CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	0.7653	0.7682	0.0029	0.4%	0.7602
High	0.7702	0.7758	0.0056	0.7%	0.7758
Low	0.7646	0.7681	0.0035	0.5%	0.7587
Close	0.7686	0.7722	0.0036	0.5%	0.7722
Range	0.0056	0.0077	0.0021	37.5%	0.0171
ATR	0.0064	0.0065	0.0001	1.4%	0.0000
Volume	52,770	58,842	6,072	11.5%	279,842

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7914	0.7764
R3	0.7874	0.7837	0.7743
R2	0.7797	0.7797	0.7736
R1	0.7760	0.7760	0.7729	0.7779
PP	0.7720	0.7720	0.7720	0.7730
S1	0.7683	0.7683	0.7715	0.7702
S2	0.7643	0.7643	0.7708
S3	0.7566	0.7606	0.7701
S4	0.7489	0.7529	0.7680

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8133	0.7816
R3	0.8031	0.7962	0.7769
R2	0.7860	0.7860	0.7753
R1	0.7791	0.7791	0.7738	0.7826
PP	0.7689	0.7689	0.7689	0.7706
S1	0.7620	0.7620	0.7706	0.7655
S2	0.7518	0.7518	0.7691
S3	0.7347	0.7449	0.7675
S4	0.7176	0.7278	0.7628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7758	0.7587	0.0171	2.2%	0.0064	0.8%	79%	True	False	55,968
10	0.7758	0.7428	0.0330	4.3%	0.0061	0.8%	89%	True	False	57,471
20	0.7758	0.7428	0.0330	4.3%	0.0060	0.8%	89%	True	False	58,961
40	0.7758	0.7428	0.0330	4.3%	0.0067	0.9%	89%	True	False	36,111
60	0.7768	0.7428	0.0340	4.4%	0.0065	0.8%	86%	False	False	24,199
80	0.8216	0.7428	0.0788	10.2%	0.0065	0.8%	37%	False	False	18,220
100	0.8216	0.7428	0.0788	10.2%	0.0062	0.8%	37%	False	False	14,610
120	0.8364	0.7428	0.0936	12.1%	0.0058	0.8%	31%	False	False	12,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8085
2.618	0.7960
1.618	0.7883
1.000	0.7835
0.618	0.7806
HIGH	0.7758
0.618	0.7729
0.500	0.7720
0.382	0.7710
LOW	0.7681
0.618	0.7633
1.000	0.7604
1.618	0.7556
2.618	0.7479
4.250	0.7354

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	0.7721	0.7715
PP	0.7720	0.7709
S1	0.7720	0.7702

Download as Excel Spreadsheet

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

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