CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	0.7668	0.7574	-0.0094	-1.2%	0.7560
High	0.7671	0.7575	-0.0096	-1.3%	0.7738
Low	0.7565	0.7521	-0.0044	-0.6%	0.7461
Close	0.7571	0.7545	-0.0026	-0.3%	0.7675
Range	0.0106	0.0054	-0.0052	-49.1%	0.0277
ATR	0.0085	0.0082	-0.0002	-2.6%	0.0000
Volume	67,848	51,711	-16,137	-23.8%	327,442

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7681	0.7575
R3	0.7655	0.7627	0.7560
R2	0.7601	0.7601	0.7555
R1	0.7573	0.7573	0.7550	0.7560
PP	0.7547	0.7547	0.7547	0.7541
S1	0.7519	0.7519	0.7540	0.7506
S2	0.7493	0.7493	0.7535
S3	0.7439	0.7465	0.7530
S4	0.7385	0.7411	0.7515

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	0.7521	0.0217	2.9%	0.0068	0.9%	11%	False	True	54,052
10	0.7738	0.7461	0.0277	3.7%	0.0087	1.1%	30%	False	False	63,768
20	0.7738	0.7366	0.0372	4.9%	0.0079	1.0%	48%	False	False	40,135
40	0.7738	0.7085	0.0653	8.7%	0.0082	1.1%	70%	False	False	20,337
60	0.7738	0.6819	0.0919	12.2%	0.0077	1.0%	79%	False	False	13,659
80	0.7738	0.6819	0.0919	12.2%	0.0066	0.9%	79%	False	False	10,270
100	0.7738	0.6819	0.0919	12.2%	0.0060	0.8%	79%	False	False	8,223
120	0.7783	0.6819	0.0964	12.8%	0.0058	0.8%	75%	False	False	6,857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7805
2.618	0.7716
1.618	0.7662
1.000	0.7629
0.618	0.7608
HIGH	0.7575
0.618	0.7554
0.500	0.7548
0.382	0.7542
LOW	0.7521
0.618	0.7488
1.000	0.7467
1.618	0.7434
2.618	0.7380
4.250	0.7292

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	0.7548	0.7599
PP	0.7547	0.7581
S1	0.7546	0.7563

Download as Excel Spreadsheet

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

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