CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	0.7083	0.7054	-0.0029	-0.4%	0.7216
High	0.7113	0.7109	-0.0004	-0.1%	0.7225
Low	0.7052	0.7020	-0.0032	-0.5%	0.7052
Close	0.7074	0.7031	-0.0043	-0.6%	0.7074
Range	0.0061	0.0089	0.0028	45.9%	0.0173
ATR	0.0059	0.0061	0.0002	3.7%	0.0000
Volume	67,043	73,683	6,640	9.9%	361,445

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7320	0.7265	0.7080
R3	0.7231	0.7176	0.7055
R2	0.7142	0.7142	0.7047
R1	0.7087	0.7087	0.7039	0.7070
PP	0.7053	0.7053	0.7053	0.7045
S1	0.6998	0.6998	0.7023	0.6981
S2	0.6964	0.6964	0.7015
S3	0.6875	0.6909	0.7007
S4	0.6786	0.6820	0.6982

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7528	0.7169
R3	0.7463	0.7355	0.7122
R2	0.7290	0.7290	0.7106
R1	0.7182	0.7182	0.7090	0.7150
PP	0.7117	0.7117	0.7117	0.7101
S1	0.7009	0.7009	0.7058	0.6977
S2	0.6944	0.6944	0.7042
S3	0.6771	0.6836	0.7026
S4	0.6598	0.6663	0.6979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7195	0.7020	0.0175	2.5%	0.0069	1.0%	6%	False	True	72,408
10	0.7240	0.7020	0.0220	3.1%	0.0063	0.9%	5%	False	True	56,706
20	0.7336	0.7020	0.0316	4.5%	0.0060	0.9%	3%	False	True	56,139
40	0.7558	0.7020	0.0538	7.7%	0.0055	0.8%	2%	False	True	33,466
60	0.7786	0.7020	0.0766	10.9%	0.0057	0.8%	1%	False	True	22,378
80	0.7786	0.7020	0.0766	10.9%	0.0058	0.8%	1%	False	True	16,817
100	0.7786	0.7020	0.0766	10.9%	0.0059	0.8%	1%	False	True	13,484
120	0.7786	0.7020	0.0766	10.9%	0.0057	0.8%	1%	False	True	11,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7487
2.618	0.7342
1.618	0.7253
1.000	0.7198
0.618	0.7164
HIGH	0.7109
0.618	0.7075
0.500	0.7065
0.382	0.7054
LOW	0.7020
0.618	0.6965
1.000	0.6931
1.618	0.6876
2.618	0.6787
4.250	0.6642

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	0.7065	0.7069
PP	0.7053	0.7056
S1	0.7042	0.7044

Download as Excel Spreadsheet

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

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