CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	0.7860	0.7771	-0.0089	-1.1%	0.7902
High	0.7876	0.7822	-0.0054	-0.7%	0.8004
Low	0.7760	0.7767	0.0007	0.1%	0.7863
Close	0.7774	0.7775	0.0001	0.0%	0.7974
Range	0.0116	0.0055	-0.0061	-52.6%	0.0141
ATR	0.0085	0.0083	-0.0002	-2.5%	0.0000
Volume	109,278	75,649	-33,629	-30.8%	334,710

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7919	0.7805
R3	0.7898	0.7864	0.7790
R2	0.7843	0.7843	0.7785
R1	0.7809	0.7809	0.7780	0.7826
PP	0.7788	0.7788	0.7788	0.7797
S1	0.7754	0.7754	0.7770	0.7771
S2	0.7733	0.7733	0.7765
S3	0.7678	0.7699	0.7760
S4	0.7623	0.7644	0.7745

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8370	0.8313	0.8052
R3	0.8229	0.8172	0.8013
R2	0.8088	0.8088	0.8000
R1	0.8031	0.8031	0.7987	0.8060
PP	0.7947	0.7947	0.7947	0.7961
S1	0.7890	0.7890	0.7961	0.7919
S2	0.7806	0.7806	0.7948
S3	0.7665	0.7749	0.7935
S4	0.7524	0.7608	0.7896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7760	0.0265	3.4%	0.0087	1.1%	6%	False	False	84,521
10	0.8025	0.7760	0.0265	3.4%	0.0075	1.0%	6%	False	False	75,362
20	0.8025	0.7601	0.0424	5.5%	0.0082	1.1%	41%	False	False	74,700
40	0.8025	0.7461	0.0564	7.3%	0.0085	1.1%	56%	False	False	69,096
60	0.8025	0.7139	0.0886	11.4%	0.0082	1.0%	72%	False	False	48,025
80	0.8025	0.6819	0.1206	15.5%	0.0083	1.1%	79%	False	False	36,105
100	0.8025	0.6819	0.1206	15.5%	0.0075	1.0%	79%	False	False	28,915
120	0.8025	0.6819	0.1206	15.5%	0.0067	0.9%	79%	False	False	24,105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.7966
1.618	0.7911
1.000	0.7877
0.618	0.7856
HIGH	0.7822
0.618	0.7801
0.500	0.7795
0.382	0.7788
LOW	0.7767
0.618	0.7733
1.000	0.7712
1.618	0.7678
2.618	0.7623
4.250	0.7533

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	0.7795	0.7893
PP	0.7788	0.7853
S1	0.7782	0.7814

Download as Excel Spreadsheet

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

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