CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	0.7718	0.7689	-0.0029	-0.4%	0.7602
High	0.7748	0.7716	-0.0032	-0.4%	0.7758
Low	0.7683	0.7643	-0.0040	-0.5%	0.7587
Close	0.7710	0.7687	-0.0023	-0.3%	0.7722
Range	0.0065	0.0073	0.0008	12.3%	0.0171
ATR	0.0065	0.0066	0.0001	0.9%	0.0000
Volume	38,580	63,529	24,949	64.7%	279,842

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7867	0.7727
R3	0.7828	0.7794	0.7707
R2	0.7755	0.7755	0.7700
R1	0.7721	0.7721	0.7694	0.7702
PP	0.7682	0.7682	0.7682	0.7672
S1	0.7648	0.7648	0.7680	0.7629
S2	0.7609	0.7609	0.7674
S3	0.7536	0.7575	0.7667
S4	0.7463	0.7502	0.7647

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	0.7643	0.0115	1.5%	0.0066	0.9%	38%	False	True	55,856
10	0.7758	0.7443	0.0315	4.1%	0.0066	0.9%	77%	False	False	57,453
20	0.7758	0.7428	0.0330	4.3%	0.0064	0.8%	78%	False	False	59,665
40	0.7758	0.7428	0.0330	4.3%	0.0068	0.9%	78%	False	False	38,640
60	0.7768	0.7428	0.0340	4.4%	0.0066	0.9%	76%	False	False	25,891
80	0.8165	0.7428	0.0737	9.6%	0.0065	0.8%	35%	False	False	19,493
100	0.8216	0.7428	0.0788	10.3%	0.0063	0.8%	33%	False	False	15,631
120	0.8364	0.7428	0.0936	12.2%	0.0059	0.8%	28%	False	False	13,034

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8026
2.618	0.7907
1.618	0.7834
1.000	0.7789
0.618	0.7761
HIGH	0.7716
0.618	0.7688
0.500	0.7680
0.382	0.7671
LOW	0.7643
0.618	0.7598
1.000	0.7570
1.618	0.7525
2.618	0.7452
4.250	0.7333

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	0.7685	0.7701
PP	0.7682	0.7696
S1	0.7680	0.7692

Download as Excel Spreadsheet

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

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