CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	0.6894	0.7009	0.0115	1.7%	0.6869
High	0.7028	0.7085	0.0057	0.8%	0.7085
Low	0.6877	0.6992	0.0115	1.7%	0.6809
Close	0.7003	0.7066	0.0063	0.9%	0.7066
Range	0.0151	0.0093	-0.0058	-38.4%	0.0276
ATR	0.0073	0.0075	0.0001	1.9%	0.0000
Volume	123,481	99,955	-23,526	-19.1%	487,328

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7327	0.7289	0.7117
R3	0.7234	0.7196	0.7092
R2	0.7141	0.7141	0.7083
R1	0.7103	0.7103	0.7075	0.7122
PP	0.7048	0.7048	0.7048	0.7057
S1	0.7010	0.7010	0.7057	0.7029
S2	0.6955	0.6955	0.7049
S3	0.6862	0.6917	0.7040
S4	0.6769	0.6824	0.7015

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7716	0.7218
R3	0.7539	0.7440	0.7142
R2	0.7263	0.7263	0.7117
R1	0.7164	0.7164	0.7091	0.7214
PP	0.6987	0.6987	0.6987	0.7011
S1	0.6888	0.6888	0.7041	0.6938
S2	0.6711	0.6711	0.7015
S3	0.6435	0.6612	0.6990
S4	0.6159	0.6336	0.6914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7085	0.6809	0.0276	3.9%	0.0104	1.5%	93%	True	False	120,561
10	0.7113	0.6809	0.0304	4.3%	0.0086	1.2%	85%	False	False	101,194
20	0.7240	0.6809	0.0431	6.1%	0.0071	1.0%	60%	False	False	75,152
40	0.7528	0.6809	0.0719	10.2%	0.0064	0.9%	36%	False	False	55,084
60	0.7665	0.6809	0.0856	12.1%	0.0060	0.8%	30%	False	False	36,871
80	0.7786	0.6809	0.0977	13.8%	0.0060	0.9%	26%	False	False	27,694
100	0.7786	0.6809	0.0977	13.8%	0.0060	0.9%	26%	False	False	22,189
120	0.7786	0.6809	0.0977	13.8%	0.0060	0.9%	26%	False	False	18,499

Crabel Price Patterns
NR	True
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7480
2.618	0.7328
1.618	0.7235
1.000	0.7178
0.618	0.7142
HIGH	0.7085
0.618	0.7049
0.500	0.7039
0.382	0.7028
LOW	0.6992
0.618	0.6935
1.000	0.6899
1.618	0.6842
2.618	0.6749
4.250	0.6597

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	0.7057	0.7026
PP	0.7048	0.6987
S1	0.7039	0.6947

Download as Excel Spreadsheet

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

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