CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	0.7849	0.7834	-0.0015	-0.2%	0.8078
High	0.7859	0.7875	0.0016	0.2%	0.8107
Low	0.7824	0.7834	0.0010	0.1%	0.7901
Close	0.7835	0.7849	0.0014	0.2%	0.7946
Range	0.0035	0.0041	0.0006	17.1%	0.0206
ATR	0.0060	0.0059	-0.0001	-2.3%	0.0000
Volume	409	321	-88	-21.5%	859

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7953	0.7872
R3	0.7935	0.7912	0.7860
R2	0.7894	0.7894	0.7857
R1	0.7871	0.7871	0.7853	0.7883
PP	0.7853	0.7853	0.7853	0.7858
S1	0.7830	0.7830	0.7845	0.7842
S2	0.7812	0.7812	0.7841
S3	0.7771	0.7789	0.7838
S4	0.7730	0.7748	0.7826

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	0.7958	0.7815	0.0143	1.8%	0.0056	0.7%	24%	False	False	349
10	0.8107	0.7815	0.0292	3.7%	0.0061	0.8%	12%	False	False	261
20	0.8216	0.7815	0.0401	5.1%	0.0057	0.7%	8%	False	False	201
40	0.8364	0.7815	0.0549	7.0%	0.0054	0.7%	6%	False	False	165
60	0.8364	0.7815	0.0549	7.0%	0.0052	0.7%	6%	False	False	128
80	0.8364	0.7780	0.0584	7.4%	0.0049	0.6%	12%	False	False	102
100	0.8364	0.7780	0.0584	7.4%	0.0045	0.6%	12%	False	False	91

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8049
2.618	0.7982
1.618	0.7941
1.000	0.7916
0.618	0.7900
HIGH	0.7875
0.618	0.7859
0.500	0.7855
0.382	0.7850
LOW	0.7834
0.618	0.7809
1.000	0.7793
1.618	0.7768
2.618	0.7727
4.250	0.7660

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	0.7855	0.7854
PP	0.7853	0.7852
S1	0.7851	0.7851

Download as Excel Spreadsheet

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

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