CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	0.6974	0.6967	-0.0007	-0.1%	0.7054
High	0.6977	0.6972	-0.0005	-0.1%	0.7109
Low	0.6946	0.6871	-0.0075	-1.1%	0.6871
Close	0.6967	0.6878	-0.0089	-1.3%	0.6878
Range	0.0031	0.0101	0.0070	225.8%	0.0238
ATR	0.0061	0.0064	0.0003	4.6%	0.0000
Volume	94,301	115,479	21,178	22.5%	457,575

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7210	0.7145	0.6934
R3	0.7109	0.7044	0.6906
R2	0.7008	0.7008	0.6897
R1	0.6943	0.6943	0.6887	0.6925
PP	0.6907	0.6907	0.6907	0.6898
S1	0.6842	0.6842	0.6869	0.6824
S2	0.6806	0.6806	0.6859
S3	0.6705	0.6741	0.6850
S4	0.6604	0.6640	0.6822

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7510	0.7009
R3	0.7429	0.7272	0.6943
R2	0.7191	0.7191	0.6922
R1	0.7034	0.7034	0.6900	0.6994
PP	0.6953	0.6953	0.6953	0.6932
S1	0.6796	0.6796	0.6856	0.6756
S2	0.6715	0.6715	0.6834
S3	0.6477	0.6558	0.6813
S4	0.6239	0.6320	0.6747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7109	0.6871	0.0238	3.5%	0.0077	1.1%	3%	False	True	91,515
10	0.7225	0.6871	0.0354	5.1%	0.0072	1.0%	2%	False	True	81,902
20	0.7258	0.6871	0.0387	5.6%	0.0063	0.9%	2%	False	True	61,444
40	0.7546	0.6871	0.0675	9.8%	0.0057	0.8%	1%	False	True	42,995
60	0.7703	0.6871	0.0832	12.1%	0.0057	0.8%	1%	False	True	28,760
80	0.7786	0.6871	0.0915	13.3%	0.0058	0.8%	1%	False	True	21,610
100	0.7786	0.6871	0.0915	13.3%	0.0059	0.9%	1%	False	True	17,318
120	0.7786	0.6871	0.0915	13.3%	0.0058	0.8%	1%	False	True	14,438

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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7401
2.618	0.7236
1.618	0.7135
1.000	0.7073
0.618	0.7034
HIGH	0.6972
0.618	0.6933
0.500	0.6922
0.382	0.6910
LOW	0.6871
0.618	0.6809
1.000	0.6770
1.618	0.6708
2.618	0.6607
4.250	0.6442

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	0.6922	0.6960
PP	0.6907	0.6933
S1	0.6893	0.6905

Download as Excel Spreadsheet

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

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