CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	0.8093	0.8080	-0.0013	-0.2%	0.8090
High	0.8093	0.8080	-0.0013	-0.2%	0.8153
Low	0.8093	0.8080	-0.0013	-0.2%	0.8090
Close	0.8093	0.8080	-0.0013	-0.2%	0.8130
Range
ATR
Volume

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8080	0.8080
R3	0.8080	0.8080	0.8080
R2	0.8080	0.8080	0.8080
R1	0.8080	0.8080	0.8080	0.8080
PP	0.8080	0.8080	0.8080	0.8080
S1	0.8080	0.8080	0.8080	0.8080
S2	0.8080	0.8080	0.8080
S3	0.8080	0.8080	0.8080
S4	0.8080	0.8080	0.8080

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8313	0.8285	0.8165
R3	0.8250	0.8222	0.8147
R2	0.8187	0.8187	0.8142
R1	0.8159	0.8159	0.8136	0.8173
PP	0.8124	0.8124	0.8124	0.8132
S1	0.8096	0.8096	0.8124	0.8110
S2	0.8061	0.8061	0.8118
S3	0.7998	0.8033	0.8113
S4	0.7935	0.7970	0.8095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8153	0.8080	0.0073	0.9%	0.0000	0.0%	0%	False	True
10	0.8153	0.8080	0.0073	0.9%	0.0002	0.0%	0%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8080
2.618	0.8080
1.618	0.8080
1.000	0.8080
0.618	0.8080
HIGH	0.8080
0.618	0.8080
0.500	0.8080
0.382	0.8080
LOW	0.8080
0.618	0.8080
1.000	0.8080
1.618	0.8080
2.618	0.8080
4.250	0.8080

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	0.8080	0.8105
PP	0.8080	0.8097
S1	0.8080	0.8088

Download as Excel Spreadsheet

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

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