CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	0.7880	0.7861	-0.0019	-0.2%	0.7733
High	0.7893	0.7899	0.0006	0.1%	0.7902
Low	0.7834	0.7825	-0.0009	-0.1%	0.7703
Close	0.7869	0.7836	-0.0033	-0.4%	0.7836
Range	0.0059	0.0074	0.0015	25.4%	0.0199
ATR	0.0069	0.0070	0.0000	0.5%	0.0000
Volume	58,586	87,659	29,073	49.6%	220,900

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8030	0.7877
R3	0.8001	0.7956	0.7856
R2	0.7927	0.7927	0.7850
R1	0.7882	0.7882	0.7843	0.7868
PP	0.7853	0.7853	0.7853	0.7846
S1	0.7808	0.7808	0.7829	0.7794
S2	0.7779	0.7779	0.7822
S3	0.7705	0.7734	0.7816
S4	0.7631	0.7660	0.7795

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8322	0.7945
R3	0.8212	0.8123	0.7891
R2	0.8013	0.8013	0.7872
R1	0.7924	0.7924	0.7854	0.7969
PP	0.7814	0.7814	0.7814	0.7836
S1	0.7725	0.7725	0.7818	0.7770
S2	0.7615	0.7615	0.7800
S3	0.7416	0.7526	0.7781
S4	0.7217	0.7327	0.7727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7902	0.7703	0.0199	2.5%	0.0074	0.9%	67%	False	False	44,180
10	0.7902	0.7609	0.0293	3.7%	0.0070	0.9%	77%	False	False	23,459
20	0.7902	0.7587	0.0315	4.0%	0.0066	0.8%	79%	False	False	12,185
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	58%	False	False	6,246
60	0.8018	0.7529	0.0489	6.2%	0.0067	0.9%	63%	False	False	4,201
80	0.8018	0.7222	0.0796	10.2%	0.0065	0.8%	77%	False	False	3,166
100	0.8018	0.6842	0.1176	15.0%	0.0066	0.8%	85%	False	False	2,541
120	0.8018	0.6842	0.1176	15.0%	0.0059	0.8%	85%	False	False	2,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8093
1.618	0.8019
1.000	0.7973
0.618	0.7945
HIGH	0.7899
0.618	0.7871
0.500	0.7862
0.382	0.7853
LOW	0.7825
0.618	0.7779
1.000	0.7751
1.618	0.7705
2.618	0.7631
4.250	0.7511

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	0.7862	0.7864
PP	0.7853	0.7854
S1	0.7845	0.7845

Download as Excel Spreadsheet

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

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