CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	0.7548	0.7497	-0.0051	-0.7%	0.7506
High	0.7558	0.7596	0.0038	0.5%	0.7596
Low	0.7465	0.7494	0.0029	0.4%	0.7438
Close	0.7495	0.7564	0.0069	0.9%	0.7564
Range	0.0093	0.0102	0.0009	9.7%	0.0158
ATR	0.0079	0.0080	0.0002	2.1%	0.0000
Volume	55,426	98,513	43,087	77.7%	250,725

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7857	0.7813	0.7620
R3	0.7755	0.7711	0.7592
R2	0.7653	0.7653	0.7583
R1	0.7609	0.7609	0.7573	0.7631
PP	0.7551	0.7551	0.7551	0.7563
S1	0.7507	0.7507	0.7555	0.7529
S2	0.7449	0.7449	0.7545
S3	0.7347	0.7405	0.7536
S4	0.7245	0.7303	0.7508

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7943	0.7651
R3	0.7849	0.7785	0.7607
R2	0.7691	0.7691	0.7593
R1	0.7627	0.7627	0.7578	0.7659
PP	0.7533	0.7533	0.7533	0.7549
S1	0.7469	0.7469	0.7550	0.7501
S2	0.7375	0.7375	0.7535
S3	0.7217	0.7311	0.7521
S4	0.7059	0.7153	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7596	0.7438	0.0158	2.1%	0.0092	1.2%	80%	True	False	50,145
10	0.7596	0.7366	0.0230	3.0%	0.0079	1.0%	86%	True	False	26,257
20	0.7596	0.7162	0.0434	5.7%	0.0078	1.0%	93%	True	False	13,540
40	0.7596	0.6819	0.0777	10.3%	0.0082	1.1%	96%	True	False	6,940
60	0.7596	0.6819	0.0777	10.3%	0.0070	0.9%	96%	True	False	4,688
80	0.7596	0.6819	0.0777	10.3%	0.0059	0.8%	96%	True	False	3,533
100	0.7721	0.6819	0.0902	11.9%	0.0057	0.8%	83%	False	False	2,835
120	0.7783	0.6819	0.0964	12.7%	0.0054	0.7%	77%	False	False	2,365

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8030
2.618	0.7863
1.618	0.7761
1.000	0.7698
0.618	0.7659
HIGH	0.7596
0.618	0.7557
0.500	0.7545
0.382	0.7533
LOW	0.7494
0.618	0.7431
1.000	0.7392
1.618	0.7329
2.618	0.7227
4.250	0.7061

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	0.7558	0.7548
PP	0.7551	0.7533
S1	0.7545	0.7517

Download as Excel Spreadsheet

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

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