CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.8078	0.8044	-0.0034	-0.4%	0.8144
High	0.8107	0.8072	-0.0035	-0.4%	0.8165
Low	0.8033	0.7984	-0.0049	-0.6%	0.8037
Close	0.8066	0.7991	-0.0075	-0.9%	0.8098
Range	0.0074	0.0088	0.0014	18.9%	0.0128
ATR	0.0058	0.0060	0.0002	3.7%	0.0000
Volume	133	237	104	78.2%	336

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8280	0.8223	0.8039
R3	0.8192	0.8135	0.8015
R2	0.8104	0.8104	0.8007
R1	0.8047	0.8047	0.7999	0.8032
PP	0.8016	0.8016	0.8016	0.8008
S1	0.7959	0.7959	0.7983	0.7944
S2	0.7928	0.7928	0.7975
S3	0.7840	0.7871	0.7967
S4	0.7752	0.7783	0.7943

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	0.8125	0.7984	0.0141	1.8%	0.0069	0.9%	5%	False	True	117
10	0.8216	0.7984	0.0232	2.9%	0.0064	0.8%	3%	False	True	96
20	0.8216	0.7950	0.0266	3.3%	0.0054	0.7%	15%	False	False	146
40	0.8364	0.7944	0.0420	5.3%	0.0052	0.7%	11%	False	False	119
60	0.8364	0.7916	0.0448	5.6%	0.0048	0.6%	17%	False	False	95
80	0.8364	0.7780	0.0584	7.3%	0.0047	0.6%	36%	False	False	81
100	0.8364	0.7780	0.0584	7.3%	0.0043	0.5%	36%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8446
2.618	0.8302
1.618	0.8214
1.000	0.8160
0.618	0.8126
HIGH	0.8072
0.618	0.8038
0.500	0.8028
0.382	0.8018
LOW	0.7984
0.618	0.7930
1.000	0.7896
1.618	0.7842
2.618	0.7754
4.250	0.7610

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.8028	0.8046
PP	0.8016	0.8027
S1	0.8003	0.8009

Download as Excel Spreadsheet

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

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