CME Canadian Dollar Future September 2016

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

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	0.7714	0.7782	0.0068	0.9%	0.7826
High	0.7796	0.7830	0.0034	0.4%	0.7844
Low	0.7713	0.7774	0.0061	0.8%	0.7643
Close	0.7769	0.7814	0.0045	0.6%	0.7769
Range	0.0083	0.0056	-0.0027	-32.5%	0.0201
ATR	0.0071	0.0071	-0.0001	-1.0%	0.0000
Volume	56,108	50,484	-5,624	-10.0%	317,918

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7950	0.7845
R3	0.7918	0.7894	0.7829
R2	0.7862	0.7862	0.7824
R1	0.7838	0.7838	0.7819	0.7850
PP	0.7806	0.7806	0.7806	0.7812
S1	0.7782	0.7782	0.7809	0.7794
S2	0.7750	0.7750	0.7804
S3	0.7694	0.7726	0.7799
S4	0.7638	0.7670	0.7783

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8355	0.8263	0.7880
R3	0.8154	0.8062	0.7824
R2	0.7953	0.7953	0.7806
R1	0.7861	0.7861	0.7787	0.7807
PP	0.7752	0.7752	0.7752	0.7725
S1	0.7660	0.7660	0.7751	0.7606
S2	0.7551	0.7551	0.7732
S3	0.7350	0.7459	0.7714
S4	0.7149	0.7258	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7830	0.7643	0.0187	2.4%	0.0072	0.9%	91%	True	False	61,673
10	0.7902	0.7643	0.0259	3.3%	0.0068	0.9%	66%	False	False	57,600
20	0.7902	0.7587	0.0315	4.0%	0.0067	0.9%	72%	False	False	30,424
40	0.8018	0.7587	0.0431	5.5%	0.0065	0.8%	53%	False	False	15,390
60	0.8018	0.7542	0.0476	6.1%	0.0068	0.9%	57%	False	False	10,328
80	0.8018	0.7382	0.0636	8.1%	0.0067	0.9%	68%	False	False	7,770
100	0.8018	0.7100	0.0918	11.7%	0.0066	0.8%	78%	False	False	6,221
120	0.8018	0.6842	0.1176	15.0%	0.0062	0.8%	83%	False	False	5,200

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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8068
2.618	0.7977
1.618	0.7921
1.000	0.7886
0.618	0.7865
HIGH	0.7830
0.618	0.7809
0.500	0.7802
0.382	0.7795
LOW	0.7774
0.618	0.7739
1.000	0.7718
1.618	0.7683
2.618	0.7627
4.250	0.7536

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	0.7810	0.7788
PP	0.7806	0.7762
S1	0.7802	0.7737

Download as Excel Spreadsheet

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

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