CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	0.7196	0.7177	-0.0019	-0.3%	0.7149
High	0.7225	0.7253	0.0028	0.4%	0.7331
Low	0.7154	0.7163	0.0009	0.1%	0.7090
Close	0.7176	0.7198	0.0022	0.3%	0.7199
Range	0.0071	0.0090	0.0019	26.8%	0.0241
ATR	0.0086	0.0087	0.0000	0.3%	0.0000
Volume	59,277	70,180	10,903	18.4%	460,007

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7426	0.7248
R3	0.7385	0.7336	0.7223
R2	0.7295	0.7295	0.7215
R1	0.7246	0.7246	0.7206	0.7271
PP	0.7205	0.7205	0.7205	0.7217
S1	0.7156	0.7156	0.7190	0.7181
S2	0.7115	0.7115	0.7182
S3	0.7025	0.7066	0.7173
S4	0.6935	0.6976	0.7149

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%	0.0107	1.5%	45%	False	False	86,326
10	0.7331	0.7064	0.0267	3.7%	0.0091	1.3%	50%	False	False	89,538
20	0.7331	0.6809	0.0522	7.3%	0.0092	1.3%	75%	False	False	96,975
40	0.7336	0.6809	0.0527	7.3%	0.0076	1.1%	74%	False	False	76,557
60	0.7558	0.6809	0.0749	10.4%	0.0067	0.9%	52%	False	False	54,636
80	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	40%	False	False	41,027
100	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	40%	False	False	32,849
120	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	40%	False	False	27,399

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7489
1.618	0.7399
1.000	0.7343
0.618	0.7309
HIGH	0.7253
0.618	0.7219
0.500	0.7208
0.382	0.7197
LOW	0.7163
0.618	0.7107
1.000	0.7073
1.618	0.7017
2.618	0.6927
4.250	0.6781

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	0.7208	0.7224
PP	0.7205	0.7215
S1	0.7201	0.7207

Download as Excel Spreadsheet

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

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