CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	0.7084	0.7095	0.0011	0.2%	0.6869
High	0.7129	0.7170	0.0041	0.6%	0.7085
Low	0.7064	0.7081	0.0017	0.2%	0.6809
Close	0.7082	0.7118	0.0036	0.5%	0.7066
Range	0.0065	0.0089	0.0024	36.9%	0.0276
ATR	0.0079	0.0080	0.0001	0.9%	0.0000
Volume	97,973	112,720	14,747	15.1%	487,328

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7390	0.7343	0.7167
R3	0.7301	0.7254	0.7142
R2	0.7212	0.7212	0.7134
R1	0.7165	0.7165	0.7126	0.7189
PP	0.7123	0.7123	0.7123	0.7135
S1	0.7076	0.7076	0.7110	0.7100
S2	0.7034	0.7034	0.7102
S3	0.6945	0.6987	0.7094
S4	0.6856	0.6898	0.7069

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	0.7170	0.6981	0.0189	2.7%	0.0094	1.3%	72%	True	False	96,709
10	0.7170	0.6809	0.0361	5.1%	0.0093	1.3%	86%	True	False	108,069
20	0.7236	0.6809	0.0427	6.0%	0.0080	1.1%	72%	False	False	88,096
40	0.7522	0.6809	0.0713	10.0%	0.0069	1.0%	43%	False	False	64,552
60	0.7665	0.6809	0.0856	12.0%	0.0061	0.9%	36%	False	False	43,250
80	0.7786	0.6809	0.0977	13.7%	0.0062	0.9%	32%	False	False	32,483
100	0.7786	0.6809	0.0977	13.7%	0.0061	0.9%	32%	False	False	26,020
120	0.7786	0.6809	0.0977	13.7%	0.0062	0.9%	32%	False	False	21,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7403
1.618	0.7314
1.000	0.7259
0.618	0.7225
HIGH	0.7170
0.618	0.7136
0.500	0.7126
0.382	0.7115
LOW	0.7081
0.618	0.7026
1.000	0.6992
1.618	0.6937
2.618	0.6848
4.250	0.6703

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	0.7126	0.7104
PP	0.7123	0.7090
S1	0.7121	0.7076

Download as Excel Spreadsheet

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

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