CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.7503	0.7519	0.0016	0.2%	0.7636
High	0.7546	0.7589	0.0043	0.6%	0.7677
Low	0.7491	0.7516	0.0025	0.3%	0.7578
Close	0.7496	0.7560	0.0064	0.9%	0.7591
Range	0.0055	0.0073	0.0018	32.7%	0.0099
ATR	0.0076	0.0078	0.0001	1.6%	0.0000
Volume	72,995	79,331	6,336	8.7%	328,467

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7740	0.7600
R3	0.7701	0.7667	0.7580
R2	0.7628	0.7628	0.7573
R1	0.7594	0.7594	0.7567	0.7611
PP	0.7555	0.7555	0.7555	0.7564
S1	0.7521	0.7521	0.7553	0.7538
S2	0.7482	0.7482	0.7547
S3	0.7409	0.7448	0.7540
S4	0.7336	0.7375	0.7520

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	0.7658	0.7488	0.0170	2.2%	0.0089	1.2%	42%	False	False	86,286
10	0.7682	0.7488	0.0194	2.6%	0.0076	1.0%	37%	False	False	73,096
20	0.7726	0.7488	0.0238	3.1%	0.0078	1.0%	30%	False	False	69,541
40	0.7967	0.7488	0.0479	6.3%	0.0070	0.9%	15%	False	False	66,820
60	0.8235	0.7488	0.0747	9.9%	0.0069	0.9%	10%	False	False	60,866
80	0.8375	0.7488	0.0887	11.7%	0.0070	0.9%	8%	False	False	45,975
100	0.8375	0.7488	0.0887	11.7%	0.0072	0.9%	8%	False	False	36,853
120	0.8375	0.7488	0.0887	11.7%	0.0072	1.0%	8%	False	False	30,749

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7899
2.618	0.7780
1.618	0.7707
1.000	0.7662
0.618	0.7634
HIGH	0.7589
0.618	0.7561
0.500	0.7553
0.382	0.7544
LOW	0.7516
0.618	0.7471
1.000	0.7443
1.618	0.7398
2.618	0.7325
4.250	0.7206

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.7558	0.7556
PP	0.7555	0.7552
S1	0.7553	0.7548

Download as Excel Spreadsheet

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

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