CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	0.8155	0.8160	0.0005	0.1%	0.8075
High	0.8216	0.8178	-0.0038	-0.5%	0.8216
Low	0.8154	0.8115	-0.0039	-0.5%	0.8075
Close	0.8154	0.8136	-0.0018	-0.2%	0.8136
Range	0.0062	0.0063	0.0001	1.6%	0.0141
ATR	0.0056	0.0056	0.0001	0.9%	0.0000
Volume	44	180	136	309.1%	465

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8297	0.8171
R3	0.8269	0.8234	0.8153
R2	0.8206	0.8206	0.8148
R1	0.8171	0.8171	0.8142	0.8157
PP	0.8143	0.8143	0.8143	0.8136
S1	0.8108	0.8108	0.8130	0.8094
S2	0.8080	0.8080	0.8124
S3	0.8017	0.8045	0.8119
S4	0.7954	0.7982	0.8101

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8492	0.8214
R3	0.8424	0.8351	0.8175
R2	0.8283	0.8283	0.8162
R1	0.8210	0.8210	0.8149	0.8247
PP	0.8142	0.8142	0.8142	0.8161
S1	0.8069	0.8069	0.8123	0.8106
S2	0.8001	0.8001	0.8110
S3	0.7860	0.7928	0.8097
S4	0.7719	0.7787	0.8058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8216	0.8075	0.0141	1.7%	0.0050	0.6%	43%	False	False	93
10	0.8216	0.8016	0.0200	2.5%	0.0046	0.6%	60%	False	False	161
20	0.8216	0.7944	0.0272	3.3%	0.0056	0.7%	71%	False	False	181
40	0.8364	0.7944	0.0420	5.2%	0.0047	0.6%	46%	False	False	115
60	0.8364	0.7810	0.0554	6.8%	0.0045	0.5%	59%	False	False	89
80	0.8364	0.7780	0.0584	7.2%	0.0043	0.5%	61%	False	False	75
100	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	61%	False	False	70

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8446
2.618	0.8343
1.618	0.8280
1.000	0.8241
0.618	0.8217
HIGH	0.8178
0.618	0.8154
0.500	0.8147
0.382	0.8139
LOW	0.8115
0.618	0.8076
1.000	0.8052
1.618	0.8013
2.618	0.7950
4.250	0.7847

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	0.8147	0.8156
PP	0.8143	0.8149
S1	0.8140	0.8143

Download as Excel Spreadsheet

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

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