CME Canadian Dollar Future June 2016

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

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	0.7680	0.7636	-0.0044	-0.6%	0.7560
High	0.7681	0.7676	-0.0005	-0.1%	0.7738
Low	0.7633	0.7612	-0.0021	-0.3%	0.7461
Close	0.7655	0.7667	0.0012	0.2%	0.7675
Range	0.0048	0.0064	0.0016	33.3%	0.0277
ATR	0.0084	0.0083	-0.0001	-1.7%	0.0000
Volume	46,752	45,423	-1,329	-2.8%	327,442

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7819	0.7702
R3	0.7780	0.7755	0.7685
R2	0.7716	0.7716	0.7679
R1	0.7691	0.7691	0.7673	0.7704
PP	0.7652	0.7652	0.7652	0.7658
S1	0.7627	0.7627	0.7661	0.7640
S2	0.7588	0.7588	0.7655
S3	0.7524	0.7563	0.7649
S4	0.7460	0.7499	0.7632

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8342	0.7827
R3	0.8179	0.8065	0.7751
R2	0.7902	0.7902	0.7726
R1	0.7788	0.7788	0.7700	0.7845
PP	0.7625	0.7625	0.7625	0.7653
S1	0.7511	0.7511	0.7650	0.7568
S2	0.7348	0.7348	0.7624
S3	0.7071	0.7234	0.7599
S4	0.6794	0.6957	0.7523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7461	0.0277	3.6%	0.0094	1.2%	74%	False	False	61,410
10	0.7738	0.7438	0.0300	3.9%	0.0092	1.2%	76%	False	False	62,201
20	0.7738	0.7218	0.0520	6.8%	0.0081	1.1%	86%	False	False	34,291
40	0.7738	0.6988	0.0750	9.8%	0.0082	1.1%	91%	False	False	17,373
60	0.7738	0.6819	0.0919	12.0%	0.0075	1.0%	92%	False	False	11,669
80	0.7738	0.6819	0.0919	12.0%	0.0065	0.8%	92%	False	False	8,776
100	0.7738	0.6819	0.0919	12.0%	0.0060	0.8%	92%	False	False	7,028
120	0.7783	0.6819	0.0964	12.6%	0.0057	0.7%	88%	False	False	5,861

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7948
2.618	0.7844
1.618	0.7780
1.000	0.7740
0.618	0.7716
HIGH	0.7676
0.618	0.7652
0.500	0.7644
0.382	0.7636
LOW	0.7612
0.618	0.7572
1.000	0.7548
1.618	0.7508
2.618	0.7444
4.250	0.7340

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	0.7659	0.7675
PP	0.7652	0.7672
S1	0.7644	0.7670

Download as Excel Spreadsheet

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

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