CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	0.7254	0.7271	0.0017	0.2%	0.7149
High	0.7331	0.7294	-0.0037	-0.5%	0.7331
Low	0.7247	0.7184	-0.0063	-0.9%	0.7090
Close	0.7285	0.7199	-0.0086	-1.2%	0.7199
Range	0.0084	0.0110	0.0026	31.0%	0.0241
ATR	0.0086	0.0087	0.0002	2.0%	0.0000
Volume	92,251	86,143	-6,108	-6.6%	460,007

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7487	0.7260
R3	0.7446	0.7377	0.7229
R2	0.7336	0.7336	0.7219
R1	0.7267	0.7267	0.7209	0.7247
PP	0.7226	0.7226	0.7226	0.7215
S1	0.7157	0.7157	0.7189	0.7137
S2	0.7116	0.7116	0.7179
S3	0.7006	0.7047	0.7169
S4	0.6896	0.6937	0.7139

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7805	0.7332
R3	0.7689	0.7564	0.7265
R2	0.7448	0.7448	0.7243
R1	0.7323	0.7323	0.7221	0.7386
PP	0.7207	0.7207	0.7207	0.7238
S1	0.7082	0.7082	0.7177	0.7145
S2	0.6966	0.6966	0.7155
S3	0.6725	0.6841	0.7133
S4	0.6484	0.6600	0.7066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7331	0.7090	0.0241	3.3%	0.0105	1.5%	45%	False	False	92,001
10	0.7331	0.6981	0.0350	4.9%	0.0097	1.3%	62%	False	False	93,883
20	0.7331	0.6809	0.0522	7.3%	0.0092	1.3%	75%	False	False	97,538
40	0.7398	0.6809	0.0589	8.2%	0.0075	1.0%	66%	False	False	76,307
60	0.7558	0.6809	0.0749	10.4%	0.0065	0.9%	52%	False	False	52,484
80	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	40%	False	False	39,413
100	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	40%	False	False	31,555
120	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	40%	False	False	26,321

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7582
1.618	0.7472
1.000	0.7404
0.618	0.7362
HIGH	0.7294
0.618	0.7252
0.500	0.7239
0.382	0.7226
LOW	0.7184
0.618	0.7116
1.000	0.7074
1.618	0.7006
2.618	0.6896
4.250	0.6717

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	0.7239	0.7211
PP	0.7226	0.7207
S1	0.7212	0.7203

Download as Excel Spreadsheet

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

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