CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	0.7284	0.7256	-0.0028	-0.4%	0.7219
High	0.7284	0.7321	0.0037	0.5%	0.7325
Low	0.7225	0.7254	0.0029	0.4%	0.7191
Close	0.7263	0.7296	0.0033	0.5%	0.7263
Range	0.0059	0.0067	0.0008	13.6%	0.0134
ATR	0.0079	0.0078	-0.0001	-1.1%	0.0000
Volume	598	650	52	8.7%	2,869

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7461	0.7333
R3	0.7424	0.7394	0.7314
R2	0.7357	0.7357	0.7308
R1	0.7327	0.7327	0.7302	0.7342
PP	0.7290	0.7290	0.7290	0.7298
S1	0.7260	0.7260	0.7290	0.7275
S2	0.7223	0.7223	0.7284
S3	0.7156	0.7193	0.7278
S4	0.7089	0.7126	0.7259

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7596	0.7337
R3	0.7528	0.7462	0.7300
R2	0.7394	0.7394	0.7288
R1	0.7328	0.7328	0.7275	0.7361
PP	0.7260	0.7260	0.7260	0.7276
S1	0.7194	0.7194	0.7251	0.7227
S2	0.7126	0.7126	0.7238
S3	0.6992	0.7060	0.7226
S4	0.6858	0.6926	0.7189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7325	0.7191	0.0134	1.8%	0.0080	1.1%	78%	False	False	703
10	0.7325	0.7139	0.0186	2.5%	0.0078	1.1%	84%	False	False	537
20	0.7327	0.6988	0.0339	4.6%	0.0085	1.2%	91%	False	False	441
40	0.7327	0.6819	0.0508	7.0%	0.0072	1.0%	94%	False	False	348
60	0.7528	0.6819	0.0709	9.7%	0.0059	0.8%	67%	False	False	264
80	0.7662	0.6819	0.0843	11.6%	0.0054	0.7%	57%	False	False	208
100	0.7783	0.6819	0.0964	13.2%	0.0052	0.7%	49%	False	False	171

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7496
1.618	0.7429
1.000	0.7388
0.618	0.7362
HIGH	0.7321
0.618	0.7295
0.500	0.7288
0.382	0.7280
LOW	0.7254
0.618	0.7213
1.000	0.7187
1.618	0.7146
2.618	0.7079
4.250	0.6969

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	0.7293	0.7289
PP	0.7290	0.7282
S1	0.7288	0.7275

Download as Excel Spreadsheet

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

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