CME Canadian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	0.8160	0.8144	-0.0016	-0.2%	0.8075
High	0.8178	0.8165	-0.0013	-0.2%	0.8216
Low	0.8115	0.8095	-0.0020	-0.2%	0.8075
Close	0.8136	0.8099	-0.0037	-0.5%	0.8136
Range	0.0063	0.0070	0.0007	11.1%	0.0141
ATR	0.0056	0.0057	0.0001	1.7%	0.0000
Volume	180	70	-110	-61.1%	465

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8284	0.8138
R3	0.8260	0.8214	0.8118
R2	0.8190	0.8190	0.8112
R1	0.8144	0.8144	0.8105	0.8132
PP	0.8120	0.8120	0.8120	0.8114
S1	0.8074	0.8074	0.8093	0.8062
S2	0.8050	0.8050	0.8086
S3	0.7980	0.8004	0.8080
S4	0.7910	0.7934	0.8061

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	0.8080	0.0136	1.7%	0.0058	0.7%	14%	False	False	71
10	0.8216	0.8060	0.0156	1.9%	0.0050	0.6%	25%	False	False	156
20	0.8216	0.7944	0.0272	3.4%	0.0056	0.7%	57%	False	False	184
40	0.8364	0.7944	0.0420	5.2%	0.0048	0.6%	37%	False	False	106
60	0.8364	0.7810	0.0554	6.8%	0.0045	0.6%	52%	False	False	89
80	0.8364	0.7780	0.0584	7.2%	0.0044	0.5%	55%	False	False	76
100	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	55%	False	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8463
2.618	0.8348
1.618	0.8278
1.000	0.8235
0.618	0.8208
HIGH	0.8165
0.618	0.8138
0.500	0.8130
0.382	0.8122
LOW	0.8095
0.618	0.8052
1.000	0.8025
1.618	0.7982
2.618	0.7912
4.250	0.7798

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	0.8130	0.8156
PP	0.8120	0.8137
S1	0.8109	0.8118

Download as Excel Spreadsheet

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

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