CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	0.7184	0.7219	0.0035	0.5%	0.7209
High	0.7236	0.7297	0.0061	0.8%	0.7255
Low	0.7162	0.7191	0.0029	0.4%	0.7139
Close	0.7225	0.7208	-0.0017	-0.2%	0.7225
Range	0.0074	0.0106	0.0032	43.2%	0.0116
ATR	0.0079	0.0081	0.0002	2.5%	0.0000
Volume	644	784	140	21.7%	1,855

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7485	0.7266
R3	0.7444	0.7379	0.7237
R2	0.7338	0.7338	0.7227
R1	0.7273	0.7273	0.7218	0.7253
PP	0.7232	0.7232	0.7232	0.7222
S1	0.7167	0.7167	0.7198	0.7147
S2	0.7126	0.7126	0.7189
S3	0.7020	0.7061	0.7179
S4	0.6914	0.6955	0.7150

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7506	0.7289
R3	0.7438	0.7390	0.7257
R2	0.7322	0.7322	0.7246
R1	0.7274	0.7274	0.7236	0.7298
PP	0.7206	0.7206	0.7206	0.7219
S1	0.7158	0.7158	0.7214	0.7182
S2	0.7090	0.7090	0.7204
S3	0.6974	0.7042	0.7193
S4	0.6858	0.6926	0.7161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7297	0.7139	0.0158	2.2%	0.0084	1.2%	44%	True	False	484
10	0.7327	0.7096	0.0231	3.2%	0.0090	1.2%	48%	False	False	400
20	0.7327	0.6819	0.0508	7.0%	0.0089	1.2%	77%	False	False	380
40	0.7327	0.6819	0.0508	7.0%	0.0069	1.0%	77%	False	False	293
60	0.7548	0.6819	0.0729	10.1%	0.0055	0.8%	53%	False	False	219
80	0.7701	0.6819	0.0882	12.2%	0.0053	0.7%	44%	False	False	175
100	0.7783	0.6819	0.0964	13.4%	0.0050	0.7%	40%	False	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7575
1.618	0.7469
1.000	0.7403
0.618	0.7363
HIGH	0.7297
0.618	0.7257
0.500	0.7244
0.382	0.7231
LOW	0.7191
0.618	0.7125
1.000	0.7085
1.618	0.7019
2.618	0.6913
4.250	0.6741

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	0.7244	0.7218
PP	0.7232	0.7215
S1	0.7220	0.7211

Download as Excel Spreadsheet

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

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