CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 11-Apr-2016

Day Change Summary
	Previous	Current
	08-Apr-2016	11-Apr-2016	Change	Change %	Previous Week
Open	0.7604	0.7698	0.0094	1.2%	0.7678
High	0.7721	0.7761	0.0040	0.5%	0.7721
Low	0.7601	0.7684	0.0083	1.1%	0.7565
Close	0.7699	0.7759	0.0060	0.8%	0.7699
Range	0.0120	0.0077	-0.0043	-35.8%	0.0156
ATR	0.0087	0.0087	-0.0001	-0.8%	0.0000
Volume	79,626	60,316	-19,310	-24.3%	315,175

Daily Pivots for day following 11-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7966	0.7939	0.7801
R3	0.7889	0.7862	0.7780
R2	0.7812	0.7812	0.7773
R1	0.7785	0.7785	0.7766	0.7799
PP	0.7735	0.7735	0.7735	0.7741
S1	0.7708	0.7708	0.7752	0.7722
S2	0.7658	0.7658	0.7745
S3	0.7581	0.7631	0.7738
S4	0.7504	0.7554	0.7717

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8070	0.7785
R3	0.7974	0.7914	0.7742
R2	0.7818	0.7818	0.7728
R1	0.7758	0.7758	0.7713	0.7788
PP	0.7662	0.7662	0.7662	0.7677
S1	0.7602	0.7602	0.7685	0.7632
S2	0.7506	0.7506	0.7670
S3	0.7350	0.7446	0.7656
S4	0.7194	0.7290	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7761	0.7565	0.0196	2.5%	0.0090	1.2%	99%	True	False	66,816
10	0.7798	0.7565	0.0233	3.0%	0.0092	1.2%	83%	False	False	68,675
20	0.7798	0.7461	0.0337	4.3%	0.0087	1.1%	88%	False	False	62,793
40	0.7798	0.7162	0.0636	8.2%	0.0083	1.1%	94%	False	False	38,166
60	0.7798	0.6819	0.0979	12.6%	0.0084	1.1%	96%	False	False	25,558
80	0.7798	0.6819	0.0979	12.6%	0.0074	1.0%	96%	False	False	19,214
100	0.7798	0.6819	0.0979	12.6%	0.0065	0.8%	96%	False	False	15,385
120	0.7798	0.6819	0.0979	12.6%	0.0062	0.8%	96%	False	False	12,828

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8088
2.618	0.7963
1.618	0.7886
1.000	0.7838
0.618	0.7809
HIGH	0.7761
0.618	0.7732
0.500	0.7723
0.382	0.7713
LOW	0.7684
0.618	0.7636
1.000	0.7607
1.618	0.7559
2.618	0.7482
4.250	0.7357

Fisher Pivots for day following 11-Apr-2016
Pivot	1 day	3 day
R1	0.7747	0.7731
PP	0.7735	0.7702
S1	0.7723	0.7674

Download as Excel Spreadsheet

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

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