CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 28-Apr-2016

Day Change Summary
	Previous	Current
	27-Apr-2016	28-Apr-2016	Change	Change %	Previous Week
Open	0.7934	0.7940	0.0006	0.1%	0.7723
High	0.7955	0.7991	0.0036	0.5%	0.7941
Low	0.7876	0.7932	0.0056	0.7%	0.7698
Close	0.7924	0.7985	0.0061	0.8%	0.7884
Range	0.0079	0.0059	-0.0020	-25.3%	0.0243
ATR	0.0081	0.0080	-0.0001	-1.3%	0.0000
Volume	78,368	63,024	-15,344	-19.6%	396,005

Daily Pivots for day following 28-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8125	0.8017
R3	0.8087	0.8066	0.8001
R2	0.8028	0.8028	0.7996
R1	0.8007	0.8007	0.7990	0.8018
PP	0.7969	0.7969	0.7969	0.7975
S1	0.7948	0.7948	0.7980	0.7959
S2	0.7910	0.7910	0.7974
S3	0.7851	0.7889	0.7969
S4	0.7792	0.7830	0.7953

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	0.7991	0.7838	0.0153	1.9%	0.0064	0.8%	96%	True	False	66,204
10	0.7991	0.7698	0.0293	3.7%	0.0078	1.0%	98%	True	False	70,138
20	0.7991	0.7565	0.0426	5.3%	0.0081	1.0%	99%	True	False	69,504
40	0.7991	0.7424	0.0567	7.1%	0.0084	1.1%	99%	True	False	61,070
60	0.7991	0.7096	0.0895	11.2%	0.0083	1.0%	99%	True	False	41,009
80	0.7991	0.6819	0.1172	14.7%	0.0081	1.0%	99%	True	False	30,841
100	0.7991	0.6819	0.1172	14.7%	0.0072	0.9%	99%	True	False	24,694
120	0.7991	0.6819	0.1172	14.7%	0.0065	0.8%	99%	True	False	20,585

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8242
2.618	0.8145
1.618	0.8086
1.000	0.8050
0.618	0.8027
HIGH	0.7991
0.618	0.7968
0.500	0.7962
0.382	0.7955
LOW	0.7932
0.618	0.7896
1.000	0.7873
1.618	0.7837
2.618	0.7778
4.250	0.7681

Fisher Pivots for day following 28-Apr-2016
Pivot	1 day	3 day
R1	0.7977	0.7968
PP	0.7969	0.7951
S1	0.7962	0.7934

Download as Excel Spreadsheet

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

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