CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	0.7180	0.7187	0.0007	0.1%	0.7196
High	0.7203	0.7240	0.0037	0.5%	0.7253
Low	0.7134	0.7161	0.0027	0.4%	0.7134
Close	0.7178	0.7223	0.0045	0.6%	0.7223
Range	0.0069	0.0079	0.0010	14.5%	0.0119
ATR	0.0086	0.0085	0.0000	-0.6%	0.0000
Volume	96,251	72,964	-23,287	-24.2%	388,070

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7445	0.7413	0.7266
R3	0.7366	0.7334	0.7245
R2	0.7287	0.7287	0.7237
R1	0.7255	0.7255	0.7230	0.7271
PP	0.7208	0.7208	0.7208	0.7216
S1	0.7176	0.7176	0.7216	0.7192
S2	0.7129	0.7129	0.7209
S3	0.7050	0.7097	0.7201
S4	0.6971	0.7018	0.7180

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7511	0.7288
R3	0.7441	0.7392	0.7256
R2	0.7322	0.7322	0.7245
R1	0.7273	0.7273	0.7234	0.7298
PP	0.7203	0.7203	0.7203	0.7216
S1	0.7154	0.7154	0.7212	0.7179
S2	0.7084	0.7084	0.7201
S3	0.6965	0.7035	0.7190
S4	0.6846	0.6916	0.7158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7253	0.7134	0.0119	1.6%	0.0080	1.1%	75%	False	False	77,614
10	0.7331	0.7090	0.0241	3.3%	0.0092	1.3%	55%	False	False	84,807
20	0.7331	0.6809	0.0522	7.2%	0.0095	1.3%	79%	False	False	96,485
40	0.7331	0.6809	0.0522	7.2%	0.0078	1.1%	79%	False	False	77,774
60	0.7546	0.6809	0.0737	10.2%	0.0069	0.9%	56%	False	False	58,908
80	0.7723	0.6809	0.0914	12.7%	0.0066	0.9%	45%	False	False	44,251
100	0.7786	0.6809	0.0977	13.5%	0.0064	0.9%	42%	False	False	35,431
120	0.7786	0.6809	0.0977	13.5%	0.0065	0.9%	42%	False	False	29,551

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7576
2.618	0.7447
1.618	0.7368
1.000	0.7319
0.618	0.7289
HIGH	0.7240
0.618	0.7210
0.500	0.7201
0.382	0.7191
LOW	0.7161
0.618	0.7112
1.000	0.7082
1.618	0.7033
2.618	0.6954
4.250	0.6825

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	0.7216	0.7211
PP	0.7208	0.7199
S1	0.7201	0.7187

Download as Excel Spreadsheet

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

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