CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Apr-2015

Day Change Summary
	Previous	Current
	03-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	0.7955	0.8001	0.0046	0.6%	0.7865
High	0.8010	0.8015	0.0005	0.1%	0.8010
Low	0.7955	0.7998	0.0043	0.5%	0.7810
Close	0.8010	0.7998	-0.0012	-0.1%	0.8010
Range	0.0055	0.0017	-0.0038	-69.1%	0.0200
ATR	0.0061	0.0058	-0.0003	-5.1%	0.0000
Volume	41	3	-38	-92.7%	264

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8043	0.8007
R3	0.8038	0.8026	0.8003
R2	0.8021	0.8021	0.8001
R1	0.8009	0.8009	0.8000	0.8007
PP	0.8004	0.8004	0.8004	0.8002
S1	0.7992	0.7992	0.7996	0.7990
S2	0.7987	0.7987	0.7995
S3	0.7970	0.7975	0.7993
S4	0.7953	0.7958	0.7989

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8477	0.8120
R3	0.8343	0.8277	0.8065
R2	0.8143	0.8143	0.8047
R1	0.8077	0.8077	0.8028	0.8110
PP	0.7943	0.7943	0.7943	0.7960
S1	0.7877	0.7877	0.7992	0.7910
S2	0.7743	0.7743	0.7973
S3	0.7543	0.7677	0.7955
S4	0.7343	0.7477	0.7900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8015	0.7810	0.0205	2.6%	0.0039	0.5%	92%	True	False	29
10	0.8035	0.7810	0.0225	2.8%	0.0036	0.4%	84%	False	False	34
20	0.8035	0.7780	0.0255	3.2%	0.0044	0.6%	85%	False	False	39
40	0.8065	0.7780	0.0285	3.6%	0.0036	0.5%	76%	False	False	44

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8087
2.618	0.8060
1.618	0.8043
1.000	0.8032
0.618	0.8026
HIGH	0.8015
0.618	0.8009
0.500	0.8007
0.382	0.8004
LOW	0.7998
0.618	0.7987
1.000	0.7981
1.618	0.7970
2.618	0.7953
4.250	0.7926

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	0.8007	0.7986
PP	0.8004	0.7973
S1	0.8001	0.7961

Download as Excel Spreadsheet

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

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