CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	0.7653	0.7645	-0.0008	-0.1%	0.7732
High	0.7680	0.7660	-0.0020	-0.3%	0.7736
Low	0.7637	0.7588	-0.0050	-0.6%	0.7588
Close	0.7642	0.7609	-0.0033	-0.4%	0.7609
Range	0.0043	0.0073	0.0030	70.6%	0.0148
ATR	0.0065	0.0065	0.0001	0.8%	0.0000
Volume	205	579	374	182.4%	1,116

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7795	0.7649
R3	0.7764	0.7723	0.7629
R2	0.7691	0.7691	0.7622
R1	0.7650	0.7650	0.7616	0.7635
PP	0.7619	0.7619	0.7619	0.7611
S1	0.7578	0.7578	0.7602	0.7562
S2	0.7546	0.7546	0.7596
S3	0.7474	0.7505	0.7589
S4	0.7401	0.7433	0.7569

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8088	0.7997	0.7690
R3	0.7940	0.7849	0.7650
R2	0.7792	0.7792	0.7636
R1	0.7701	0.7701	0.7623	0.7672
PP	0.7644	0.7644	0.7644	0.7630
S1	0.7553	0.7553	0.7595	0.7524
S2	0.7496	0.7496	0.7582
S3	0.7348	0.7405	0.7568
S4	0.7200	0.7257	0.7528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7736	0.7588	0.0148	1.9%	0.0054	0.7%	15%	False	True	223
10	0.7776	0.7588	0.0189	2.5%	0.0063	0.8%	11%	False	True	205
20	0.7800	0.7588	0.0213	2.8%	0.0068	0.9%	10%	False	True	189
40	0.7899	0.7588	0.0312	4.1%	0.0061	0.8%	7%	False	True	272
60	0.8000	0.7588	0.0413	5.4%	0.0059	0.8%	5%	False	True	218
80	0.8000	0.7579	0.0421	5.5%	0.0057	0.7%	7%	False	False	180
100	0.8000	0.7421	0.0579	7.6%	0.0055	0.7%	32%	False	False	153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7968
2.618	0.7850
1.618	0.7777
1.000	0.7733
0.618	0.7705
HIGH	0.7660
0.618	0.7632
0.500	0.7624
0.382	0.7615
LOW	0.7588
0.618	0.7543
1.000	0.7515
1.618	0.7470
2.618	0.7398
4.250	0.7279

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	0.7624	0.7636
PP	0.7619	0.7627
S1	0.7614	0.7618

Download as Excel Spreadsheet

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

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