CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	0.7294	0.7251	-0.0043	-0.6%	0.7215
High	0.7302	0.7311	0.0009	0.1%	0.7324
Low	0.7235	0.7215	-0.0020	-0.3%	0.7188
Close	0.7269	0.7293	0.0024	0.3%	0.7262
Range	0.0067	0.0096	0.0029	43.3%	0.0136
ATR	0.0083	0.0084	0.0001	1.2%	0.0000
Volume	51,532	67,734	16,202	31.4%	261,488

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7523	0.7346
R3	0.7465	0.7427	0.7319
R2	0.7369	0.7369	0.7311
R1	0.7331	0.7331	0.7302	0.7350
PP	0.7273	0.7273	0.7273	0.7283
S1	0.7235	0.7235	0.7284	0.7254
S2	0.7177	0.7177	0.7275
S3	0.7081	0.7139	0.7267
S4	0.6985	0.7043	0.7240

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	0.7215	0.0109	1.5%	0.0070	1.0%	72%	False	True	52,899
10	0.7324	0.7134	0.0190	2.6%	0.0082	1.1%	84%	False	False	68,161
20	0.7331	0.7064	0.0267	3.7%	0.0086	1.2%	86%	False	False	78,850
40	0.7331	0.6809	0.0522	7.2%	0.0082	1.1%	93%	False	False	79,704
60	0.7525	0.6809	0.0716	9.8%	0.0074	1.0%	68%	False	False	65,834
80	0.7665	0.6809	0.0856	11.7%	0.0067	0.9%	57%	False	False	49,519
100	0.7786	0.6809	0.0977	13.4%	0.0067	0.9%	50%	False	False	39,652
120	0.7786	0.6809	0.0977	13.4%	0.0065	0.9%	50%	False	False	33,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7719
2.618	0.7562
1.618	0.7466
1.000	0.7407
0.618	0.7370
HIGH	0.7311
0.618	0.7274
0.500	0.7263
0.382	0.7252
LOW	0.7215
0.618	0.7156
1.000	0.7119
1.618	0.7060
2.618	0.6964
4.250	0.6807

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	0.7283	0.7285
PP	0.7273	0.7276
S1	0.7263	0.7268

Download as Excel Spreadsheet

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

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