CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.7496	0.7518	0.0022	0.3%	0.7628
High	0.7543	0.7586	0.0043	0.6%	0.7672
Low	0.7490	0.7515	0.0025	0.3%	0.7582
Close	0.7494	0.7558	0.0064	0.9%	0.7589
Range	0.0053	0.0071	0.0018	34.0%	0.0090
ATR	0.0071	0.0072	0.0002	2.1%	0.0000
Volume	689	1,448	759	110.2%	3,182

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7733	0.7597
R3	0.7695	0.7662	0.7578
R2	0.7624	0.7624	0.7571
R1	0.7591	0.7591	0.7565	0.7608
PP	0.7553	0.7553	0.7553	0.7561
S1	0.7520	0.7520	0.7551	0.7537
S2	0.7482	0.7482	0.7545
S3	0.7411	0.7449	0.7538
S4	0.7340	0.7378	0.7519

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	0.7651	0.7487	0.0164	2.2%	0.0086	1.1%	43%	False	False	1,928
10	0.7675	0.7487	0.0188	2.5%	0.0072	1.0%	38%	False	False	1,287
20	0.7719	0.7487	0.0232	3.1%	0.0073	1.0%	31%	False	False	842
40	0.7958	0.7487	0.0471	6.2%	0.0064	0.8%	15%	False	False	619
60	0.8216	0.7487	0.0729	9.6%	0.0061	0.8%	10%	False	False	458
80	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	8%	False	False	373
100	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	8%	False	False	308
120	0.8364	0.7487	0.0877	11.6%	0.0053	0.7%	8%	False	False	263

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7772
1.618	0.7701
1.000	0.7657
0.618	0.7630
HIGH	0.7586
0.618	0.7559
0.500	0.7551
0.382	0.7542
LOW	0.7515
0.618	0.7471
1.000	0.7444
1.618	0.7400
2.618	0.7329
4.250	0.7213

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.7556	0.7553
PP	0.7553	0.7548
S1	0.7551	0.7543

Download as Excel Spreadsheet

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

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