CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	0.7664	0.7645	-0.0019	-0.2%	0.7782
High	0.7697	0.7713	0.0016	0.2%	0.7889
Low	0.7621	0.7630	0.0009	0.1%	0.7635
Close	0.7636	0.7663	0.0027	0.4%	0.7711
Range	0.0076	0.0083	0.0007	9.2%	0.0254
ATR	0.0081	0.0081	0.0000	0.2%	0.0000
Volume	61,991	54,188	-7,803	-12.6%	308,295

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7918	0.7873	0.7709
R3	0.7835	0.7790	0.7686
R2	0.7752	0.7752	0.7678
R1	0.7707	0.7707	0.7671	0.7730
PP	0.7669	0.7669	0.7669	0.7680
S1	0.7624	0.7624	0.7655	0.7647
S2	0.7586	0.7586	0.7648
S3	0.7503	0.7541	0.7640
S4	0.7420	0.7458	0.7617

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8507	0.8363	0.7851
R3	0.8253	0.8109	0.7781
R2	0.7999	0.7999	0.7758
R1	0.7855	0.7855	0.7734	0.7800
PP	0.7745	0.7745	0.7745	0.7718
S1	0.7601	0.7601	0.7688	0.7546
S2	0.7491	0.7491	0.7664
S3	0.7237	0.7347	0.7641
S4	0.6983	0.7093	0.7571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7889	0.7621	0.0268	3.5%	0.0106	1.4%	16%	False	False	66,046
10	0.7889	0.7621	0.0268	3.5%	0.0089	1.2%	16%	False	False	62,712
20	0.7902	0.7609	0.0293	3.8%	0.0078	1.0%	18%	False	False	48,634
40	0.8018	0.7587	0.0431	5.6%	0.0073	0.9%	18%	False	False	24,719
60	0.8018	0.7570	0.0448	5.8%	0.0070	0.9%	21%	False	False	16,551
80	0.8018	0.7450	0.0568	7.4%	0.0070	0.9%	37%	False	False	12,442
100	0.8018	0.7150	0.0868	11.3%	0.0068	0.9%	59%	False	False	9,959
120	0.8018	0.6842	0.1176	15.3%	0.0066	0.9%	70%	False	False	8,311

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7930
1.618	0.7847
1.000	0.7796
0.618	0.7764
HIGH	0.7713
0.618	0.7681
0.500	0.7672
0.382	0.7662
LOW	0.7630
0.618	0.7579
1.000	0.7547
1.618	0.7496
2.618	0.7413
4.250	0.7277

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	0.7672	0.7735
PP	0.7669	0.7711
S1	0.7666	0.7687

Download as Excel Spreadsheet

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

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