CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	0.7749	0.7678	-0.0071	-0.9%	0.7736
High	0.7754	0.7685	-0.0069	-0.9%	0.7827
Low	0.7671	0.7604	-0.0067	-0.9%	0.7685
Close	0.7702	0.7637	-0.0065	-0.8%	0.7730
Range	0.0083	0.0081	-0.0002	-2.4%	0.0142
ATR	0.0068	0.0070	0.0002	3.1%	0.0000
Volume	867	735	-132	-15.2%	1,888

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7842	0.7682
R3	0.7804	0.7761	0.7659
R2	0.7723	0.7723	0.7652
R1	0.7680	0.7680	0.7644	0.7661
PP	0.7642	0.7642	0.7642	0.7633
S1	0.7599	0.7599	0.7630	0.7580
S2	0.7561	0.7561	0.7622
S3	0.7480	0.7518	0.7615
S4	0.7399	0.7437	0.7592

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8173	0.8094	0.7808
R3	0.8031	0.7952	0.7769
R2	0.7889	0.7889	0.7756
R1	0.7810	0.7810	0.7743	0.7779
PP	0.7747	0.7747	0.7747	0.7732
S1	0.7668	0.7668	0.7717	0.7637
S2	0.7605	0.7605	0.7704
S3	0.7463	0.7526	0.7691
S4	0.7321	0.7384	0.7652

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7788	0.7604	0.0184	2.4%	0.0068	0.9%	18%	False	True	597
10	0.7827	0.7604	0.0223	2.9%	0.0063	0.8%	15%	False	True	466
20	0.8018	0.7604	0.0414	5.4%	0.0064	0.8%	8%	False	True	339
40	0.8018	0.7529	0.0489	6.4%	0.0068	0.9%	22%	False	False	269
60	0.8018	0.7320	0.0698	9.1%	0.0067	0.9%	45%	False	False	209
80	0.8018	0.7089	0.0929	12.2%	0.0066	0.9%	59%	False	False	163
100	0.8018	0.6842	0.1176	15.4%	0.0061	0.8%	68%	False	False	149

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7897
1.618	0.7816
1.000	0.7766
0.618	0.7735
HIGH	0.7685
0.618	0.7654
0.500	0.7645
0.382	0.7635
LOW	0.7604
0.618	0.7554
1.000	0.7523
1.618	0.7473
2.618	0.7392
4.250	0.7260

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	0.7645	0.7693
PP	0.7642	0.7674
S1	0.7640	0.7656

Download as Excel Spreadsheet

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

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