CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	0.7599	0.7595	-0.0004	-0.1%	0.7732
High	0.7603	0.7636	0.0034	0.4%	0.7736
Low	0.7550	0.7585	0.0035	0.5%	0.7588
Close	0.7575	0.7601	0.0027	0.3%	0.7609
Range	0.0052	0.0051	-0.0001	-2.9%	0.0148
ATR	0.0063	0.0063	0.0000	-0.1%	0.0000
Volume	129	142	13	10.1%	1,116

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7760	0.7732	0.7629
R3	0.7709	0.7681	0.7615
R2	0.7658	0.7658	0.7610
R1	0.7630	0.7630	0.7606	0.7644
PP	0.7607	0.7607	0.7607	0.7615
S1	0.7579	0.7579	0.7596	0.7593
S2	0.7556	0.7556	0.7592
S3	0.7505	0.7528	0.7587
S4	0.7454	0.7477	0.7573

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	0.7660	0.7550	0.0110	1.4%	0.0056	0.7%	46%	False	False	270
10	0.7776	0.7550	0.0226	3.0%	0.0055	0.7%	23%	False	False	205
20	0.7789	0.7550	0.0239	3.1%	0.0061	0.8%	21%	False	False	181
40	0.7899	0.7550	0.0349	4.6%	0.0062	0.8%	15%	False	False	272
60	0.7899	0.7550	0.0349	4.6%	0.0058	0.8%	15%	False	False	226
80	0.8000	0.7550	0.0450	5.9%	0.0057	0.7%	11%	False	False	189
100	0.8000	0.7469	0.0531	7.0%	0.0056	0.7%	25%	False	False	159

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7853
2.618	0.7770
1.618	0.7719
1.000	0.7687
0.618	0.7668
HIGH	0.7636
0.618	0.7617
0.500	0.7611
0.382	0.7604
LOW	0.7585
0.618	0.7553
1.000	0.7534
1.618	0.7502
2.618	0.7451
4.250	0.7368

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	0.7611	0.7598
PP	0.7607	0.7596
S1	0.7604	0.7593

Download as Excel Spreadsheet

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

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