CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	0.7595	0.7604	0.0009	0.1%	0.7609
High	0.7636	0.7696	0.0060	0.8%	0.7696
Low	0.7585	0.7589	0.0004	0.0%	0.7550
Close	0.7601	0.7671	0.0070	0.9%	0.7671
Range	0.0051	0.0107	0.0056	109.8%	0.0145
ATR	0.0063	0.0066	0.0003	5.1%	0.0000
Volume	142	384	242	170.4%	1,155

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7973	0.7929	0.7730
R3	0.7866	0.7822	0.7700
R2	0.7759	0.7759	0.7691
R1	0.7715	0.7715	0.7681	0.7737
PP	0.7652	0.7652	0.7652	0.7663
S1	0.7608	0.7608	0.7661	0.7630
S2	0.7545	0.7545	0.7651
S3	0.7438	0.7501	0.7642
S4	0.7331	0.7394	0.7612

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8019	0.7751
R3	0.7930	0.7873	0.7711
R2	0.7784	0.7784	0.7698
R1	0.7728	0.7728	0.7684	0.7756
PP	0.7639	0.7639	0.7639	0.7653
S1	0.7582	0.7582	0.7658	0.7611
S2	0.7493	0.7493	0.7644
S3	0.7348	0.7437	0.7631
S4	0.7202	0.7291	0.7591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7550	0.0145	1.9%	0.0063	0.8%	83%	True	False	231
10	0.7736	0.7550	0.0185	2.4%	0.0058	0.8%	65%	False	False	227
20	0.7789	0.7550	0.0239	3.1%	0.0064	0.8%	51%	False	False	196
40	0.7899	0.7550	0.0349	4.5%	0.0064	0.8%	35%	False	False	279
60	0.7899	0.7550	0.0349	4.5%	0.0058	0.8%	35%	False	False	231
80	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	27%	False	False	193
100	0.8000	0.7469	0.0531	6.9%	0.0057	0.7%	38%	False	False	161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.7976
1.618	0.7869
1.000	0.7803
0.618	0.7762
HIGH	0.7696
0.618	0.7655
0.500	0.7642
0.382	0.7629
LOW	0.7589
0.618	0.7522
1.000	0.7482
1.618	0.7415
2.618	0.7308
4.250	0.7134

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	0.7661	0.7655
PP	0.7652	0.7639
S1	0.7642	0.7623

Download as Excel Spreadsheet

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

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