CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	0.7903	0.7854	-0.0049	-0.6%	0.7723
High	0.7919	0.7923	0.0004	0.1%	0.7941
Low	0.7843	0.7838	-0.0005	-0.1%	0.7698
Close	0.7858	0.7884	0.0026	0.3%	0.7884
Range	0.0076	0.0085	0.0009	11.8%	0.0243
ATR	0.0087	0.0087	0.0000	-0.2%	0.0000
Volume	71,047	82,082	11,035	15.5%	396,005

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8095	0.7931
R3	0.8052	0.8010	0.7907
R2	0.7967	0.7967	0.7900
R1	0.7925	0.7925	0.7892	0.7946
PP	0.7882	0.7882	0.7882	0.7892
S1	0.7840	0.7840	0.7876	0.7861
S2	0.7797	0.7797	0.7868
S3	0.7712	0.7755	0.7861
S4	0.7627	0.7670	0.7837

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8470	0.8018
R3	0.8327	0.8227	0.7951
R2	0.8084	0.8084	0.7929
R1	0.7984	0.7984	0.7906	0.8034
PP	0.7841	0.7841	0.7841	0.7866
S1	0.7741	0.7741	0.7862	0.7791
S2	0.7598	0.7598	0.7839
S3	0.7355	0.7498	0.7817
S4	0.7112	0.7255	0.7750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7941	0.7698	0.0243	3.1%	0.0096	1.2%	77%	False	False	79,201
10	0.7941	0.7684	0.0257	3.3%	0.0085	1.1%	78%	False	False	74,284
20	0.7941	0.7528	0.0413	5.2%	0.0088	1.1%	86%	False	False	69,960
40	0.7941	0.7366	0.0575	7.3%	0.0083	1.1%	90%	False	False	55,047
60	0.7941	0.7085	0.0856	10.9%	0.0084	1.1%	93%	False	False	36,878
80	0.7941	0.6819	0.1122	14.2%	0.0080	1.0%	95%	False	False	27,734
100	0.7941	0.6819	0.1122	14.2%	0.0071	0.9%	95%	False	False	22,208
120	0.7941	0.6819	0.1122	14.2%	0.0064	0.8%	95%	False	False	18,513

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

Fibonacci Retracements and Extensions
4.250	0.8284
2.618	0.8146
1.618	0.8061
1.000	0.8008
0.618	0.7976
HIGH	0.7923
0.618	0.7891
0.500	0.7881
0.382	0.7870
LOW	0.7838
0.618	0.7785
1.000	0.7753
1.618	0.7700
2.618	0.7615
4.250	0.7477

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	0.7883	0.7890
PP	0.7882	0.7888
S1	0.7881	0.7886

Download as Excel Spreadsheet

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

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