CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	0.7672	0.7734	0.0062	0.8%	0.7602
High	0.7743	0.7791	0.0048	0.6%	0.7758
Low	0.7671	0.7721	0.0050	0.7%	0.7587
Close	0.7730	0.7783	0.0053	0.7%	0.7722
Range	0.0072	0.0070	-0.0002	-2.8%	0.0171
ATR	0.0066	0.0066	0.0000	0.4%	0.0000
Volume	49,754	67,983	18,229	36.6%	279,842

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7949	0.7822
R3	0.7905	0.7879	0.7802
R2	0.7835	0.7835	0.7796
R1	0.7809	0.7809	0.7789	0.7822
PP	0.7765	0.7765	0.7765	0.7772
S1	0.7739	0.7739	0.7777	0.7752
S2	0.7695	0.7695	0.7770
S3	0.7625	0.7669	0.7764
S4	0.7555	0.7599	0.7745

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	0.7791	0.7643	0.0148	1.9%	0.0071	0.9%	95%	True	False	55,737
10	0.7791	0.7539	0.0252	3.2%	0.0066	0.9%	97%	True	False	55,501
20	0.7791	0.7428	0.0363	4.7%	0.0065	0.8%	98%	True	False	58,513
40	0.7791	0.7428	0.0363	4.7%	0.0069	0.9%	98%	True	False	41,561
60	0.7791	0.7428	0.0363	4.7%	0.0067	0.9%	98%	True	False	27,842
80	0.8125	0.7428	0.0697	9.0%	0.0065	0.8%	51%	False	False	20,964
100	0.8216	0.7428	0.0788	10.1%	0.0063	0.8%	45%	False	False	16,808
120	0.8364	0.7428	0.0936	12.0%	0.0059	0.8%	38%	False	False	14,012

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.7974
1.618	0.7904
1.000	0.7861
0.618	0.7834
HIGH	0.7791
0.618	0.7764
0.500	0.7756
0.382	0.7748
LOW	0.7721
0.618	0.7678
1.000	0.7651
1.618	0.7608
2.618	0.7538
4.250	0.7424

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	0.7774	0.7761
PP	0.7765	0.7739
S1	0.7756	0.7717

Download as Excel Spreadsheet

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

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