CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	0.7497	0.7461	-0.0036	-0.5%	0.7561
High	0.7505	0.7475	-0.0030	-0.4%	0.7589
Low	0.7460	0.7428	-0.0032	-0.4%	0.7450
Close	0.7467	0.7446	-0.0021	-0.3%	0.7500
Range	0.0045	0.0047	0.0002	4.4%	0.0139
ATR	0.0065	0.0064	-0.0001	-2.0%	0.0000
Volume	42,630	59,664	17,034	40.0%	290,549

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7565	0.7472
R3	0.7544	0.7518	0.7459
R2	0.7497	0.7497	0.7455
R1	0.7471	0.7471	0.7450	0.7461
PP	0.7450	0.7450	0.7450	0.7444
S1	0.7424	0.7424	0.7442	0.7414
S2	0.7403	0.7403	0.7437
S3	0.7356	0.7377	0.7433
S4	0.7309	0.7330	0.7420

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	0.7554	0.7428	0.0126	1.7%	0.0054	0.7%	14%	False	True	58,311
10	0.7683	0.7428	0.0255	3.4%	0.0063	0.8%	7%	False	True	61,876
20	0.7683	0.7428	0.0255	3.4%	0.0063	0.8%	7%	False	True	47,826
40	0.7710	0.7428	0.0282	3.8%	0.0069	0.9%	6%	False	True	24,390
60	0.7892	0.7428	0.0464	6.2%	0.0065	0.9%	4%	False	True	16,388
80	0.8216	0.7428	0.0788	10.6%	0.0062	0.8%	2%	False	True	12,332
100	0.8364	0.7428	0.0936	12.6%	0.0060	0.8%	2%	False	True	9,889
120	0.8364	0.7428	0.0936	12.6%	0.0057	0.8%	2%	False	True	8,249

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7598
1.618	0.7551
1.000	0.7522
0.618	0.7504
HIGH	0.7475
0.618	0.7457
0.500	0.7452
0.382	0.7446
LOW	0.7428
0.618	0.7399
1.000	0.7381
1.618	0.7352
2.618	0.7305
4.250	0.7228

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	0.7452	0.7473
PP	0.7450	0.7464
S1	0.7448	0.7455

Download as Excel Spreadsheet

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

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