CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	0.7724	0.7755	0.0031	0.4%	0.7735
High	0.7768	0.7790	0.0022	0.3%	0.7830
Low	0.7714	0.7719	0.0005	0.1%	0.7682
Close	0.7753	0.7743	-0.0010	-0.1%	0.7730
Range	0.0054	0.0071	0.0017	31.5%	0.0148
ATR	0.0075	0.0075	0.0000	-0.4%	0.0000
Volume	38,487	58,865	20,378	52.9%	313,250

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7924	0.7782
R3	0.7893	0.7853	0.7763
R2	0.7822	0.7822	0.7756
R1	0.7782	0.7782	0.7750	0.7767
PP	0.7751	0.7751	0.7751	0.7743
S1	0.7711	0.7711	0.7736	0.7696
S2	0.7680	0.7680	0.7730
S3	0.7609	0.7640	0.7723
S4	0.7538	0.7569	0.7704

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8191	0.8109	0.7811
R3	0.8043	0.7961	0.7771
R2	0.7895	0.7895	0.7757
R1	0.7813	0.7813	0.7744	0.7780
PP	0.7747	0.7747	0.7747	0.7731
S1	0.7665	0.7665	0.7716	0.7632
S2	0.7599	0.7599	0.7703
S3	0.7451	0.7517	0.7689
S4	0.7303	0.7369	0.7649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7830	0.7714	0.0116	1.5%	0.0066	0.9%	25%	False	False	57,098
10	0.7876	0.7682	0.0194	2.5%	0.0069	0.9%	31%	False	False	68,190
20	0.8025	0.7682	0.0343	4.4%	0.0072	0.9%	18%	False	False	70,030
40	0.8025	0.7521	0.0504	6.5%	0.0079	1.0%	44%	False	False	68,317
60	0.8025	0.7218	0.0807	10.4%	0.0080	1.0%	65%	False	False	56,225
80	0.8025	0.6988	0.1037	13.4%	0.0081	1.0%	73%	False	False	42,279
100	0.8025	0.6819	0.1206	15.6%	0.0077	1.0%	77%	False	False	33,875
120	0.8025	0.6819	0.1206	15.6%	0.0069	0.9%	77%	False	False	28,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8092
2.618	0.7976
1.618	0.7905
1.000	0.7861
0.618	0.7834
HIGH	0.7790
0.618	0.7763
0.500	0.7755
0.382	0.7746
LOW	0.7719
0.618	0.7675
1.000	0.7648
1.618	0.7604
2.618	0.7533
4.250	0.7417

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	0.7755	0.7752
PP	0.7751	0.7749
S1	0.7747	0.7746

Download as Excel Spreadsheet

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

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