CME Canadian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	0.7537	0.7571	0.0034	0.5%	0.7573
High	0.7582	0.7599	0.0017	0.2%	0.7624
Low	0.7510	0.7526	0.0016	0.2%	0.7502
Close	0.7565	0.7549	-0.0016	-0.2%	0.7543
Range	0.0072	0.0073	0.0001	1.4%	0.0122
ATR	0.0076	0.0076	0.0000	-0.3%	0.0000
Volume	39,351	43,547	4,196	10.7%	22,533

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7777	0.7736	0.7589
R3	0.7704	0.7663	0.7569
R2	0.7631	0.7631	0.7562
R1	0.7590	0.7590	0.7556	0.7574
PP	0.7558	0.7558	0.7558	0.7550
S1	0.7517	0.7517	0.7542	0.7501
S2	0.7485	0.7485	0.7536
S3	0.7412	0.7444	0.7529
S4	0.7339	0.7371	0.7509

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7922	0.7855	0.7610
R3	0.7800	0.7733	0.7577
R2	0.7678	0.7678	0.7565
R1	0.7611	0.7611	0.7554	0.7584
PP	0.7556	0.7556	0.7556	0.7543
S1	0.7489	0.7489	0.7532	0.7462
S2	0.7434	0.7434	0.7521
S3	0.7312	0.7367	0.7509
S4	0.7190	0.7245	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7611	0.7504	0.0107	1.4%	0.0075	1.0%	42%	False	False	20,239
10	0.7624	0.7490	0.0134	1.8%	0.0078	1.0%	44%	False	False	10,833
20	0.7710	0.7487	0.0223	3.0%	0.0078	1.0%	28%	False	False	6,005
40	0.7842	0.7487	0.0355	4.7%	0.0069	0.9%	17%	False	False	3,206
60	0.8216	0.7487	0.0729	9.7%	0.0066	0.9%	9%	False	False	2,205
80	0.8269	0.7487	0.0782	10.4%	0.0062	0.8%	8%	False	False	1,696
100	0.8364	0.7487	0.0877	11.6%	0.0057	0.8%	7%	False	False	1,368
120	0.8364	0.7487	0.0877	11.6%	0.0054	0.7%	7%	False	False	1,144

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7909
2.618	0.7790
1.618	0.7717
1.000	0.7672
0.618	0.7644
HIGH	0.7599
0.618	0.7571
0.500	0.7563
0.382	0.7554
LOW	0.7526
0.618	0.7481
1.000	0.7453
1.618	0.7408
2.618	0.7335
4.250	0.7216

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	0.7563	0.7555
PP	0.7558	0.7553
S1	0.7554	0.7551

Download as Excel Spreadsheet

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

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