CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	0.7178	0.7196	0.0018	0.3%	0.7142
High	0.7255	0.7235	-0.0020	-0.3%	0.7327
Low	0.7168	0.7147	-0.0021	-0.3%	0.7096
Close	0.7200	0.7190	-0.0010	-0.1%	0.7201
Range	0.0087	0.0088	0.0001	1.1%	0.0231
ATR	0.0079	0.0080	0.0001	0.8%	0.0000
Volume	228	308	80	35.1%	1,653

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7455	0.7410	0.7238
R3	0.7367	0.7322	0.7214
R2	0.7279	0.7279	0.7206
R1	0.7234	0.7234	0.7198	0.7213
PP	0.7191	0.7191	0.7191	0.7180
S1	0.7146	0.7146	0.7182	0.7125
S2	0.7103	0.7103	0.7174
S3	0.7015	0.7058	0.7166
S4	0.6927	0.6970	0.7142

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7782	0.7328
R3	0.7670	0.7551	0.7265
R2	0.7439	0.7439	0.7243
R1	0.7320	0.7320	0.7222	0.7380
PP	0.7208	0.7208	0.7208	0.7238
S1	0.7089	0.7089	0.7180	0.7149
S2	0.6977	0.6977	0.7159
S3	0.6746	0.6858	0.7137
S4	0.6515	0.6627	0.7074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7327	0.7147	0.0180	2.5%	0.0084	1.2%	24%	False	True	326
10	0.7327	0.7085	0.0242	3.4%	0.0088	1.2%	43%	False	False	306
20	0.7327	0.6819	0.0508	7.1%	0.0087	1.2%	73%	False	False	329
40	0.7327	0.6819	0.0508	7.1%	0.0065	0.9%	73%	False	False	254
60	0.7548	0.6819	0.0729	10.1%	0.0052	0.7%	51%	False	False	190
80	0.7750	0.6819	0.0931	12.9%	0.0051	0.7%	40%	False	False	153
100	0.7783	0.6819	0.0964	13.4%	0.0050	0.7%	38%	False	False	125

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7465
1.618	0.7377
1.000	0.7323
0.618	0.7289
HIGH	0.7235
0.618	0.7201
0.500	0.7191
0.382	0.7181
LOW	0.7147
0.618	0.7093
1.000	0.7059
1.618	0.7005
2.618	0.6917
4.250	0.6773

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	0.7191	0.7201
PP	0.7191	0.7197
S1	0.7190	0.7194

Download as Excel Spreadsheet

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

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