CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	0.7645	0.7609	-0.0036	-0.5%	0.7732
High	0.7660	0.7622	-0.0039	-0.5%	0.7736
Low	0.7588	0.7556	-0.0032	-0.4%	0.7588
Close	0.7609	0.7568	-0.0041	-0.5%	0.7609
Range	0.0073	0.0066	-0.0007	-9.7%	0.0148
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	579	382	-197	-34.0%	1,116

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7778	0.7739	0.7604
R3	0.7713	0.7673	0.7586
R2	0.7647	0.7647	0.7580
R1	0.7608	0.7608	0.7574	0.7595
PP	0.7582	0.7582	0.7582	0.7575
S1	0.7542	0.7542	0.7562	0.7529
S2	0.7516	0.7516	0.7556
S3	0.7451	0.7477	0.7550
S4	0.7385	0.7411	0.7532

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	0.7722	0.7556	0.0166	2.2%	0.0056	0.7%	7%	False	True	278
10	0.7776	0.7556	0.0220	2.9%	0.0064	0.8%	5%	False	True	213
20	0.7789	0.7556	0.0233	3.1%	0.0064	0.8%	5%	False	True	179
40	0.7899	0.7556	0.0343	4.5%	0.0062	0.8%	3%	False	True	268
60	0.8000	0.7556	0.0444	5.9%	0.0059	0.8%	3%	False	True	223
80	0.8000	0.7556	0.0444	5.9%	0.0057	0.8%	3%	False	True	184
100	0.8000	0.7452	0.0548	7.2%	0.0056	0.7%	21%	False	False	156

Crabel Price Patterns
NR	True
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7793
1.618	0.7727
1.000	0.7687
0.618	0.7662
HIGH	0.7622
0.618	0.7596
0.500	0.7589
0.382	0.7581
LOW	0.7556
0.618	0.7516
1.000	0.7491
1.618	0.7450
2.618	0.7385
4.250	0.7278

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	0.7589	0.7618
PP	0.7582	0.7601
S1	0.7575	0.7585

Download as Excel Spreadsheet

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

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