CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	0.7689	0.7672	-0.0017	-0.2%	0.7602
High	0.7716	0.7743	0.0027	0.3%	0.7758
Low	0.7643	0.7671	0.0028	0.4%	0.7587
Close	0.7687	0.7730	0.0043	0.6%	0.7722
Range	0.0073	0.0072	-0.0001	-1.4%	0.0171
ATR	0.0066	0.0066	0.0000	0.7%	0.0000
Volume	63,529	49,754	-13,775	-21.7%	279,842

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7902	0.7770
R3	0.7859	0.7830	0.7750
R2	0.7787	0.7787	0.7743
R1	0.7758	0.7758	0.7737	0.7773
PP	0.7715	0.7715	0.7715	0.7722
S1	0.7686	0.7686	0.7723	0.7701
S2	0.7643	0.7643	0.7717
S3	0.7571	0.7614	0.7710
S4	0.7499	0.7542	0.7690

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%	0.0069	0.9%	76%	False	False	52,695
10	0.7758	0.7500	0.0258	3.3%	0.0066	0.9%	89%	False	False	56,070
20	0.7758	0.7428	0.0330	4.3%	0.0065	0.8%	92%	False	False	58,994
40	0.7758	0.7428	0.0330	4.3%	0.0069	0.9%	92%	False	False	39,877
60	0.7768	0.7428	0.0340	4.4%	0.0067	0.9%	89%	False	False	26,716
80	0.8125	0.7428	0.0697	9.0%	0.0065	0.8%	43%	False	False	20,115
100	0.8216	0.7428	0.0788	10.2%	0.0063	0.8%	38%	False	False	16,128
120	0.8364	0.7428	0.0936	12.1%	0.0059	0.8%	32%	False	False	13,445

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8049
2.618	0.7931
1.618	0.7859
1.000	0.7815
0.618	0.7787
HIGH	0.7743
0.618	0.7715
0.500	0.7707
0.382	0.7699
LOW	0.7671
0.618	0.7627
1.000	0.7599
1.618	0.7555
2.618	0.7483
4.250	0.7365

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	0.7722	0.7719
PP	0.7715	0.7707
S1	0.7707	0.7696

Download as Excel Spreadsheet

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

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