CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.7586	0.7542	-0.0044	-0.6%	0.7568
High	0.7600	0.7584	-0.0016	-0.2%	0.7627
Low	0.7524	0.7512	-0.0012	-0.2%	0.7503
Close	0.7545	0.7567	0.0022	0.3%	0.7545
Range	0.0076	0.0072	-0.0004	-5.3%	0.0124
ATR	0.0081	0.0080	-0.0001	-0.8%	0.0000
Volume	74,321	105,826	31,505	42.4%	386,042

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7741	0.7607
R3	0.7698	0.7669	0.7587
R2	0.7626	0.7626	0.7580
R1	0.7597	0.7597	0.7574	0.7612
PP	0.7554	0.7554	0.7554	0.7562
S1	0.7525	0.7525	0.7560	0.7540
S2	0.7482	0.7482	0.7554
S3	0.7410	0.7453	0.7547
S4	0.7338	0.7381	0.7527

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7862	0.7613
R3	0.7806	0.7738	0.7579
R2	0.7682	0.7682	0.7568
R1	0.7614	0.7614	0.7556	0.7586
PP	0.7558	0.7558	0.7558	0.7545
S1	0.7490	0.7490	0.7534	0.7462
S2	0.7434	0.7434	0.7522
S3	0.7310	0.7366	0.7511
S4	0.7186	0.7242	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7627	0.7505	0.0122	1.6%	0.0079	1.0%	51%	False	False	84,083
10	0.7627	0.7488	0.0139	1.8%	0.0084	1.1%	57%	False	False	80,505
20	0.7720	0.7488	0.0232	3.1%	0.0082	1.1%	34%	False	False	75,611
40	0.7858	0.7488	0.0370	4.9%	0.0074	1.0%	21%	False	False	68,064
60	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	11%	False	False	67,393
80	0.8324	0.7488	0.0836	11.0%	0.0072	0.9%	9%	False	False	53,041
100	0.8375	0.7488	0.0887	11.7%	0.0071	0.9%	9%	False	False	42,498
120	0.8375	0.7488	0.0887	11.7%	0.0072	0.9%	9%	False	False	35,461

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7890
2.618	0.7772
1.618	0.7700
1.000	0.7656
0.618	0.7628
HIGH	0.7584
0.618	0.7556
0.500	0.7548
0.382	0.7540
LOW	0.7512
0.618	0.7468
1.000	0.7440
1.618	0.7396
2.618	0.7324
4.250	0.7206

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.7561	0.7566
PP	0.7554	0.7565
S1	0.7548	0.7564

Download as Excel Spreadsheet

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

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