CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	0.7656	0.7714	0.0058	0.8%	0.7680
High	0.7746	0.7798	0.0052	0.7%	0.7681
Low	0.7646	0.7686	0.0040	0.5%	0.7521
Close	0.7714	0.7707	-0.0007	-0.1%	0.7545
Range	0.0100	0.0112	0.0012	12.0%	0.0160
ATR	0.0084	0.0086	0.0002	2.4%	0.0000
Volume	72,360	86,843	14,483	20.0%	211,734

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.7999	0.7769
R3	0.7954	0.7887	0.7738
R2	0.7842	0.7842	0.7728
R1	0.7775	0.7775	0.7717	0.7753
PP	0.7730	0.7730	0.7730	0.7719
S1	0.7663	0.7663	0.7697	0.7641
S2	0.7618	0.7618	0.7686
S3	0.7506	0.7551	0.7676
S4	0.7394	0.7439	0.7645

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	0.7798	0.7521	0.0277	3.6%	0.0086	1.1%	67%	True	False	61,952
10	0.7798	0.7521	0.0277	3.6%	0.0083	1.1%	67%	True	False	60,594
20	0.7798	0.7424	0.0374	4.9%	0.0087	1.1%	76%	True	False	52,636
40	0.7798	0.7096	0.0702	9.1%	0.0084	1.1%	87%	True	False	26,762
60	0.7798	0.6819	0.0979	12.7%	0.0081	1.0%	91%	True	False	17,953
80	0.7798	0.6819	0.0979	12.7%	0.0070	0.9%	91%	True	False	13,492
100	0.7798	0.6819	0.0979	12.7%	0.0061	0.8%	91%	True	False	10,801
120	0.7798	0.6819	0.0979	12.7%	0.0060	0.8%	91%	True	False	9,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8274
2.618	0.8091
1.618	0.7979
1.000	0.7910
0.618	0.7867
HIGH	0.7798
0.618	0.7755
0.500	0.7742
0.382	0.7729
LOW	0.7686
0.618	0.7617
1.000	0.7574
1.618	0.7505
2.618	0.7393
4.250	0.7210

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	0.7742	0.7699
PP	0.7730	0.7691
S1	0.7719	0.7683

Download as Excel Spreadsheet

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

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