CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	0.7393	0.7388	-0.0005	-0.1%	0.7257
High	0.7418	0.7471	0.0053	0.7%	0.7399
Low	0.7360	0.7379	0.0019	0.3%	0.7215
Close	0.7402	0.7467	0.0065	0.9%	0.7393
Range	0.0058	0.0092	0.0034	58.6%	0.0184
ATR	0.0079	0.0080	0.0001	1.2%	0.0000
Volume	62,072	82,555	20,483	33.0%	300,761

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7683	0.7518
R3	0.7623	0.7591	0.7492
R2	0.7531	0.7531	0.7484
R1	0.7499	0.7499	0.7475	0.7515
PP	0.7439	0.7439	0.7439	0.7447
S1	0.7407	0.7407	0.7459	0.7423
S2	0.7347	0.7347	0.7450
S3	0.7255	0.7315	0.7442
S4	0.7163	0.7223	0.7416

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7824	0.7494
R3	0.7704	0.7640	0.7444
R2	0.7520	0.7520	0.7427
R1	0.7456	0.7456	0.7410	0.7488
PP	0.7336	0.7336	0.7336	0.7352
S1	0.7272	0.7272	0.7376	0.7304
S2	0.7152	0.7152	0.7359
S3	0.6968	0.7088	0.7342
S4	0.6784	0.6904	0.7292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7471	0.7215	0.0256	3.4%	0.0073	1.0%	98%	True	False	70,321
10	0.7471	0.7195	0.0276	3.7%	0.0074	1.0%	99%	True	False	62,238
20	0.7471	0.7090	0.0381	5.1%	0.0085	1.1%	99%	True	False	73,460
40	0.7471	0.6809	0.0662	8.9%	0.0084	1.1%	99%	True	False	83,503
60	0.7522	0.6809	0.0713	9.5%	0.0075	1.0%	92%	False	False	70,459
80	0.7658	0.6809	0.0849	11.4%	0.0067	0.9%	78%	False	False	53,062
100	0.7786	0.6809	0.0977	13.1%	0.0067	0.9%	67%	False	False	42,485
120	0.7786	0.6809	0.0977	13.1%	0.0065	0.9%	67%	False	False	35,426

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7862
2.618	0.7712
1.618	0.7620
1.000	0.7563
0.618	0.7528
HIGH	0.7471
0.618	0.7436
0.500	0.7425
0.382	0.7414
LOW	0.7379
0.618	0.7322
1.000	0.7287
1.618	0.7230
2.618	0.7138
4.250	0.6988

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	0.7453	0.7450
PP	0.7439	0.7433
S1	0.7425	0.7416

Download as Excel Spreadsheet

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

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