CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.8129	0.8140	0.0011	0.1%	0.7917
High	0.8129	0.8156	0.0027	0.3%	0.8250
Low	0.8108	0.8140	0.0032	0.4%	0.7917
Close	0.8113	0.8150	0.0037	0.5%	0.8145
Range	0.0021	0.0016	-0.0005	-23.8%	0.0333
ATR	0.0059	0.0058	-0.0001	-2.0%	0.0000
Volume	22	29	7	31.8%	58

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8197	0.8189	0.8159
R3	0.8181	0.8173	0.8154
R2	0.8165	0.8165	0.8153
R1	0.8157	0.8157	0.8151	0.8161
PP	0.8149	0.8149	0.8149	0.8151
S1	0.8141	0.8141	0.8149	0.8145
S2	0.8133	0.8133	0.8147
S3	0.8117	0.8125	0.8146
S4	0.8101	0.8109	0.8141

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9103	0.8957	0.8328
R3	0.8770	0.8624	0.8237
R2	0.8437	0.8437	0.8206
R1	0.8291	0.8291	0.8176	0.8364
PP	0.8104	0.8104	0.8104	0.8141
S1	0.7958	0.7958	0.8114	0.8031
S2	0.7771	0.7771	0.8084
S3	0.7438	0.7625	0.8053
S4	0.7105	0.7292	0.7962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8250	0.8108	0.0142	1.7%	0.0051	0.6%	30%	False	False	28
10	0.8250	0.7916	0.0334	4.1%	0.0038	0.5%	70%	False	False	24
20	0.8250	0.7810	0.0440	5.4%	0.0040	0.5%	77%	False	False	29
40	0.8250	0.7780	0.0470	5.8%	0.0039	0.5%	79%	False	False	32

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	0.0004
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8198
1.618	0.8182
1.000	0.8172
0.618	0.8166
HIGH	0.8156
0.618	0.8150
0.500	0.8148
0.382	0.8146
LOW	0.8140
0.618	0.8130
1.000	0.8124
1.618	0.8114
2.618	0.8098
4.250	0.8072

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.8149	0.8149
PP	0.8149	0.8148
S1	0.8148	0.8147

Download as Excel Spreadsheet

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

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