CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	0.7629	0.7668	0.0039	0.5%	0.7676
High	0.7706	0.7724	0.0018	0.2%	0.7699
Low	0.7629	0.7653	0.0024	0.3%	0.7581
Close	0.7666	0.7717	0.0051	0.7%	0.7604
Range	0.0076	0.0071	-0.0006	-7.8%	0.0119
ATR	0.0065	0.0065	0.0000	0.6%	0.0000
Volume	333	378	45	13.5%	1,412

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7883	0.7755
R3	0.7839	0.7813	0.7736
R2	0.7768	0.7768	0.7729
R1	0.7742	0.7742	0.7723	0.7755
PP	0.7698	0.7698	0.7698	0.7704
S1	0.7672	0.7672	0.7710	0.7685
S2	0.7627	0.7627	0.7704
S3	0.7557	0.7601	0.7697
S4	0.7486	0.7531	0.7678

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7912	0.7669
R3	0.7865	0.7794	0.7637
R2	0.7746	0.7746	0.7626
R1	0.7675	0.7675	0.7615	0.7652
PP	0.7628	0.7628	0.7628	0.7616
S1	0.7557	0.7557	0.7593	0.7533
S2	0.7509	0.7509	0.7582
S3	0.7391	0.7438	0.7571
S4	0.7272	0.7320	0.7539

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7724	0.7581	0.0143	1.9%	0.0067	0.9%	95%	True	False	328
10	0.7724	0.7581	0.0143	1.9%	0.0067	0.9%	95%	True	False	291
20	0.7776	0.7550	0.0226	2.9%	0.0061	0.8%	74%	False	False	248
40	0.7868	0.7550	0.0318	4.1%	0.0065	0.8%	52%	False	False	284
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	48%	False	False	252
80	0.8000	0.7550	0.0450	5.8%	0.0059	0.8%	37%	False	False	219
100	0.8000	0.7532	0.0468	6.1%	0.0057	0.7%	39%	False	False	184

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	0.8023
2.618	0.7908
1.618	0.7838
1.000	0.7794
0.618	0.7767
HIGH	0.7724
0.618	0.7697
0.500	0.7688
0.382	0.7680
LOW	0.7653
0.618	0.7609
1.000	0.7583
1.618	0.7539
2.618	0.7468
4.250	0.7353

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	0.7707	0.7696
PP	0.7698	0.7676
S1	0.7688	0.7656

Download as Excel Spreadsheet

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

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