CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	0.7576	0.7568	-0.0008	-0.1%	0.7588
High	0.7595	0.7623	0.0028	0.4%	0.7640
Low	0.7518	0.7503	-0.0015	-0.2%	0.7488
Close	0.7567	0.7588	0.0021	0.3%	0.7567
Range	0.0077	0.0120	0.0043	55.8%	0.0152
ATR	0.0078	0.0081	0.0003	3.9%	0.0000
Volume	75,421	71,451	-3,970	-5.3%	428,052

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7880	0.7654
R3	0.7811	0.7760	0.7621
R2	0.7691	0.7691	0.7610
R1	0.7640	0.7640	0.7599	0.7666
PP	0.7571	0.7571	0.7571	0.7584
S1	0.7520	0.7520	0.7577	0.7546
S2	0.7451	0.7451	0.7566
S3	0.7331	0.7400	0.7555
S4	0.7211	0.7280	0.7522

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.7946	0.7651
R3	0.7869	0.7794	0.7609
R2	0.7717	0.7717	0.7595
R1	0.7642	0.7642	0.7581	0.7604
PP	0.7565	0.7565	0.7565	0.7546
S1	0.7490	0.7490	0.7553	0.7452
S2	0.7413	0.7413	0.7539
S3	0.7261	0.7338	0.7525
S4	0.7109	0.7186	0.7483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7623	0.7488	0.0135	1.8%	0.0089	1.2%	74%	True	False	76,927
10	0.7677	0.7488	0.0189	2.5%	0.0085	1.1%	53%	False	False	78,158
20	0.7720	0.7488	0.0232	3.1%	0.0081	1.1%	43%	False	False	70,127
40	0.7899	0.7488	0.0411	5.4%	0.0072	0.9%	24%	False	False	66,300
60	0.8235	0.7488	0.0747	9.8%	0.0071	0.9%	13%	False	False	63,156
80	0.8375	0.7488	0.0887	11.7%	0.0070	0.9%	11%	False	False	47,804
100	0.8375	0.7488	0.0887	11.7%	0.0072	1.0%	11%	False	False	38,311
120	0.8375	0.7488	0.0887	11.7%	0.0073	1.0%	11%	False	False	31,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8133
2.618	0.7937
1.618	0.7817
1.000	0.7743
0.618	0.7697
HIGH	0.7623
0.618	0.7577
0.500	0.7563
0.382	0.7549
LOW	0.7503
0.618	0.7429
1.000	0.7383
1.618	0.7309
2.618	0.7189
4.250	0.6993

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	0.7580	0.7580
PP	0.7571	0.7571
S1	0.7563	0.7563

Download as Excel Spreadsheet

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

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