CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	0.7927	0.7952	0.0025	0.3%	0.8078
High	0.7958	0.7952	-0.0006	-0.1%	0.8107
Low	0.7901	0.7882	-0.0019	-0.2%	0.7901
Close	0.7946	0.7887	-0.0059	-0.7%	0.7946
Range	0.0057	0.0070	0.0013	22.8%	0.0206
ATR	0.0061	0.0061	0.0001	1.1%	0.0000
Volume	170	487	317	186.5%	859

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8072	0.7926
R3	0.8047	0.8002	0.7906
R2	0.7977	0.7977	0.7900
R1	0.7932	0.7932	0.7893	0.7920
PP	0.7907	0.7907	0.7907	0.7901
S1	0.7862	0.7862	0.7881	0.7850
S2	0.7837	0.7837	0.7874
S3	0.7767	0.7792	0.7868
S4	0.7697	0.7722	0.7849

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8603	0.8480	0.8059
R3	0.8397	0.8274	0.8003
R2	0.8191	0.8191	0.7984
R1	0.8068	0.8068	0.7965	0.8027
PP	0.7985	0.7985	0.7985	0.7964
S1	0.7862	0.7862	0.7927	0.7821
S2	0.7779	0.7779	0.7908
S3	0.7573	0.7656	0.7889
S4	0.7367	0.7450	0.7833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8107	0.7882	0.0225	2.9%	0.0071	0.9%	2%	False	True	269
10	0.8165	0.7882	0.0283	3.6%	0.0065	0.8%	2%	False	True	168
20	0.8216	0.7882	0.0334	4.2%	0.0055	0.7%	1%	False	True	164
40	0.8364	0.7882	0.0482	6.1%	0.0053	0.7%	1%	False	True	141
60	0.8364	0.7882	0.0482	6.1%	0.0049	0.6%	1%	False	True	110
80	0.8364	0.7780	0.0584	7.4%	0.0048	0.6%	18%	False	False	92
100	0.8364	0.7780	0.0584	7.4%	0.0044	0.6%	18%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8250
2.618	0.8135
1.618	0.8065
1.000	0.8022
0.618	0.7995
HIGH	0.7952
0.618	0.7925
0.500	0.7917
0.382	0.7909
LOW	0.7882
0.618	0.7839
1.000	0.7812
1.618	0.7769
2.618	0.7699
4.250	0.7585

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	0.7917	0.7938
PP	0.7907	0.7921
S1	0.7897	0.7904

Download as Excel Spreadsheet

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

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