CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	0.7560	0.7540	-0.0020	-0.3%	0.7506
High	0.7570	0.7541	-0.0029	-0.4%	0.7596
Low	0.7515	0.7462	-0.0053	-0.7%	0.7438
Close	0.7540	0.7491	-0.0049	-0.6%	0.7564
Range	0.0055	0.0079	0.0024	43.6%	0.0158
ATR	0.0079	0.0079	0.0000	0.0%	0.0000
Volume	56,511	56,055	-456	-0.8%	250,725

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7692	0.7534
R3	0.7656	0.7613	0.7513
R2	0.7577	0.7577	0.7505
R1	0.7534	0.7534	0.7498	0.7516
PP	0.7498	0.7498	0.7498	0.7489
S1	0.7455	0.7455	0.7484	0.7437
S2	0.7419	0.7419	0.7477
S3	0.7340	0.7376	0.7469
S4	0.7261	0.7297	0.7448

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%	0.0091	1.2%	34%	False	False	62,992
10	0.7596	0.7409	0.0187	2.5%	0.0078	1.0%	44%	False	False	36,971
20	0.7596	0.7201	0.0395	5.3%	0.0075	1.0%	73%	False	False	19,097
40	0.7596	0.6819	0.0777	10.4%	0.0082	1.1%	86%	False	False	9,738
60	0.7596	0.6819	0.0777	10.4%	0.0071	0.9%	86%	False	False	6,561
80	0.7596	0.6819	0.0777	10.4%	0.0060	0.8%	86%	False	False	4,939
100	0.7701	0.6819	0.0882	11.8%	0.0057	0.8%	76%	False	False	3,959
120	0.7783	0.6819	0.0964	12.9%	0.0055	0.7%	70%	False	False	3,303

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7748
1.618	0.7669
1.000	0.7620
0.618	0.7590
HIGH	0.7541
0.618	0.7511
0.500	0.7502
0.382	0.7492
LOW	0.7462
0.618	0.7413
1.000	0.7383
1.618	0.7334
2.618	0.7255
4.250	0.7126

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	0.7502	0.7529
PP	0.7498	0.7516
S1	0.7495	0.7504

Download as Excel Spreadsheet

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

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