CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	0.7463	0.7447	-0.0015	-0.2%	0.7408
High	0.7464	0.7511	0.0048	0.6%	0.7476
Low	0.7419	0.7429	0.0009	0.1%	0.7390
Close	0.7456	0.7451	-0.0005	-0.1%	0.7398
Range	0.0044	0.0083	0.0038	85.4%	0.0086
ATR	0.0057	0.0059	0.0002	3.2%	0.0000
Volume	73,071	106,655	33,584	46.0%	263,468

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7663	0.7496
R3	0.7628	0.7581	0.7473
R2	0.7546	0.7546	0.7466
R1	0.7498	0.7498	0.7458	0.7522
PP	0.7463	0.7463	0.7463	0.7475
S1	0.7416	0.7416	0.7443	0.7440
S2	0.7381	0.7381	0.7435
S3	0.7298	0.7333	0.7428
S4	0.7216	0.7251	0.7405

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7626	0.7446
R3	0.7594	0.7539	0.7422
R2	0.7508	0.7508	0.7414
R1	0.7453	0.7453	0.7406	0.7437
PP	0.7421	0.7421	0.7421	0.7413
S1	0.7366	0.7366	0.7390	0.7351
S2	0.7335	0.7335	0.7382
S3	0.7248	0.7280	0.7374
S4	0.7162	0.7193	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7511	0.7388	0.0123	1.7%	0.0060	0.8%	51%	True	False	75,811
10	0.7511	0.7374	0.0138	1.8%	0.0059	0.8%	56%	True	False	72,566
20	0.7542	0.7361	0.0181	2.4%	0.0058	0.8%	50%	False	False	75,945
40	0.7704	0.7361	0.0343	4.6%	0.0057	0.8%	26%	False	False	74,650
60	0.7804	0.7361	0.0443	5.9%	0.0060	0.8%	20%	False	False	67,665
80	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	19%	False	False	50,962
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	19%	False	False	40,814
120	0.7868	0.7361	0.0508	6.8%	0.0060	0.8%	18%	False	False	34,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7862
2.618	0.7727
1.618	0.7644
1.000	0.7594
0.618	0.7562
HIGH	0.7511
0.618	0.7479
0.500	0.7470
0.382	0.7460
LOW	0.7429
0.618	0.7378
1.000	0.7346
1.618	0.7295
2.618	0.7213
4.250	0.7078

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	0.7470	0.7450
PP	0.7463	0.7450
S1	0.7457	0.7450

Download as Excel Spreadsheet

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

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