CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	0.8212	0.8260	0.0048	0.6%	0.8150
High	0.8247	0.8290	0.0043	0.5%	0.8223
Low	0.8212	0.8252	0.0040	0.5%	0.8108
Close	0.8247	0.8287	0.0040	0.5%	0.8192
Range	0.0035	0.0038	0.0003	8.6%	0.0115
ATR	0.0056	0.0055	-0.0001	-1.7%	0.0000
Volume	6	29	23	383.3%	661

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8377	0.8308
R3	0.8352	0.8339	0.8297
R2	0.8314	0.8314	0.8294
R1	0.8301	0.8301	0.8290	0.8308
PP	0.8276	0.8276	0.8276	0.8280
S1	0.8263	0.8263	0.8284	0.8270
S2	0.8238	0.8238	0.8280
S3	0.8200	0.8225	0.8277
S4	0.8162	0.8187	0.8266

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8519	0.8471	0.8255
R3	0.8404	0.8356	0.8224
R2	0.8289	0.8289	0.8213
R1	0.8241	0.8241	0.8203	0.8265
PP	0.8174	0.8174	0.8174	0.8187
S1	0.8126	0.8126	0.8181	0.8150
S2	0.8059	0.8059	0.8171
S3	0.7944	0.8011	0.8160
S4	0.7829	0.7896	0.8129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8290	0.8140	0.0150	1.8%	0.0036	0.4%	98%	True	False	126
10	0.8290	0.8001	0.0289	3.5%	0.0053	0.6%	99%	True	False	74
20	0.8290	0.7902	0.0388	4.7%	0.0039	0.5%	99%	True	False	49
40	0.8290	0.7780	0.0510	6.2%	0.0041	0.5%	99%	True	False	45
60	0.8290	0.7780	0.0510	6.2%	0.0037	0.4%	99%	True	False	46

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8452
2.618	0.8389
1.618	0.8351
1.000	0.8328
0.618	0.8313
HIGH	0.8290
0.618	0.8275
0.500	0.8271
0.382	0.8267
LOW	0.8252
0.618	0.8229
1.000	0.8214
1.618	0.8191
2.618	0.8153
4.250	0.8091

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	0.8282	0.8272
PP	0.8276	0.8256
S1	0.8271	0.8241

Download as Excel Spreadsheet

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

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