CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	0.7620	0.7639	0.0019	0.2%	0.7628
High	0.7653	0.7651	-0.0002	0.0%	0.7672
Low	0.7589	0.7582	-0.0007	-0.1%	0.7582
Close	0.7634	0.7589	-0.0045	-0.6%	0.7589
Range	0.0064	0.0069	0.0005	7.8%	0.0090
ATR	0.0065	0.0065	0.0000	0.5%	0.0000
Volume	1,372	574	-798	-58.2%	3,182

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7814	0.7771	0.7627
R3	0.7745	0.7702	0.7608
R2	0.7676	0.7676	0.7602
R1	0.7633	0.7633	0.7595	0.7620
PP	0.7607	0.7607	0.7607	0.7601
S1	0.7564	0.7564	0.7583	0.7551
S2	0.7538	0.7538	0.7576
S3	0.7469	0.7495	0.7570
S4	0.7400	0.7426	0.7551

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7827	0.7639
R3	0.7794	0.7737	0.7614
R2	0.7704	0.7704	0.7606
R1	0.7647	0.7647	0.7597	0.7631
PP	0.7614	0.7614	0.7614	0.7606
S1	0.7557	0.7557	0.7581	0.7541
S2	0.7524	0.7524	0.7573
S3	0.7434	0.7467	0.7564
S4	0.7344	0.7377	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7672	0.7582	0.0090	1.2%	0.0064	0.8%	8%	False	True	636
10	0.7710	0.7582	0.0128	1.7%	0.0073	1.0%	5%	False	True	562
20	0.7768	0.7566	0.0202	2.7%	0.0066	0.9%	11%	False	False	475
40	0.8107	0.7566	0.0541	7.1%	0.0061	0.8%	4%	False	False	412
60	0.8216	0.7566	0.0650	8.6%	0.0059	0.8%	4%	False	False	323
80	0.8364	0.7566	0.0798	10.5%	0.0055	0.7%	3%	False	False	261
100	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	3%	False	False	218
120	0.8364	0.7566	0.0798	10.5%	0.0051	0.7%	3%	False	False	189

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7944
2.618	0.7832
1.618	0.7763
1.000	0.7720
0.618	0.7694
HIGH	0.7651
0.618	0.7625
0.500	0.7617
0.382	0.7608
LOW	0.7582
0.618	0.7539
1.000	0.7513
1.618	0.7470
2.618	0.7401
4.250	0.7289

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	0.7617	0.7627
PP	0.7607	0.7614
S1	0.7598	0.7602

Download as Excel Spreadsheet

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

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