CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	0.7708	0.7660	-0.0048	-0.6%	0.7622
High	0.7711	0.7680	-0.0031	-0.4%	0.7744
Low	0.7655	0.7614	-0.0041	-0.5%	0.7587
Close	0.7689	0.7616	-0.0073	-0.9%	0.7689
Range	0.0056	0.0066	0.0010	17.9%	0.0157
ATR	0.0066	0.0067	0.0001	1.0%	0.0000
Volume	561	3,739	3,178	566.5%	6,064

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7835	0.7791	0.7652
R3	0.7769	0.7725	0.7634
R2	0.7703	0.7703	0.7628
R1	0.7659	0.7659	0.7622	0.7648
PP	0.7637	0.7637	0.7637	0.7631
S1	0.7593	0.7593	0.7610	0.7582
S2	0.7571	0.7571	0.7604
S3	0.7505	0.7527	0.7598
S4	0.7439	0.7461	0.7580

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8074	0.7775
R3	0.7987	0.7917	0.7732
R2	0.7830	0.7830	0.7718
R1	0.7760	0.7760	0.7703	0.7795
PP	0.7673	0.7673	0.7673	0.7691
S1	0.7603	0.7603	0.7675	0.7638
S2	0.7516	0.7516	0.7660
S3	0.7359	0.7446	0.7646
S4	0.7202	0.7289	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7744	0.7587	0.0157	2.1%	0.0063	0.8%	18%	False	False	1,920
10	0.7782	0.7587	0.0195	2.6%	0.0062	0.8%	15%	False	False	1,257
20	0.8018	0.7587	0.0431	5.7%	0.0068	0.9%	7%	False	False	803
40	0.8018	0.7570	0.0448	5.9%	0.0067	0.9%	10%	False	False	509
60	0.8018	0.7450	0.0568	7.5%	0.0068	0.9%	29%	False	False	378
80	0.8018	0.7150	0.0868	11.4%	0.0066	0.9%	54%	False	False	291
100	0.8018	0.6842	0.1176	15.4%	0.0064	0.8%	66%	False	False	247
120	0.8018	0.6842	0.1176	15.4%	0.0055	0.7%	66%	False	False	212

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7961
2.618	0.7853
1.618	0.7787
1.000	0.7746
0.618	0.7721
HIGH	0.7680
0.618	0.7655
0.500	0.7647
0.382	0.7639
LOW	0.7614
0.618	0.7573
1.000	0.7548
1.618	0.7507
2.618	0.7441
4.250	0.7334

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	0.7647	0.7679
PP	0.7637	0.7658
S1	0.7626	0.7637

Download as Excel Spreadsheet

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

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