CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	0.7461	0.7446	-0.0015	-0.2%	0.7561
High	0.7475	0.7512	0.0037	0.5%	0.7589
Low	0.7428	0.7443	0.0015	0.2%	0.7450
Close	0.7446	0.7488	0.0042	0.6%	0.7500
Range	0.0047	0.0069	0.0022	46.8%	0.0139
ATR	0.0064	0.0064	0.0000	0.6%	0.0000
Volume	59,664	63,585	3,921	6.6%	290,549

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7657	0.7526
R3	0.7619	0.7588	0.7507
R2	0.7550	0.7550	0.7501
R1	0.7519	0.7519	0.7494	0.7535
PP	0.7481	0.7481	0.7481	0.7489
S1	0.7450	0.7450	0.7482	0.7466
S2	0.7412	0.7412	0.7475
S3	0.7343	0.7381	0.7469
S4	0.7274	0.7312	0.7450

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	0.7521	0.7428	0.0093	1.2%	0.0053	0.7%	65%	False	False	55,958
10	0.7683	0.7428	0.0255	3.4%	0.0064	0.9%	24%	False	False	61,919
20	0.7683	0.7428	0.0255	3.4%	0.0062	0.8%	24%	False	False	50,887
40	0.7710	0.7428	0.0282	3.8%	0.0070	0.9%	21%	False	False	25,970
60	0.7885	0.7428	0.0457	6.1%	0.0064	0.9%	13%	False	False	17,442
80	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	8%	False	False	13,125
100	0.8364	0.7428	0.0936	12.5%	0.0060	0.8%	6%	False	False	10,525
120	0.8364	0.7428	0.0936	12.5%	0.0057	0.8%	6%	False	False	8,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7805
2.618	0.7693
1.618	0.7624
1.000	0.7581
0.618	0.7555
HIGH	0.7512
0.618	0.7486
0.500	0.7478
0.382	0.7469
LOW	0.7443
0.618	0.7400
1.000	0.7374
1.618	0.7331
2.618	0.7262
4.250	0.7150

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	0.7485	0.7482
PP	0.7481	0.7476
S1	0.7478	0.7470

Download as Excel Spreadsheet

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

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