CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	0.7525	0.7454	-0.0071	-0.9%	0.7393
High	0.7526	0.7560	0.0034	0.5%	0.7512
Low	0.7449	0.7437	-0.0012	-0.2%	0.7360
Close	0.7464	0.7548	0.0084	1.1%	0.7504
Range	0.0077	0.0123	0.0046	59.7%	0.0152
ATR	0.0077	0.0080	0.0003	4.3%	0.0000
Volume	96,093	118,589	22,496	23.4%	325,302

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7839	0.7616
R3	0.7761	0.7716	0.7582
R2	0.7638	0.7638	0.7571
R1	0.7593	0.7593	0.7559	0.7616
PP	0.7515	0.7515	0.7515	0.7526
S1	0.7470	0.7470	0.7537	0.7493
S2	0.7392	0.7392	0.7525
S3	0.7269	0.7347	0.7514
S4	0.7146	0.7224	0.7480

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7861	0.7588
R3	0.7763	0.7709	0.7546
R2	0.7611	0.7611	0.7532
R1	0.7557	0.7557	0.7518	0.7584
PP	0.7459	0.7459	0.7459	0.7472
S1	0.7405	0.7405	0.7490	0.7432
S2	0.7307	0.7307	0.7476
S3	0.7155	0.7253	0.7462
S4	0.7003	0.7101	0.7420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7560	0.7422	0.0138	1.8%	0.0082	1.1%	91%	True	False	79,902
10	0.7560	0.7281	0.0279	3.7%	0.0073	1.0%	96%	True	False	74,135
20	0.7560	0.7134	0.0426	5.6%	0.0077	1.0%	97%	True	False	71,148
40	0.7560	0.6809	0.0751	9.9%	0.0085	1.1%	98%	True	False	84,061
60	0.7560	0.6809	0.0751	9.9%	0.0076	1.0%	98%	True	False	74,754
80	0.7560	0.6809	0.0751	9.9%	0.0070	0.9%	98%	True	False	58,764
100	0.7786	0.6809	0.0977	12.9%	0.0068	0.9%	76%	False	False	47,052
120	0.7786	0.6809	0.0977	12.9%	0.0067	0.9%	76%	False	False	39,232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8083
2.618	0.7882
1.618	0.7759
1.000	0.7683
0.618	0.7636
HIGH	0.7560
0.618	0.7513
0.500	0.7499
0.382	0.7484
LOW	0.7437
0.618	0.7361
1.000	0.7314
1.618	0.7238
2.618	0.7115
4.250	0.6914

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	0.7532	0.7532
PP	0.7515	0.7515
S1	0.7499	0.7499

Download as Excel Spreadsheet

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

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