CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	0.7574	0.7535	-0.0039	-0.5%	0.7680
High	0.7575	0.7595	0.0020	0.3%	0.7681
Low	0.7521	0.7528	0.0007	0.1%	0.7521
Close	0.7545	0.7587	0.0042	0.6%	0.7545
Range	0.0054	0.0067	0.0013	24.1%	0.0160
ATR	0.0082	0.0081	-0.0001	-1.3%	0.0000
Volume	51,711	29,925	-21,786	-42.1%	211,734

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7746	0.7624
R3	0.7704	0.7679	0.7605
R2	0.7637	0.7637	0.7599
R1	0.7612	0.7612	0.7593	0.7625
PP	0.7570	0.7570	0.7570	0.7576
S1	0.7545	0.7545	0.7581	0.7558
S2	0.7503	0.7503	0.7575
S3	0.7436	0.7478	0.7569
S4	0.7369	0.7411	0.7550

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8062	0.7964	0.7633
R3	0.7902	0.7804	0.7589
R2	0.7742	0.7742	0.7574
R1	0.7644	0.7644	0.7560	0.7613
PP	0.7582	0.7582	0.7582	0.7567
S1	0.7484	0.7484	0.7530	0.7453
S2	0.7422	0.7422	0.7516
S3	0.7262	0.7324	0.7501
S4	0.7102	0.7164	0.7457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7681	0.7521	0.0160	2.1%	0.0068	0.9%	41%	False	False	48,331
10	0.7738	0.7461	0.0277	3.7%	0.0083	1.1%	45%	False	False	56,910
20	0.7738	0.7366	0.0372	4.9%	0.0081	1.1%	59%	False	False	41,584
40	0.7738	0.7091	0.0647	8.5%	0.0081	1.1%	77%	False	False	21,077
60	0.7738	0.6819	0.0919	12.1%	0.0077	1.0%	84%	False	False	14,156
80	0.7738	0.6819	0.0919	12.1%	0.0067	0.9%	84%	False	False	10,641
100	0.7738	0.6819	0.0919	12.1%	0.0060	0.8%	84%	False	False	8,522
120	0.7783	0.6819	0.0964	12.7%	0.0058	0.8%	80%	False	False	7,107

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7880
2.618	0.7770
1.618	0.7703
1.000	0.7662
0.618	0.7636
HIGH	0.7595
0.618	0.7569
0.500	0.7562
0.382	0.7554
LOW	0.7528
0.618	0.7487
1.000	0.7461
1.618	0.7420
2.618	0.7353
4.250	0.7243

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	0.7579	0.7596
PP	0.7570	0.7593
S1	0.7562	0.7590

Download as Excel Spreadsheet

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

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