CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	0.7834	0.7857	0.0023	0.3%	0.7952
High	0.7875	0.7885	0.0010	0.1%	0.7952
Low	0.7834	0.7828	-0.0006	-0.1%	0.7815
Close	0.7849	0.7866	0.0017	0.2%	0.7866
Range	0.0041	0.0057	0.0016	39.0%	0.0137
ATR	0.0059	0.0059	0.0000	-0.2%	0.0000
Volume	321	389	68	21.2%	1,968

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8031	0.8005	0.7897
R3	0.7974	0.7948	0.7882
R2	0.7917	0.7917	0.7876
R1	0.7891	0.7891	0.7871	0.7904
PP	0.7860	0.7860	0.7860	0.7866
S1	0.7834	0.7834	0.7861	0.7847
S2	0.7803	0.7803	0.7856
S3	0.7746	0.7777	0.7850
S4	0.7689	0.7720	0.7835

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8214	0.7941
R3	0.8152	0.8077	0.7904
R2	0.8015	0.8015	0.7891
R1	0.7940	0.7940	0.7879	0.7909
PP	0.7878	0.7878	0.7878	0.7862
S1	0.7803	0.7803	0.7853	0.7772
S2	0.7741	0.7741	0.7841
S3	0.7604	0.7666	0.7828
S4	0.7467	0.7529	0.7791

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7952	0.7815	0.0137	1.7%	0.0056	0.7%	37%	False	False	393
10	0.8107	0.7815	0.0292	3.7%	0.0061	0.8%	17%	False	False	289
20	0.8216	0.7815	0.0401	5.1%	0.0057	0.7%	13%	False	False	194
40	0.8349	0.7815	0.0534	6.8%	0.0055	0.7%	10%	False	False	174
60	0.8364	0.7815	0.0549	7.0%	0.0051	0.6%	9%	False	False	134
80	0.8364	0.7810	0.0554	7.0%	0.0048	0.6%	10%	False	False	107
100	0.8364	0.7780	0.0584	7.4%	0.0045	0.6%	15%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8127
2.618	0.8034
1.618	0.7977
1.000	0.7942
0.618	0.7920
HIGH	0.7885
0.618	0.7863
0.500	0.7857
0.382	0.7850
LOW	0.7828
0.618	0.7793
1.000	0.7771
1.618	0.7736
2.618	0.7679
4.250	0.7586

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	0.7863	0.7862
PP	0.7860	0.7858
S1	0.7857	0.7855

Download as Excel Spreadsheet

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

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