CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	0.7585	0.7656	0.0071	0.9%	0.7680
High	0.7664	0.7746	0.0082	1.1%	0.7681
Low	0.7567	0.7646	0.0079	1.0%	0.7521
Close	0.7656	0.7714	0.0058	0.8%	0.7545
Range	0.0097	0.0100	0.0003	3.1%	0.0160
ATR	0.0082	0.0084	0.0001	1.5%	0.0000
Volume	68,923	72,360	3,437	5.0%	211,734

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7958	0.7769
R3	0.7902	0.7858	0.7742
R2	0.7802	0.7802	0.7732
R1	0.7758	0.7758	0.7723	0.7780
PP	0.7702	0.7702	0.7702	0.7713
S1	0.7658	0.7658	0.7705	0.7680
S2	0.7602	0.7602	0.7696
S3	0.7502	0.7558	0.7687
S4	0.7402	0.7458	0.7659

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	0.7746	0.7521	0.0225	2.9%	0.0085	1.1%	86%	True	False	58,153
10	0.7746	0.7461	0.0285	3.7%	0.0090	1.2%	89%	True	False	59,781
20	0.7746	0.7409	0.0337	4.4%	0.0084	1.1%	91%	True	False	48,376
40	0.7746	0.7096	0.0650	8.4%	0.0083	1.1%	95%	True	False	24,594
60	0.7746	0.6819	0.0927	12.0%	0.0080	1.0%	97%	True	False	16,508
80	0.7746	0.6819	0.0927	12.0%	0.0069	0.9%	97%	True	False	12,407
100	0.7746	0.6819	0.0927	12.0%	0.0061	0.8%	97%	True	False	9,934
120	0.7783	0.6819	0.0964	12.5%	0.0059	0.8%	93%	False	False	8,284

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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.8008
1.618	0.7908
1.000	0.7846
0.618	0.7808
HIGH	0.7746
0.618	0.7708
0.500	0.7696
0.382	0.7684
LOW	0.7646
0.618	0.7584
1.000	0.7546
1.618	0.7484
2.618	0.7384
4.250	0.7221

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	0.7708	0.7688
PP	0.7702	0.7663
S1	0.7696	0.7637

Download as Excel Spreadsheet

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

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