CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	0.7682	0.7718	0.0036	0.5%	0.7602
High	0.7758	0.7748	-0.0010	-0.1%	0.7758
Low	0.7681	0.7683	0.0002	0.0%	0.7587
Close	0.7722	0.7710	-0.0012	-0.2%	0.7722
Range	0.0077	0.0065	-0.0012	-15.6%	0.0171
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	58,842	38,580	-20,262	-34.4%	279,842

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7874	0.7746
R3	0.7844	0.7809	0.7728
R2	0.7779	0.7779	0.7722
R1	0.7744	0.7744	0.7716	0.7729
PP	0.7714	0.7714	0.7714	0.7706
S1	0.7679	0.7679	0.7704	0.7664
S2	0.7649	0.7649	0.7698
S3	0.7584	0.7614	0.7692
S4	0.7519	0.7549	0.7674

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	0.7612	0.0146	1.9%	0.0064	0.8%	67%	False	False	53,410
10	0.7758	0.7428	0.0330	4.3%	0.0063	0.8%	85%	False	False	57,066
20	0.7758	0.7428	0.0330	4.3%	0.0062	0.8%	85%	False	False	58,517
40	0.7758	0.7428	0.0330	4.3%	0.0068	0.9%	85%	False	False	37,060
60	0.7768	0.7428	0.0340	4.4%	0.0066	0.9%	83%	False	False	24,836
80	0.8178	0.7428	0.0750	9.7%	0.0065	0.8%	38%	False	False	18,702
100	0.8216	0.7428	0.0788	10.2%	0.0062	0.8%	36%	False	False	14,996
120	0.8364	0.7428	0.0936	12.1%	0.0059	0.8%	30%	False	False	12,506

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7918
1.618	0.7853
1.000	0.7813
0.618	0.7788
HIGH	0.7748
0.618	0.7723
0.500	0.7716
0.382	0.7708
LOW	0.7683
0.618	0.7643
1.000	0.7618
1.618	0.7578
2.618	0.7513
4.250	0.7407

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	0.7716	0.7707
PP	0.7714	0.7705
S1	0.7712	0.7702

Download as Excel Spreadsheet

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

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