CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	0.7035	0.7007	-0.0028	-0.4%	0.7216
High	0.7054	0.7049	-0.0005	-0.1%	0.7225
Low	0.6986	0.6954	-0.0032	-0.5%	0.7052
Close	0.7009	0.6964	-0.0045	-0.6%	0.7074
Range	0.0068	0.0095	0.0027	39.7%	0.0173
ATR	0.0061	0.0064	0.0002	3.9%	0.0000
Volume	77,693	96,419	18,726	24.1%	361,445

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7274	0.7214	0.7016
R3	0.7179	0.7119	0.6990
R2	0.7084	0.7084	0.6981
R1	0.7024	0.7024	0.6973	0.7007
PP	0.6989	0.6989	0.6989	0.6980
S1	0.6929	0.6929	0.6955	0.6912
S2	0.6894	0.6894	0.6947
S3	0.6799	0.6834	0.6938
S4	0.6704	0.6739	0.6912

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	0.7118	0.6954	0.0164	2.4%	0.0075	1.1%	6%	False	True	80,443
10	0.7236	0.6954	0.0282	4.0%	0.0068	1.0%	4%	False	True	68,122
20	0.7314	0.6954	0.0360	5.2%	0.0062	0.9%	3%	False	True	56,750
40	0.7546	0.6954	0.0592	8.5%	0.0056	0.8%	2%	False	True	37,803
60	0.7743	0.6954	0.0789	11.3%	0.0057	0.8%	1%	False	True	25,271
80	0.7786	0.6954	0.0832	11.9%	0.0057	0.8%	1%	False	True	18,991
100	0.7786	0.6954	0.0832	11.9%	0.0059	0.8%	1%	False	True	15,222
120	0.7786	0.6954	0.0832	11.9%	0.0057	0.8%	1%	False	True	12,690

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	0.0018
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7453
2.618	0.7298
1.618	0.7203
1.000	0.7144
0.618	0.7108
HIGH	0.7049
0.618	0.7013
0.500	0.7002
0.382	0.6990
LOW	0.6954
0.618	0.6895
1.000	0.6859
1.618	0.6800
2.618	0.6705
4.250	0.6550

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	0.7002	0.7032
PP	0.6989	0.7009
S1	0.6977	0.6987

Download as Excel Spreadsheet

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

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