CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	0.7499	0.7497	-0.0002	0.0%	0.7561
High	0.7517	0.7505	-0.0012	-0.2%	0.7589
Low	0.7484	0.7460	-0.0024	-0.3%	0.7450
Close	0.7500	0.7467	-0.0033	-0.4%	0.7500
Range	0.0033	0.0045	0.0012	36.4%	0.0139
ATR	0.0066	0.0065	-0.0002	-2.3%	0.0000
Volume	50,221	42,630	-7,591	-15.1%	290,549

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7585	0.7492
R3	0.7567	0.7540	0.7479
R2	0.7522	0.7522	0.7475
R1	0.7495	0.7495	0.7471	0.7486
PP	0.7477	0.7477	0.7477	0.7473
S1	0.7450	0.7450	0.7463	0.7441
S2	0.7432	0.7432	0.7459
S3	0.7387	0.7405	0.7455
S4	0.7342	0.7360	0.7442

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7854	0.7576
R3	0.7791	0.7715	0.7538
R2	0.7652	0.7652	0.7525
R1	0.7576	0.7576	0.7513	0.7545
PP	0.7513	0.7513	0.7513	0.7497
S1	0.7437	0.7437	0.7487	0.7406
S2	0.7374	0.7374	0.7475
S3	0.7235	0.7298	0.7462
S4	0.7096	0.7159	0.7424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7562	0.7450	0.0112	1.5%	0.0053	0.7%	15%	False	False	55,443
10	0.7683	0.7450	0.0233	3.1%	0.0061	0.8%	7%	False	False	59,968
20	0.7683	0.7450	0.0233	3.1%	0.0067	0.9%	7%	False	False	44,936
40	0.7710	0.7450	0.0260	3.5%	0.0069	0.9%	7%	False	False	22,904
60	0.7952	0.7450	0.0502	6.7%	0.0065	0.9%	3%	False	False	15,402
80	0.8216	0.7450	0.0766	10.3%	0.0063	0.8%	2%	False	False	11,587
100	0.8364	0.7450	0.0914	12.2%	0.0060	0.8%	2%	False	False	9,293
120	0.8364	0.7450	0.0914	12.2%	0.0057	0.8%	2%	False	False	7,752

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7623
1.618	0.7578
1.000	0.7550
0.618	0.7533
HIGH	0.7505
0.618	0.7488
0.500	0.7483
0.382	0.7477
LOW	0.7460
0.618	0.7432
1.000	0.7415
1.618	0.7387
2.618	0.7342
4.250	0.7269

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	0.7483	0.7486
PP	0.7477	0.7479
S1	0.7472	0.7473

Download as Excel Spreadsheet

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

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