CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	0.7890	0.7895	0.0005	0.1%	0.7731
High	0.7900	0.7930	0.0030	0.4%	0.7936
Low	0.7870	0.7895	0.0025	0.3%	0.7705
Close	0.7884	0.7923	0.0039	0.5%	0.7884
Range	0.0030	0.0035	0.0005	16.7%	0.0231
ATR	0.0072	0.0070	-0.0002	-2.6%	0.0000
Volume	116	104	-12	-10.3%	2,399

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.8007	0.7942
R3	0.7986	0.7972	0.7933
R2	0.7951	0.7951	0.7929
R1	0.7937	0.7937	0.7926	0.7944
PP	0.7916	0.7916	0.7916	0.7920
S1	0.7902	0.7902	0.7920	0.7909
S2	0.7881	0.7881	0.7917
S3	0.7846	0.7867	0.7913
S4	0.7811	0.7832	0.7904

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8535	0.8440	0.8011
R3	0.8304	0.8209	0.7948
R2	0.8073	0.8073	0.7926
R1	0.7978	0.7978	0.7905	0.8026
PP	0.7842	0.7842	0.7842	0.7865
S1	0.7747	0.7747	0.7863	0.7795
S2	0.7611	0.7611	0.7842
S3	0.7380	0.7516	0.7820
S4	0.7149	0.7285	0.7757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7936	0.7850	0.0086	1.1%	0.0056	0.7%	85%	False	False	343
10	0.7936	0.7705	0.0231	2.9%	0.0063	0.8%	94%	False	False	308
20	0.7936	0.7570	0.0366	4.6%	0.0069	0.9%	96%	False	False	209
40	0.7936	0.7396	0.0540	6.8%	0.0068	0.9%	98%	False	False	154
60	0.7936	0.7112	0.0824	10.4%	0.0066	0.8%	98%	False	False	111
80	0.7936	0.6842	0.1094	13.8%	0.0061	0.8%	99%	False	False	107
100	0.7936	0.6842	0.1094	13.8%	0.0051	0.6%	99%	False	False	88

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8079
2.618	0.8022
1.618	0.7987
1.000	0.7965
0.618	0.7952
HIGH	0.7930
0.618	0.7917
0.500	0.7913
0.382	0.7908
LOW	0.7895
0.618	0.7873
1.000	0.7860
1.618	0.7838
2.618	0.7803
4.250	0.7746

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	0.7920	0.7912
PP	0.7916	0.7901
S1	0.7913	0.7891

Download as Excel Spreadsheet

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

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