CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	0.7678	0.7645	-0.0033	-0.4%	0.7535
High	0.7692	0.7652	-0.0040	-0.5%	0.7798
Low	0.7641	0.7565	-0.0076	-1.0%	0.7528
Close	0.7657	0.7603	-0.0054	-0.7%	0.7677
Range	0.0051	0.0087	0.0036	70.6%	0.0270
ATR	0.0084	0.0085	0.0001	0.6%	0.0000
Volume	41,411	66,358	24,947	60.2%	341,193

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7868	0.7822	0.7651
R3	0.7781	0.7735	0.7627
R2	0.7694	0.7694	0.7619
R1	0.7648	0.7648	0.7611	0.7628
PP	0.7607	0.7607	0.7607	0.7596
S1	0.7561	0.7561	0.7595	0.7541
S2	0.7520	0.7520	0.7587
S3	0.7433	0.7474	0.7579
S4	0.7346	0.7387	0.7555

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8478	0.8347	0.7826
R3	0.8208	0.8077	0.7751
R2	0.7938	0.7938	0.7727
R1	0.7807	0.7807	0.7702	0.7873
PP	0.7668	0.7668	0.7668	0.7700
S1	0.7537	0.7537	0.7652	0.7603
S2	0.7398	0.7398	0.7628
S3	0.7128	0.7267	0.7603
S4	0.6858	0.6997	0.7529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7798	0.7565	0.0233	3.1%	0.0091	1.2%	16%	False	True	70,022
10	0.7798	0.7521	0.0277	3.6%	0.0084	1.1%	30%	False	False	61,394
20	0.7798	0.7438	0.0360	4.7%	0.0089	1.2%	46%	False	False	61,394
40	0.7798	0.7139	0.0659	8.7%	0.0081	1.1%	70%	False	False	31,503
60	0.7798	0.6819	0.0979	12.9%	0.0082	1.1%	80%	False	False	21,125
80	0.7798	0.6819	0.0979	12.9%	0.0072	0.9%	80%	False	False	15,875
100	0.7798	0.6819	0.0979	12.9%	0.0063	0.8%	80%	False	False	12,709
120	0.7798	0.6819	0.0979	12.9%	0.0061	0.8%	80%	False	False	10,598

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	0.8022
2.618	0.7880
1.618	0.7793
1.000	0.7739
0.618	0.7706
HIGH	0.7652
0.618	0.7619
0.500	0.7609
0.382	0.7598
LOW	0.7565
0.618	0.7511
1.000	0.7478
1.618	0.7424
2.618	0.7337
4.250	0.7195

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	0.7609	0.7638
PP	0.7607	0.7626
S1	0.7605	0.7615

Download as Excel Spreadsheet

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

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