CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	0.7889	0.7934	0.0045	0.6%	0.7723
High	0.7940	0.7955	0.0015	0.2%	0.7941
Low	0.7883	0.7876	-0.0007	-0.1%	0.7698
Close	0.7923	0.7924	0.0001	0.0%	0.7884
Range	0.0057	0.0079	0.0022	38.6%	0.0243
ATR	0.0082	0.0081	0.0000	-0.2%	0.0000
Volume	53,261	78,368	25,107	47.1%	396,005

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8155	0.8119	0.7967
R3	0.8076	0.8040	0.7946
R2	0.7997	0.7997	0.7938
R1	0.7961	0.7961	0.7931	0.7940
PP	0.7918	0.7918	0.7918	0.7908
S1	0.7882	0.7882	0.7917	0.7861
S2	0.7839	0.7839	0.7910
S3	0.7760	0.7803	0.7902
S4	0.7681	0.7724	0.7881

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	0.7955	0.7838	0.0117	1.5%	0.0067	0.9%	74%	True	False	67,808
10	0.7955	0.7698	0.0257	3.2%	0.0079	1.0%	88%	True	False	70,080
20	0.7955	0.7565	0.0390	4.9%	0.0083	1.1%	92%	True	False	70,695
40	0.7955	0.7409	0.0546	6.9%	0.0084	1.1%	94%	True	False	59,536
60	0.7955	0.7096	0.0859	10.8%	0.0083	1.0%	96%	True	False	39,961
80	0.7955	0.6819	0.1136	14.3%	0.0080	1.0%	97%	True	False	30,055
100	0.7955	0.6819	0.1136	14.3%	0.0072	0.9%	97%	True	False	24,065
120	0.7955	0.6819	0.1136	14.3%	0.0065	0.8%	97%	True	False	20,061

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8291
2.618	0.8162
1.618	0.8083
1.000	0.8034
0.618	0.8004
HIGH	0.7955
0.618	0.7925
0.500	0.7916
0.382	0.7906
LOW	0.7876
0.618	0.7827
1.000	0.7797
1.618	0.7748
2.618	0.7669
4.250	0.7540

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	0.7921	0.7919
PP	0.7918	0.7914
S1	0.7916	0.7909

Download as Excel Spreadsheet

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

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