CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	0.7625	0.7561	-0.0064	-0.8%	0.7615
High	0.7626	0.7565	-0.0061	-0.8%	0.7704
Low	0.7560	0.7491	-0.0069	-0.9%	0.7491
Close	0.7565	0.7500	-0.0066	-0.9%	0.7500
Range	0.0066	0.0074	0.0008	12.1%	0.0213
ATR	0.0066	0.0066	0.0001	1.0%	0.0000
Volume	72,164	99,229	27,065	37.5%	391,098

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7694	0.7540
R3	0.7666	0.7620	0.7520
R2	0.7592	0.7592	0.7513
R1	0.7546	0.7546	0.7506	0.7532
PP	0.7518	0.7518	0.7518	0.7511
S1	0.7472	0.7472	0.7493	0.7458
S2	0.7444	0.7444	0.7486
S3	0.7370	0.7398	0.7479
S4	0.7296	0.7324	0.7459

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8065	0.7617
R3	0.7991	0.7852	0.7558
R2	0.7778	0.7778	0.7539
R1	0.7639	0.7639	0.7519	0.7602
PP	0.7565	0.7565	0.7565	0.7546
S1	0.7426	0.7426	0.7480	0.7389
S2	0.7352	0.7352	0.7460
S3	0.7139	0.7213	0.7441
S4	0.6926	0.7000	0.7382

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7704	0.7491	0.0213	2.8%	0.0069	0.9%	4%	False	True	78,219
10	0.7704	0.7491	0.0213	2.8%	0.0067	0.9%	4%	False	True	73,766
20	0.7704	0.7491	0.0213	2.8%	0.0066	0.9%	4%	False	True	73,075
40	0.7804	0.7491	0.0313	4.2%	0.0065	0.9%	3%	False	True	51,305
60	0.7838	0.7491	0.0348	4.6%	0.0062	0.8%	3%	False	True	34,337
80	0.7838	0.7491	0.0348	4.6%	0.0062	0.8%	3%	False	True	25,798
100	0.7899	0.7491	0.0409	5.4%	0.0062	0.8%	2%	False	True	20,711
120	0.7899	0.7491	0.0409	5.4%	0.0060	0.8%	2%	False	True	17,281

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7879
2.618	0.7758
1.618	0.7684
1.000	0.7639
0.618	0.7610
HIGH	0.7565
0.618	0.7536
0.500	0.7528
0.382	0.7519
LOW	0.7491
0.618	0.7445
1.000	0.7416
1.618	0.7371
2.618	0.7297
4.250	0.7176

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	0.7528	0.7591
PP	0.7518	0.7561
S1	0.7509	0.7530

Download as Excel Spreadsheet

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

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