CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	0.7308	0.7285	-0.0023	-0.3%	0.7215
High	0.7324	0.7286	-0.0038	-0.5%	0.7324
Low	0.7272	0.7222	-0.0050	-0.7%	0.7188
Close	0.7278	0.7262	-0.0016	-0.2%	0.7262
Range	0.0052	0.0064	0.0012	23.1%	0.0136
ATR	0.0087	0.0085	-0.0002	-1.9%	0.0000
Volume	57,146	45,837	-11,309	-19.8%	261,488

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7419	0.7297
R3	0.7385	0.7355	0.7280
R2	0.7321	0.7321	0.7274
R1	0.7291	0.7291	0.7268	0.7274
PP	0.7257	0.7257	0.7257	0.7248
S1	0.7227	0.7227	0.7256	0.7210
S2	0.7193	0.7193	0.7250
S3	0.7129	0.7163	0.7244
S4	0.7065	0.7099	0.7227

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7600	0.7337
R3	0.7530	0.7464	0.7299
R2	0.7394	0.7394	0.7287
R1	0.7328	0.7328	0.7274	0.7361
PP	0.7258	0.7258	0.7258	0.7275
S1	0.7192	0.7192	0.7250	0.7225
S2	0.7122	0.7122	0.7237
S3	0.6986	0.7056	0.7225
S4	0.6850	0.6920	0.7187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7324	0.7161	0.0163	2.2%	0.0085	1.2%	62%	False	False	66,890
10	0.7324	0.7134	0.0190	2.6%	0.0086	1.2%	67%	False	False	73,570
20	0.7331	0.6981	0.0350	4.8%	0.0091	1.2%	80%	False	False	84,417
40	0.7331	0.6809	0.0522	7.2%	0.0079	1.1%	87%	False	False	78,084
60	0.7528	0.6809	0.0719	9.9%	0.0072	1.0%	63%	False	False	63,239
80	0.7665	0.6809	0.0856	11.8%	0.0067	0.9%	53%	False	False	47,509
100	0.7786	0.6809	0.0977	13.5%	0.0066	0.9%	46%	False	False	38,040
120	0.7786	0.6809	0.0977	13.5%	0.0065	0.9%	46%	False	False	31,728

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7558
2.618	0.7454
1.618	0.7390
1.000	0.7350
0.618	0.7326
HIGH	0.7286
0.618	0.7262
0.500	0.7254
0.382	0.7246
LOW	0.7222
0.618	0.7182
1.000	0.7158
1.618	0.7118
2.618	0.7054
4.250	0.6950

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	0.7259	0.7261
PP	0.7257	0.7260
S1	0.7254	0.7260

Download as Excel Spreadsheet

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

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