CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	0.7229	0.7207	-0.0022	-0.3%	0.7189
High	0.7229	0.7207	-0.0022	-0.3%	0.7229
Low	0.7229	0.7207	-0.0022	-0.3%	0.7163
Close	0.7229	0.7207	-0.0022	-0.3%	0.7229
Range
ATR	0.0029	0.0029	-0.0001	-1.8%	0.0000
Volume

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7207	0.7207	0.7207
R3	0.7207	0.7207	0.7207
R2	0.7207	0.7207	0.7207
R1	0.7207	0.7207	0.7207	0.7207
PP	0.7207	0.7207	0.7207	0.7207
S1	0.7207	0.7207	0.7207	0.7207
S2	0.7207	0.7207	0.7207
S3	0.7207	0.7207	0.7207
S4	0.7207	0.7207	0.7207

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7383	0.7265
R3	0.7339	0.7317	0.7247
R2	0.7273	0.7273	0.7241
R1	0.7251	0.7251	0.7235	0.7262
PP	0.7207	0.7207	0.7207	0.7213
S1	0.7185	0.7185	0.7223	0.7196
S2	0.7141	0.7141	0.7217
S3	0.7075	0.7119	0.7211
S4	0.7009	0.7053	0.7193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7229	0.7163	0.0066	0.9%	0.0009	0.1%	67%	False	False	12
10	0.7289	0.7163	0.0126	1.7%	0.0007	0.1%	35%	False	False	7

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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7207
2.618	0.7207
1.618	0.7207
1.000	0.7207
0.618	0.7207
HIGH	0.7207
0.618	0.7207
0.500	0.7207
0.382	0.7207
LOW	0.7207
0.618	0.7207
1.000	0.7207
1.618	0.7207
2.618	0.7207
4.250	0.7207

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	0.7207	0.7218
PP	0.7207	0.7214
S1	0.7207	0.7211

Download as Excel Spreadsheet

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

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