CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	0.7177	0.7209	0.0032	0.4%	0.7149
High	0.7253	0.7235	-0.0018	-0.2%	0.7331
Low	0.7163	0.7143	-0.0020	-0.3%	0.7090
Close	0.7198	0.7188	-0.0010	-0.1%	0.7199
Range	0.0090	0.0092	0.0002	2.2%	0.0241
ATR	0.0087	0.0087	0.0000	0.5%	0.0000
Volume	70,180	89,398	19,218	27.4%	460,007

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7418	0.7239
R3	0.7373	0.7326	0.7213
R2	0.7281	0.7281	0.7205
R1	0.7234	0.7234	0.7196	0.7212
PP	0.7189	0.7189	0.7189	0.7177
S1	0.7142	0.7142	0.7180	0.7120
S2	0.7097	0.7097	0.7171
S3	0.7005	0.7050	0.7163
S4	0.6913	0.6958	0.7137

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	0.7143	0.0188	2.6%	0.0089	1.2%	24%	False	True	79,449
10	0.7331	0.7081	0.0250	3.5%	0.0094	1.3%	43%	False	False	88,681
20	0.7331	0.6809	0.0522	7.3%	0.0093	1.3%	73%	False	False	97,560
40	0.7331	0.6809	0.0522	7.3%	0.0077	1.1%	73%	False	False	76,665
60	0.7546	0.6809	0.0737	10.3%	0.0068	0.9%	51%	False	False	56,122
80	0.7771	0.6809	0.0962	13.4%	0.0066	0.9%	39%	False	False	42,140
100	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	39%	False	False	33,741
120	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	39%	False	False	28,142

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7626
2.618	0.7476
1.618	0.7384
1.000	0.7327
0.618	0.7292
HIGH	0.7235
0.618	0.7200
0.500	0.7189
0.382	0.7178
LOW	0.7143
0.618	0.7086
1.000	0.7051
1.618	0.6994
2.618	0.6902
4.250	0.6752

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	0.7189	0.7198
PP	0.7189	0.7195
S1	0.7188	0.7191

Download as Excel Spreadsheet

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

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