CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	0.7525	0.7455	-0.0070	-0.9%	0.7461
High	0.7542	0.7472	-0.0070	-0.9%	0.7491
Low	0.7394	0.7404	0.0011	0.1%	0.7428
Close	0.7460	0.7427	-0.0034	-0.4%	0.7460
Range	0.0148	0.0068	-0.0081	-54.4%	0.0064
ATR	0.0059	0.0059	0.0001	1.1%	0.0000
Volume	144,870	87,941	-56,929	-39.3%	347,099

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7599	0.7464
R3	0.7569	0.7532	0.7445
R2	0.7502	0.7502	0.7439
R1	0.7464	0.7464	0.7433	0.7449
PP	0.7434	0.7434	0.7434	0.7427
S1	0.7397	0.7397	0.7420	0.7382
S2	0.7367	0.7367	0.7414
S3	0.7299	0.7329	0.7408
S4	0.7232	0.7262	0.7389

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7619	0.7495
R3	0.7587	0.7555	0.7477
R2	0.7523	0.7523	0.7472
R1	0.7492	0.7492	0.7466	0.7476
PP	0.7460	0.7460	0.7460	0.7452
S1	0.7428	0.7428	0.7454	0.7412
S2	0.7396	0.7396	0.7448
S3	0.7333	0.7365	0.7443
S4	0.7269	0.7301	0.7425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7542	0.7394	0.0148	2.0%	0.0073	1.0%	22%	False	False	86,117
10	0.7542	0.7394	0.0148	2.0%	0.0054	0.7%	22%	False	False	77,585
20	0.7704	0.7394	0.0310	4.2%	0.0056	0.8%	11%	False	False	76,222
40	0.7704	0.7394	0.0310	4.2%	0.0060	0.8%	11%	False	False	73,083
60	0.7838	0.7394	0.0445	6.0%	0.0060	0.8%	7%	False	False	51,828
80	0.7838	0.7394	0.0445	6.0%	0.0060	0.8%	7%	False	False	38,940
100	0.7868	0.7394	0.0475	6.4%	0.0061	0.8%	7%	False	False	31,213
120	0.7899	0.7394	0.0506	6.8%	0.0060	0.8%	7%	False	False	26,046

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7648
1.618	0.7581
1.000	0.7539
0.618	0.7513
HIGH	0.7472
0.618	0.7446
0.500	0.7438
0.382	0.7430
LOW	0.7404
0.618	0.7362
1.000	0.7337
1.618	0.7295
2.618	0.7227
4.250	0.7117

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	0.7438	0.7468
PP	0.7434	0.7454
S1	0.7430	0.7440

Download as Excel Spreadsheet

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

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