CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	0.7783	0.7723	-0.0060	-0.8%	0.7698
High	0.7815	0.7829	0.0014	0.2%	0.7848
Low	0.7750	0.7698	-0.0052	-0.7%	0.7684
Close	0.7789	0.7808	0.0019	0.2%	0.7789
Range	0.0065	0.0131	0.0066	101.5%	0.0164
ATR	0.0083	0.0086	0.0003	4.1%	0.0000
Volume	56,445	80,717	24,272	43.0%	346,837

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8171	0.8121	0.7880
R3	0.8040	0.7990	0.7844
R2	0.7909	0.7909	0.7832
R1	0.7859	0.7859	0.7820	0.7884
PP	0.7778	0.7778	0.7778	0.7791
S1	0.7728	0.7728	0.7796	0.7753
S2	0.7647	0.7647	0.7784
S3	0.7516	0.7597	0.7772
S4	0.7385	0.7466	0.7736

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8191	0.7879
R3	0.8102	0.8027	0.7834
R2	0.7938	0.7938	0.7819
R1	0.7863	0.7863	0.7804	0.7901
PP	0.7774	0.7774	0.7774	0.7792
S1	0.7699	0.7699	0.7774	0.7737
S2	0.7610	0.7610	0.7759
S3	0.7446	0.7535	0.7744
S4	0.7282	0.7371	0.7699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7848	0.7698	0.0150	1.9%	0.0085	1.1%	73%	False	True	73,447
10	0.7848	0.7565	0.0283	3.6%	0.0087	1.1%	86%	False	False	70,131
20	0.7848	0.7521	0.0327	4.2%	0.0084	1.1%	88%	False	False	64,782
40	0.7848	0.7218	0.0630	8.1%	0.0083	1.1%	94%	False	False	47,259
60	0.7848	0.6988	0.0860	11.0%	0.0084	1.1%	95%	False	False	31,649
80	0.7848	0.6819	0.1029	13.2%	0.0077	1.0%	96%	False	False	23,797
100	0.7848	0.6819	0.1029	13.2%	0.0068	0.9%	96%	False	False	19,056
120	0.7848	0.6819	0.1029	13.2%	0.0063	0.8%	96%	False	False	15,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8386
2.618	0.8172
1.618	0.8041
1.000	0.7960
0.618	0.7910
HIGH	0.7829
0.618	0.7779
0.500	0.7764
0.382	0.7748
LOW	0.7698
0.618	0.7617
1.000	0.7567
1.618	0.7486
2.618	0.7355
4.250	0.7141

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	0.7793	0.7793
PP	0.7778	0.7778
S1	0.7764	0.7764

Download as Excel Spreadsheet

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

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