618	0.7595
0.500	0.7582
0.382	0.7568
LOW	0.7523
0.618	0.7451
1.000	0.7406
1.618	0.7334
2.618	0.7217
4.250	0.7026

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	0.7582	0.7591
PP	0.7570	0.7576
S1	0.7559	0.7562

Download as Excel Spreadsheet

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

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