CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.8091	0.8053	-0.0038	-0.5%	0.8075
High	0.8125	0.8100	-0.0025	-0.3%	0.8216
Low	0.8037	0.8048	0.0011	0.1%	0.8075
Close	0.8051	0.8099	0.0048	0.6%	0.8136
Range	0.0088	0.0052	-0.0036	-40.9%	0.0141
ATR	0.0058	0.0058	0.0000	-0.8%	0.0000
Volume	40	108	68	170.0%	465

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8238	0.8221	0.8128
R3	0.8186	0.8169	0.8113
R2	0.8134	0.8134	0.8109
R1	0.8117	0.8117	0.8104	0.8126
PP	0.8082	0.8082	0.8082	0.8087
S1	0.8065	0.8065	0.8094	0.8074
S2	0.8030	0.8030	0.8089
S3	0.7978	0.8013	0.8085
S4	0.7926	0.7961	0.8070

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	0.8178	0.8037	0.0141	1.7%	0.0062	0.8%	44%	False	False	89
10	0.8216	0.8037	0.0179	2.2%	0.0053	0.7%	35%	False	False	99
20	0.8216	0.7944	0.0272	3.4%	0.0054	0.7%	57%	False	False	147
40	0.8364	0.7944	0.0420	5.2%	0.0049	0.6%	37%	False	False	110
60	0.8364	0.7907	0.0457	5.6%	0.0046	0.6%	42%	False	False	89
80	0.8364	0.7780	0.0584	7.2%	0.0045	0.6%	55%	False	False	78
100	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	55%	False	False	71

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8236
1.618	0.8184
1.000	0.8152
0.618	0.8132
HIGH	0.8100
0.618	0.8080
0.500	0.8074
0.382	0.8068
LOW	0.8048
0.618	0.8016
1.000	0.7996
1.618	0.7964
2.618	0.7912
4.250	0.7827

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.8091	0.8093
PP	0.8082	0.8087
S1	0.8074	0.8081

Download as Excel Spreadsheet

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

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