CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	0.8053	0.8087	0.0034	0.4%	0.8144
High	0.8100	0.8104	0.0004	0.0%	0.8165
Low	0.8048	0.8060	0.0012	0.1%	0.8037
Close	0.8099	0.8098	-0.0001	0.0%	0.8098
Range	0.0052	0.0044	-0.0008	-15.4%	0.0128
ATR	0.0058	0.0057	-0.0001	-1.7%	0.0000
Volume	108	69	-39	-36.1%	336

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8219	0.8203	0.8122
R3	0.8175	0.8159	0.8110
R2	0.8131	0.8131	0.8106
R1	0.8115	0.8115	0.8102	0.8123
PP	0.8087	0.8087	0.8087	0.8092
S1	0.8071	0.8071	0.8094	0.8079
S2	0.8043	0.8043	0.8090
S3	0.7999	0.8027	0.8086
S4	0.7955	0.7983	0.8074

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8419	0.8168
R3	0.8356	0.8291	0.8133
R2	0.8228	0.8228	0.8121
R1	0.8163	0.8163	0.8110	0.8132
PP	0.8100	0.8100	0.8100	0.8084
S1	0.8035	0.8035	0.8086	0.8004
S2	0.7972	0.7972	0.8075
S3	0.7844	0.7907	0.8063
S4	0.7716	0.7779	0.8028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8165	0.8037	0.0128	1.6%	0.0058	0.7%	48%	False	False	67
10	0.8216	0.8037	0.0179	2.2%	0.0054	0.7%	34%	False	False	80
20	0.8216	0.7944	0.0272	3.4%	0.0054	0.7%	57%	False	False	139
40	0.8364	0.7944	0.0420	5.2%	0.0049	0.6%	37%	False	False	111
60	0.8364	0.7916	0.0448	5.5%	0.0046	0.6%	41%	False	False	90
80	0.8364	0.7780	0.0584	7.2%	0.0045	0.6%	54%	False	False	78
100	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	54%	False	False	71

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8291
2.618	0.8219
1.618	0.8175
1.000	0.8148
0.618	0.8131
HIGH	0.8104
0.618	0.8087
0.500	0.8082
0.382	0.8077
LOW	0.8060
0.618	0.8033
1.000	0.8016
1.618	0.7989
2.618	0.7945
4.250	0.7873

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	0.8093	0.8092
PP	0.8087	0.8087
S1	0.8082	0.8081

Download as Excel Spreadsheet

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

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