CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 14-Apr-2016

Day Change Summary
	Previous	Current
	13-Apr-2016	14-Apr-2016	Change	Change %	Previous Week
Open	0.7833	0.7802	-0.0031	-0.4%	0.7678
High	0.7848	0.7824	-0.0024	-0.3%	0.7721
Low	0.7795	0.7754	-0.0041	-0.5%	0.7565
Close	0.7806	0.7781	-0.0025	-0.3%	0.7699
Range	0.0053	0.0070	0.0017	32.1%	0.0156
ATR	0.0085	0.0084	-0.0001	-1.3%	0.0000
Volume	84,424	62,444	-21,980	-26.0%	315,175

Daily Pivots for day following 14-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7996	0.7959	0.7820
R3	0.7926	0.7889	0.7800
R2	0.7856	0.7856	0.7794
R1	0.7819	0.7819	0.7787	0.7803
PP	0.7786	0.7786	0.7786	0.7778
S1	0.7749	0.7749	0.7775	0.7733
S2	0.7716	0.7716	0.7768
S3	0.7646	0.7679	0.7762
S4	0.7576	0.7609	0.7743

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	0.7848	0.7601	0.0247	3.2%	0.0085	1.1%	73%	False	False	74,003
10	0.7848	0.7565	0.0283	3.6%	0.0083	1.1%	76%	False	False	68,870
20	0.7848	0.7521	0.0327	4.2%	0.0083	1.1%	80%	False	False	64,732
40	0.7848	0.7218	0.0630	8.1%	0.0081	1.0%	89%	False	False	43,862
60	0.7848	0.6819	0.1029	13.2%	0.0084	1.1%	93%	False	False	29,378
80	0.7848	0.6819	0.1029	13.2%	0.0075	1.0%	93%	False	False	22,086
100	0.7848	0.6819	0.1029	13.2%	0.0066	0.9%	93%	False	False	17,684
120	0.7848	0.6819	0.1029	13.2%	0.0062	0.8%	93%	False	False	14,744

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8007
1.618	0.7937
1.000	0.7894
0.618	0.7867
HIGH	0.7824
0.618	0.7797
0.500	0.7789
0.382	0.7781
LOW	0.7754
0.618	0.7711
1.000	0.7684
1.618	0.7641
2.618	0.7571
4.250	0.7457

Fisher Pivots for day following 14-Apr-2016
Pivot	1 day	3 day
R1	0.7789	0.7794
PP	0.7786	0.7789
S1	0.7784	0.7785

Download as Excel Spreadsheet

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

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