CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	0.7446	0.7501	0.0055	0.7%	0.7561
High	0.7512	0.7564	0.0052	0.7%	0.7589
Low	0.7443	0.7500	0.0057	0.8%	0.7450
Close	0.7488	0.7541	0.0053	0.7%	0.7500
Range	0.0069	0.0064	-0.0005	-7.2%	0.0139
ATR	0.0064	0.0065	0.0001	1.3%	0.0000
Volume	63,585	73,670	10,085	15.9%	290,549

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7698	0.7576
R3	0.7663	0.7634	0.7559
R2	0.7599	0.7599	0.7553
R1	0.7570	0.7570	0.7547	0.7585
PP	0.7535	0.7535	0.7535	0.7542
S1	0.7506	0.7506	0.7535	0.7521
S2	0.7471	0.7471	0.7529
S3	0.7407	0.7442	0.7523
S4	0.7343	0.7378	0.7506

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	0.7564	0.7428	0.0136	1.8%	0.0052	0.7%	83%	True	False	57,954
10	0.7683	0.7428	0.0255	3.4%	0.0063	0.8%	44%	False	False	61,525
20	0.7683	0.7428	0.0255	3.4%	0.0062	0.8%	44%	False	False	54,283
40	0.7710	0.7428	0.0282	3.7%	0.0070	0.9%	40%	False	False	27,808
60	0.7885	0.7428	0.0457	6.1%	0.0065	0.9%	25%	False	False	18,663
80	0.8216	0.7428	0.0788	10.4%	0.0063	0.8%	14%	False	False	14,045
100	0.8364	0.7428	0.0936	12.4%	0.0061	0.8%	12%	False	False	11,261
120	0.8364	0.7428	0.0936	12.4%	0.0058	0.8%	12%	False	False	9,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7836
2.618	0.7732
1.618	0.7668
1.000	0.7628
0.618	0.7604
HIGH	0.7564
0.618	0.7540
0.500	0.7532
0.382	0.7524
LOW	0.7500
0.618	0.7460
1.000	0.7436
1.618	0.7396
2.618	0.7332
4.250	0.7228

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	0.7538	0.7526
PP	0.7535	0.7511
S1	0.7532	0.7496

Download as Excel Spreadsheet

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

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