CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	0.7524	0.7502	-0.0022	-0.3%	0.7511
High	0.7533	0.7520	-0.0013	-0.2%	0.7558
Low	0.7489	0.7476	-0.0013	-0.2%	0.7489
Close	0.7512	0.7497	-0.0015	-0.2%	0.7512
Range	0.0044	0.0044	0.0000	0.0%	0.0069
ATR	0.0058	0.0057	-0.0001	-1.7%	0.0000
Volume	400	1,651	1,251	312.8%	1,127

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7607	0.7521
R3	0.7586	0.7563	0.7509
R2	0.7542	0.7542	0.7505
R1	0.7519	0.7519	0.7501	0.7509
PP	0.7498	0.7498	0.7498	0.7492
S1	0.7475	0.7475	0.7493	0.7465
S2	0.7454	0.7454	0.7489
S3	0.7410	0.7431	0.7485
S4	0.7366	0.7387	0.7473

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7688	0.7550
R3	0.7658	0.7619	0.7531
R2	0.7589	0.7589	0.7525
R1	0.7550	0.7550	0.7518	0.7569
PP	0.7520	0.7520	0.7520	0.7529
S1	0.7481	0.7481	0.7506	0.7501
S2	0.7451	0.7451	0.7499
S3	0.7382	0.7412	0.7493
S4	0.7313	0.7343	0.7474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7558	0.7476	0.0082	1.1%	0.0042	0.6%	26%	False	True	524
10	0.7665	0.7476	0.0189	2.5%	0.0051	0.7%	11%	False	True	374
20	0.7723	0.7476	0.0247	3.3%	0.0059	0.8%	9%	False	True	280
40	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	19%	False	False	215
60	0.7786	0.7428	0.0358	4.8%	0.0061	0.8%	19%	False	False	194
80	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	19%	False	False	155
100	0.8092	0.7428	0.0664	8.9%	0.0052	0.7%	10%	False	False	127

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7707
2.618	0.7635
1.618	0.7591
1.000	0.7564
0.618	0.7547
HIGH	0.7520
0.618	0.7503
0.500	0.7498
0.382	0.7493
LOW	0.7476
0.618	0.7449
1.000	0.7432
1.618	0.7405
2.618	0.7361
4.250	0.7289

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	0.7498	0.7517
PP	0.7498	0.7510
S1	0.7497	0.7504

Download as Excel Spreadsheet

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

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