CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	0.7895	0.7934	0.0039	0.5%	0.7731
High	0.7930	0.7948	0.0018	0.2%	0.7936
Low	0.7895	0.7886	-0.0009	-0.1%	0.7705
Close	0.7923	0.7924	0.0001	0.0%	0.7884
Range	0.0035	0.0062	0.0027	77.1%	0.0231
ATR	0.0070	0.0070	-0.0001	-0.8%	0.0000
Volume	104	204	100	96.2%	2,399

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8077	0.7958
R3	0.8043	0.8015	0.7941
R2	0.7981	0.7981	0.7935
R1	0.7953	0.7953	0.7930	0.7936
PP	0.7919	0.7919	0.7919	0.7911
S1	0.7891	0.7891	0.7918	0.7874
S2	0.7857	0.7857	0.7913
S3	0.7795	0.7829	0.7907
S4	0.7733	0.7767	0.7890

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	0.7948	0.7850	0.0098	1.2%	0.0053	0.7%	76%	True	False	225
10	0.7948	0.7705	0.0243	3.1%	0.0065	0.8%	90%	True	False	312
20	0.7948	0.7570	0.0378	4.8%	0.0070	0.9%	94%	True	False	212
40	0.7948	0.7417	0.0531	6.7%	0.0068	0.9%	95%	True	False	158
60	0.7948	0.7112	0.0836	10.6%	0.0066	0.8%	97%	True	False	113
80	0.7948	0.6842	0.1106	14.0%	0.0062	0.8%	98%	True	False	110
100	0.7948	0.6842	0.1106	14.0%	0.0052	0.7%	98%	True	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8110
1.618	0.8048
1.000	0.8010
0.618	0.7986
HIGH	0.7948
0.618	0.7924
0.500	0.7917
0.382	0.7910
LOW	0.7886
0.618	0.7848
1.000	0.7824
1.618	0.7786
2.618	0.7724
4.250	0.7623

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	0.7922	0.7919
PP	0.7919	0.7914
S1	0.7917	0.7909

Download as Excel Spreadsheet

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

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