CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	0.7539	0.7543	0.0004	0.1%	0.7537
High	0.7560	0.7598	0.0038	0.5%	0.7599
Low	0.7532	0.7543	0.0011	0.1%	0.7510
Close	0.7547	0.7590	0.0043	0.6%	0.7539
Range	0.0028	0.0055	0.0027	96.4%	0.0089
ATR	0.0068	0.0067	-0.0001	-1.3%	0.0000
Volume	40,576	63,163	22,587	55.7%	229,069

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7721	0.7620
R3	0.7687	0.7666	0.7605
R2	0.7632	0.7632	0.7600
R1	0.7611	0.7611	0.7595	0.7622
PP	0.7577	0.7577	0.7577	0.7582
S1	0.7556	0.7556	0.7585	0.7567
S2	0.7522	0.7522	0.7580
S3	0.7467	0.7501	0.7575
S4	0.7412	0.7446	0.7560

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7767	0.7588
R3	0.7727	0.7678	0.7563
R2	0.7638	0.7638	0.7555
R1	0.7589	0.7589	0.7547	0.7614
PP	0.7549	0.7549	0.7549	0.7562
S1	0.7500	0.7500	0.7531	0.7525
S2	0.7460	0.7460	0.7523
S3	0.7371	0.7411	0.7515
S4	0.7282	0.7322	0.7490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7598	0.7510	0.0088	1.2%	0.0047	0.6%	91%	True	False	59,473
10	0.7611	0.7504	0.0107	1.4%	0.0061	0.8%	80%	False	False	39,856
20	0.7672	0.7487	0.0185	2.4%	0.0073	1.0%	56%	False	False	20,760
40	0.7768	0.7487	0.0281	3.7%	0.0068	0.9%	37%	False	False	10,578
60	0.8125	0.7487	0.0638	8.4%	0.0065	0.9%	16%	False	False	7,155
80	0.8216	0.7487	0.0729	9.6%	0.0062	0.8%	14%	False	False	5,412
100	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	12%	False	False	4,335
120	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	12%	False	False	3,622

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7742
1.618	0.7687
1.000	0.7653
0.618	0.7632
HIGH	0.7598
0.618	0.7577
0.500	0.7571
0.382	0.7564
LOW	0.7543
0.618	0.7509
1.000	0.7488
1.618	0.7454
2.618	0.7399
4.250	0.7309

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	0.7584	0.7581
PP	0.7577	0.7572
S1	0.7571	0.7563

Download as Excel Spreadsheet

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

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