CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.8090	0.8091	0.0001	0.0%	0.8075
High	0.8096	0.8125	0.0029	0.4%	0.8216
Low	0.8060	0.8037	-0.0023	-0.3%	0.8075
Close	0.8086	0.8051	-0.0035	-0.4%	0.8136
Range	0.0036	0.0088	0.0052	144.4%	0.0141
ATR	0.0056	0.0058	0.0002	4.1%	0.0000
Volume	49	40	-9	-18.4%	465

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8335	0.8281	0.8099
R3	0.8247	0.8193	0.8075
R2	0.8159	0.8159	0.8067
R1	0.8105	0.8105	0.8059	0.8088
PP	0.8071	0.8071	0.8071	0.8063
S1	0.8017	0.8017	0.8043	0.8000
S2	0.7983	0.7983	0.8035
S3	0.7895	0.7929	0.8027
S4	0.7807	0.7841	0.8003

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	0.8037	0.0179	2.2%	0.0064	0.8%	8%	False	True	76
10	0.8216	0.8037	0.0179	2.2%	0.0053	0.7%	8%	False	True	142
20	0.8216	0.7944	0.0272	3.4%	0.0055	0.7%	39%	False	False	155
40	0.8364	0.7944	0.0420	5.2%	0.0049	0.6%	25%	False	False	108
60	0.8364	0.7902	0.0462	5.7%	0.0046	0.6%	32%	False	False	88
80	0.8364	0.7780	0.0584	7.3%	0.0045	0.6%	46%	False	False	76
100	0.8364	0.7780	0.0584	7.3%	0.0042	0.5%	46%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8499
2.618	0.8355
1.618	0.8267
1.000	0.8213
0.618	0.8179
HIGH	0.8125
0.618	0.8091
0.500	0.8081
0.382	0.8071
LOW	0.8037
0.618	0.7983
1.000	0.7949
1.618	0.7895
2.618	0.7807
4.250	0.7663

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.8081	0.8101
PP	0.8071	0.8084
S1	0.8061	0.8068

Download as Excel Spreadsheet

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

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