CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	0.7636	0.7668	0.0032	0.4%	0.7560
High	0.7676	0.7671	-0.0005	-0.1%	0.7738
Low	0.7612	0.7565	-0.0047	-0.6%	0.7461
Close	0.7667	0.7571	-0.0096	-1.3%	0.7675
Range	0.0064	0.0106	0.0042	65.6%	0.0277
ATR	0.0083	0.0085	0.0002	2.0%	0.0000
Volume	45,423	67,848	22,425	49.4%	327,442

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7852	0.7629
R3	0.7814	0.7746	0.7600
R2	0.7708	0.7708	0.7590
R1	0.7640	0.7640	0.7581	0.7621
PP	0.7602	0.7602	0.7602	0.7593
S1	0.7534	0.7534	0.7561	0.7515
S2	0.7496	0.7496	0.7552
S3	0.7390	0.7428	0.7542
S4	0.7284	0.7322	0.7513

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	0.7565	0.0173	2.3%	0.0080	1.1%	3%	False	True	59,235
10	0.7738	0.7461	0.0277	3.7%	0.0091	1.2%	40%	False	False	64,140
20	0.7738	0.7284	0.0454	6.0%	0.0082	1.1%	63%	False	False	37,636
40	0.7738	0.7067	0.0671	8.9%	0.0082	1.1%	75%	False	False	19,053
60	0.7738	0.6819	0.0919	12.1%	0.0077	1.0%	82%	False	False	12,798
80	0.7738	0.6819	0.0919	12.1%	0.0066	0.9%	82%	False	False	9,624
100	0.7738	0.6819	0.0919	12.1%	0.0060	0.8%	82%	False	False	7,707
120	0.7783	0.6819	0.0964	12.7%	0.0058	0.8%	78%	False	False	6,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.7949
1.618	0.7843
1.000	0.7777
0.618	0.7737
HIGH	0.7671
0.618	0.7631
0.500	0.7618
0.382	0.7605
LOW	0.7565
0.618	0.7499
1.000	0.7459
1.618	0.7393
2.618	0.7287
4.250	0.7115

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	0.7618	0.7623
PP	0.7602	0.7606
S1	0.7587	0.7588

Download as Excel Spreadsheet

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

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