CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.7797	0.7842	0.0045	0.6%	0.7675
High	0.7853	0.7902	0.0049	0.6%	0.7743
Low	0.7789	0.7836	0.0047	0.6%	0.7607
Close	0.7834	0.7874	0.0040	0.5%	0.7737
Range	0.0064	0.0066	0.0002	3.1%	0.0136
ATR	0.0074	0.0074	0.0000	-0.6%	0.0000
Volume	69,407	77,405	7,998	11.5%	296,363

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.8037	0.7910
R3	0.8003	0.7971	0.7892
R2	0.7937	0.7937	0.7886
R1	0.7905	0.7905	0.7880	0.7921
PP	0.7871	0.7871	0.7871	0.7879
S1	0.7839	0.7839	0.7868	0.7855
S2	0.7805	0.7805	0.7862
S3	0.7739	0.7773	0.7856
S4	0.7673	0.7707	0.7838

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8056	0.7812
R3	0.7968	0.7920	0.7774
R2	0.7832	0.7832	0.7762
R1	0.7784	0.7784	0.7749	0.7808
PP	0.7696	0.7696	0.7696	0.7708
S1	0.7648	0.7648	0.7725	0.7672
S2	0.7560	0.7560	0.7712
S3	0.7424	0.7512	0.7700
S4	0.7288	0.7376	0.7662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7902	0.7607	0.0295	3.7%	0.0081	1.0%	91%	True	False	70,864
10	0.7902	0.7607	0.0295	3.7%	0.0072	0.9%	91%	True	False	71,546
20	0.7902	0.7582	0.0320	4.1%	0.0069	0.9%	91%	True	False	66,458
40	0.8025	0.7582	0.0443	5.6%	0.0072	0.9%	66%	False	False	70,287
60	0.8025	0.7461	0.0564	7.2%	0.0078	1.0%	73%	False	False	68,234
80	0.8025	0.7191	0.0834	10.6%	0.0078	1.0%	82%	False	False	55,259
100	0.8025	0.6819	0.1206	15.3%	0.0080	1.0%	87%	False	False	44,279
120	0.8025	0.6819	0.1206	15.3%	0.0074	0.9%	87%	False	False	36,931

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8183
2.618	0.8075
1.618	0.8009
1.000	0.7968
0.618	0.7943
HIGH	0.7902
0.618	0.7877
0.500	0.7869
0.382	0.7861
LOW	0.7836
0.618	0.7795
1.000	0.7770
1.618	0.7729
2.618	0.7663
4.250	0.7556

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.7872	0.7850
PP	0.7871	0.7826
S1	0.7869	0.7803

Download as Excel Spreadsheet

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

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