CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	0.7678	0.7637	-0.0041	-0.5%	0.7719
High	0.7685	0.7648	-0.0037	-0.5%	0.7782
Low	0.7604	0.7600	-0.0004	-0.1%	0.7600
Close	0.7637	0.7613	-0.0024	-0.3%	0.7613
Range	0.0081	0.0048	-0.0033	-40.7%	0.0182
ATR	0.0070	0.0069	-0.0002	-2.3%	0.0000
Volume	735	628	-107	-14.6%	3,256

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7737	0.7639
R3	0.7716	0.7689	0.7626
R2	0.7668	0.7668	0.7622
R1	0.7641	0.7641	0.7617	0.7631
PP	0.7620	0.7620	0.7620	0.7615
S1	0.7593	0.7593	0.7609	0.7583
S2	0.7572	0.7572	0.7604
S3	0.7524	0.7545	0.7600
S4	0.7476	0.7497	0.7587

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8094	0.7713
R3	0.8029	0.7912	0.7663
R2	0.7847	0.7847	0.7646
R1	0.7730	0.7730	0.7630	0.7698
PP	0.7665	0.7665	0.7665	0.7649
S1	0.7548	0.7548	0.7596	0.7516
S2	0.7483	0.7483	0.7580
S3	0.7301	0.7366	0.7563
S4	0.7119	0.7184	0.7513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7782	0.7600	0.0182	2.4%	0.0064	0.8%	7%	False	True	651
10	0.7827	0.7600	0.0227	3.0%	0.0061	0.8%	6%	False	True	514
20	0.8018	0.7600	0.0418	5.5%	0.0063	0.8%	3%	False	True	356
40	0.8018	0.7542	0.0476	6.3%	0.0068	0.9%	15%	False	False	280
60	0.8018	0.7382	0.0636	8.4%	0.0066	0.9%	36%	False	False	218
80	0.8018	0.7100	0.0918	12.1%	0.0066	0.9%	56%	False	False	170
100	0.8018	0.6842	0.1176	15.4%	0.0061	0.8%	66%	False	False	155

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7852
2.618	0.7774
1.618	0.7726
1.000	0.7696
0.618	0.7678
HIGH	0.7648
0.618	0.7630
0.500	0.7624
0.382	0.7618
LOW	0.7600
0.618	0.7570
1.000	0.7552
1.618	0.7522
2.618	0.7474
4.250	0.7396

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	0.7624	0.7677
PP	0.7620	0.7656
S1	0.7617	0.7634

Download as Excel Spreadsheet

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

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