CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	0.7072	0.6999	-0.0073	-1.0%	0.6869
High	0.7079	0.7120	0.0041	0.6%	0.7085
Low	0.6996	0.6981	-0.0015	-0.2%	0.6809
Close	0.7027	0.7101	0.0074	1.1%	0.7066
Range	0.0083	0.0139	0.0056	67.5%	0.0276
ATR	0.0075	0.0080	0.0005	6.0%	0.0000
Volume	73,736	99,162	25,426	34.5%	487,328

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7484	0.7432	0.7177
R3	0.7345	0.7293	0.7139
R2	0.7206	0.7206	0.7126
R1	0.7154	0.7154	0.7114	0.7180
PP	0.7067	0.7067	0.7067	0.7081
S1	0.7015	0.7015	0.7088	0.7041
S2	0.6928	0.6928	0.7076
S3	0.6789	0.6876	0.7063
S4	0.6650	0.6737	0.7025

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	0.7120	0.6809	0.0311	4.4%	0.0113	1.6%	94%	True	False	107,938
10	0.7120	0.6809	0.0311	4.4%	0.0094	1.3%	94%	True	False	104,411
20	0.7240	0.6809	0.0431	6.1%	0.0078	1.1%	68%	False	False	80,559
40	0.7525	0.6809	0.0716	10.1%	0.0068	1.0%	41%	False	False	59,326
60	0.7665	0.6809	0.0856	12.1%	0.0061	0.9%	34%	False	False	39,741
80	0.7786	0.6809	0.0977	13.8%	0.0062	0.9%	30%	False	False	29,853
100	0.7786	0.6809	0.0977	13.8%	0.0061	0.9%	30%	False	False	23,915
120	0.7786	0.6809	0.0977	13.8%	0.0062	0.9%	30%	False	False	19,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7711
2.618	0.7484
1.618	0.7345
1.000	0.7259
0.618	0.7206
HIGH	0.7120
0.618	0.7067
0.500	0.7051
0.382	0.7034
LOW	0.6981
0.618	0.6895
1.000	0.6842
1.618	0.6756
2.618	0.6617
4.250	0.6390

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	0.7084	0.7084
PP	0.7067	0.7067
S1	0.7051	0.7051

Download as Excel Spreadsheet

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

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