CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	0.7506	0.7524	0.0018	0.2%	0.7396
High	0.7541	0.7527	-0.0014	-0.2%	0.7510
Low	0.7476	0.7451	-0.0025	-0.3%	0.7366
Close	0.7532	0.7466	-0.0066	-0.9%	0.7505
Range	0.0065	0.0076	0.0011	16.9%	0.0144
ATR	0.0074	0.0074	0.0001	0.7%	0.0000
Volume	10,973	37,354	26,381	240.4%	11,854

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7664	0.7508
R3	0.7633	0.7588	0.7487
R2	0.7557	0.7557	0.7480
R1	0.7512	0.7512	0.7473	0.7497
PP	0.7481	0.7481	0.7481	0.7474
S1	0.7436	0.7436	0.7459	0.7421
S2	0.7405	0.7405	0.7452
S3	0.7329	0.7360	0.7445
S4	0.7253	0.7284	0.7424

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7843	0.7584
R3	0.7748	0.7699	0.7545
R2	0.7604	0.7604	0.7531
R1	0.7555	0.7555	0.7518	0.7580
PP	0.7460	0.7460	0.7460	0.7473
S1	0.7411	0.7411	0.7492	0.7436
S2	0.7316	0.7316	0.7479
S3	0.7172	0.7267	0.7465
S4	0.7028	0.7123	0.7426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7541	0.7409	0.0132	1.8%	0.0066	0.9%	43%	False	False	10,951
10	0.7541	0.7218	0.0323	4.3%	0.0070	0.9%	77%	False	False	6,381
20	0.7541	0.7139	0.0402	5.4%	0.0074	1.0%	81%	False	False	3,470
40	0.7541	0.6819	0.0722	9.7%	0.0079	1.1%	90%	False	False	1,922
60	0.7541	0.6819	0.0722	9.7%	0.0067	0.9%	90%	False	False	1,322
80	0.7557	0.6819	0.0738	9.9%	0.0057	0.8%	88%	False	False	1,003
100	0.7783	0.6819	0.0964	12.9%	0.0055	0.7%	67%	False	False	812
120	0.7783	0.6819	0.0964	12.9%	0.0053	0.7%	67%	False	False	678

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7850
2.618	0.7726
1.618	0.7650
1.000	0.7603
0.618	0.7574
HIGH	0.7527
0.618	0.7498
0.500	0.7489
0.382	0.7480
LOW	0.7451
0.618	0.7404
1.000	0.7375
1.618	0.7328
2.618	0.7252
4.250	0.7128

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	0.7489	0.7483
PP	0.7481	0.7477
S1	0.7474	0.7472

Download as Excel Spreadsheet

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

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