CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 26-May-2016

Day Change Summary
	Previous	Current
	25-May-2016	26-May-2016	Change	Change %	Previous Week
Open	0.7615	0.7679	0.0064	0.8%	0.7724
High	0.7683	0.7745	0.0062	0.8%	0.7790
Low	0.7614	0.7670	0.0056	0.7%	0.7597
Close	0.7673	0.7699	0.0026	0.3%	0.7612
Range	0.0069	0.0075	0.0006	8.7%	0.0193
ATR	0.0073	0.0073	0.0000	0.2%	0.0000
Volume	80,745	72,429	-8,316	-10.3%	316,578

Daily Pivots for day following 26-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7889	0.7740
R3	0.7855	0.7814	0.7720
R2	0.7780	0.7780	0.7713
R1	0.7739	0.7739	0.7706	0.7760
PP	0.7705	0.7705	0.7705	0.7715
S1	0.7664	0.7664	0.7692	0.7685
S2	0.7630	0.7630	0.7685
S3	0.7555	0.7589	0.7678
S4	0.7480	0.7514	0.7658

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8122	0.7718
R3	0.8052	0.7929	0.7665
R2	0.7859	0.7859	0.7647
R1	0.7736	0.7736	0.7630	0.7701
PP	0.7666	0.7666	0.7666	0.7649
S1	0.7543	0.7543	0.7594	0.7508
S2	0.7473	0.7473	0.7577
S3	0.7280	0.7350	0.7559
S4	0.7087	0.7157	0.7506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7745	0.7582	0.0163	2.1%	0.0060	0.8%	72%	True	False	63,874
10	0.7790	0.7582	0.0208	2.7%	0.0067	0.9%	56%	False	False	63,600
20	0.8025	0.7582	0.0443	5.8%	0.0071	0.9%	26%	False	False	70,048
40	0.8025	0.7565	0.0460	6.0%	0.0076	1.0%	29%	False	False	69,776
60	0.8025	0.7424	0.0601	7.8%	0.0080	1.0%	46%	False	False	64,063
80	0.8025	0.7096	0.0929	12.1%	0.0080	1.0%	65%	False	False	48,269
100	0.8025	0.6819	0.1206	15.7%	0.0079	1.0%	73%	False	False	38,682
120	0.8025	0.6819	0.1206	15.7%	0.0072	0.9%	73%	False	False	32,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7941
1.618	0.7866
1.000	0.7820
0.618	0.7791
HIGH	0.7745
0.618	0.7716
0.500	0.7708
0.382	0.7699
LOW	0.7670
0.618	0.7624
1.000	0.7595
1.618	0.7549
2.618	0.7474
4.250	0.7351

Fisher Pivots for day following 26-May-2016
Pivot	1 day	3 day
R1	0.7708	0.7687
PP	0.7705	0.7675
S1	0.7702	0.7664

Download as Excel Spreadsheet

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

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