CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.7704	0.7707	0.0003	0.0%	0.7868
High	0.7710	0.7707	-0.0003	0.0%	0.7868
Low	0.7685	0.7675	-0.0010	-0.1%	0.7685
Close	0.7691	0.7682	-0.0009	-0.1%	0.7691
Range	0.0025	0.0032	0.0007	28.0%	0.0183
ATR	0.0059	0.0057	-0.0002	-3.3%	0.0000
Volume	365	257	-108	-29.6%	2,623

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7765	0.7700
R3	0.7752	0.7733	0.7691
R2	0.7720	0.7720	0.7688
R1	0.7701	0.7701	0.7685	0.7695
PP	0.7688	0.7688	0.7688	0.7685
S1	0.7669	0.7669	0.7679	0.7663
S2	0.7656	0.7656	0.7676
S3	0.7624	0.7637	0.7673
S4	0.7592	0.7605	0.7664

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8297	0.8177	0.7792
R3	0.8114	0.7994	0.7741
R2	0.7931	0.7931	0.7725
R1	0.7811	0.7811	0.7708	0.7780
PP	0.7748	0.7748	0.7748	0.7732
S1	0.7628	0.7628	0.7674	0.7597
S2	0.7565	0.7565	0.7657
S3	0.7382	0.7445	0.7641
S4	0.7199	0.7262	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7850	0.7675	0.0175	2.3%	0.0055	0.7%	4%	False	True	517
10	0.7892	0.7675	0.0217	2.8%	0.0055	0.7%	3%	False	True	436
20	0.8165	0.7675	0.0490	6.4%	0.0060	0.8%	1%	False	True	302
40	0.8216	0.7675	0.0541	7.0%	0.0058	0.8%	1%	False	True	242
60	0.8364	0.7675	0.0689	9.0%	0.0051	0.7%	1%	False	True	177
80	0.8364	0.7675	0.0689	9.0%	0.0048	0.6%	1%	False	True	142
100	0.8364	0.7675	0.0689	9.0%	0.0047	0.6%	1%	False	True	120
120	0.8364	0.7675	0.0689	9.0%	0.0045	0.6%	1%	False	True	108

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7791
1.618	0.7759
1.000	0.7739
0.618	0.7727
HIGH	0.7707
0.618	0.7695
0.500	0.7691
0.382	0.7687
LOW	0.7675
0.618	0.7655
1.000	0.7643
1.618	0.7623
2.618	0.7591
4.250	0.7539

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.7691	0.7707
PP	0.7688	0.7699
S1	0.7685	0.7690

Download as Excel Spreadsheet

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

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