CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	0.7545	0.7537	-0.0008	-0.1%	0.7588
High	0.7575	0.7615	0.0040	0.5%	0.7640
Low	0.7505	0.7524	0.0019	0.3%	0.7488
Close	0.7530	0.7578	0.0048	0.6%	0.7567
Range	0.0070	0.0091	0.0021	30.0%	0.0152
ATR	0.0080	0.0081	0.0001	1.0%	0.0000
Volume	70,845	84,363	13,518	19.1%	428,052

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7845	0.7803	0.7628
R3	0.7754	0.7712	0.7603
R2	0.7663	0.7663	0.7595
R1	0.7621	0.7621	0.7586	0.7642
PP	0.7572	0.7572	0.7572	0.7583
S1	0.7530	0.7530	0.7570	0.7551
S2	0.7481	0.7481	0.7561
S3	0.7390	0.7439	0.7553
S4	0.7299	0.7348	0.7528

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	0.7627	0.7503	0.0124	1.6%	0.0089	1.2%	60%	False	False	77,428
10	0.7658	0.7488	0.0170	2.2%	0.0089	1.2%	53%	False	False	81,857
20	0.7720	0.7488	0.0232	3.1%	0.0084	1.1%	39%	False	False	73,742
40	0.7896	0.7488	0.0408	5.4%	0.0074	1.0%	22%	False	False	66,834
60	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	12%	False	False	66,052
80	0.8375	0.7488	0.0887	11.7%	0.0071	0.9%	10%	False	False	50,795
100	0.8375	0.7488	0.0887	11.7%	0.0072	1.0%	10%	False	False	40,707
120	0.8375	0.7488	0.0887	11.7%	0.0074	1.0%	10%	False	False	33,964

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8002
2.618	0.7853
1.618	0.7762
1.000	0.7706
0.618	0.7671
HIGH	0.7615
0.618	0.7580
0.500	0.7570
0.382	0.7559
LOW	0.7524
0.618	0.7468
1.000	0.7433
1.618	0.7377
2.618	0.7286
4.250	0.7137

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	0.7575	0.7574
PP	0.7572	0.7570
S1	0.7570	0.7566

Download as Excel Spreadsheet

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

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