CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	0.7285	0.7289	0.0004	0.1%	0.7430
High	0.7285	0.7289	0.0004	0.1%	0.7430
Low	0.7285	0.7289	0.0004	0.1%	0.7284
Close	0.7285	0.7289	0.0004	0.1%	0.7285
Range
ATR
Volume

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7289	0.7289	0.7289
R3	0.7289	0.7289	0.7289
R2	0.7289	0.7289	0.7289
R1	0.7289	0.7289	0.7289	0.7289
PP	0.7289	0.7289	0.7289	0.7289
S1	0.7289	0.7289	0.7289	0.7289
S2	0.7289	0.7289	0.7289
S3	0.7289	0.7289	0.7289
S4	0.7289	0.7289	0.7289

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7674	0.7365
R3	0.7625	0.7528	0.7325
R2	0.7479	0.7479	0.7312
R1	0.7382	0.7382	0.7298	0.7358
PP	0.7333	0.7333	0.7333	0.7321
S1	0.7236	0.7236	0.7272	0.7212
S2	0.7187	0.7187	0.7258
S3	0.7041	0.7090	0.7245
S4	0.6895	0.6944	0.7205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7400	0.7284	0.0116	1.6%	0.0016	0.2%	4%	False	False	14
10	0.7499	0.7284	0.0215	2.9%	0.0013	0.2%	2%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.7289
2.618	0.7289
1.618	0.7289
1.000	0.7289
0.618	0.7289
HIGH	0.7289
0.618	0.7289
0.500	0.7289
0.382	0.7289
LOW	0.7289
0.618	0.7289
1.000	0.7289
1.618	0.7289
2.618	0.7289
4.250	0.7289

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	0.7289	0.7305
PP	0.7289	0.7299
S1	0.7289	0.7294

Download as Excel Spreadsheet

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

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