CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	0.7668	0.7710	0.0042	0.5%	0.7587
High	0.7724	0.7742	0.0018	0.2%	0.7742
Low	0.7653	0.7704	0.0051	0.7%	0.7587
Close	0.7717	0.7726	0.0009	0.1%	0.7726
Range	0.0071	0.0038	-0.0032	-46.1%	0.0155
ATR	0.0065	0.0063	-0.0002	-3.0%	0.0000
Volume	378	151	-227	-60.1%	1,271

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7838	0.7820	0.7746
R3	0.7800	0.7782	0.7736
R2	0.7762	0.7762	0.7732
R1	0.7744	0.7744	0.7729	0.7753
PP	0.7724	0.7724	0.7724	0.7728
S1	0.7705	0.7705	0.7722	0.7715
S2	0.7685	0.7685	0.7719
S3	0.7647	0.7667	0.7715
S4	0.7609	0.7629	0.7705

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8150	0.8093	0.7811
R3	0.7995	0.7938	0.7768
R2	0.7840	0.7840	0.7754
R1	0.7783	0.7783	0.7740	0.7811
PP	0.7685	0.7685	0.7685	0.7699
S1	0.7628	0.7628	0.7711	0.7656
S2	0.7530	0.7530	0.7697
S3	0.7375	0.7473	0.7683
S4	0.7220	0.7318	0.7640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7742	0.7587	0.0155	2.0%	0.0053	0.7%	90%	True	False	254
10	0.7742	0.7581	0.0161	2.1%	0.0060	0.8%	90%	True	False	268
20	0.7742	0.7550	0.0192	2.5%	0.0059	0.8%	92%	True	False	247
40	0.7868	0.7550	0.0318	4.1%	0.0063	0.8%	55%	False	False	284
60	0.7899	0.7550	0.0349	4.5%	0.0060	0.8%	50%	False	False	252
80	0.8000	0.7550	0.0450	5.8%	0.0058	0.8%	39%	False	False	219
100	0.8000	0.7532	0.0468	6.1%	0.0057	0.7%	41%	False	False	185

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7903
2.618	0.7841
1.618	0.7803
1.000	0.7780
0.618	0.7765
HIGH	0.7742
0.618	0.7727
0.500	0.7723
0.382	0.7718
LOW	0.7704
0.618	0.7680
1.000	0.7665
1.618	0.7642
2.618	0.7604
4.250	0.7542

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	0.7725	0.7712
PP	0.7724	0.7699
S1	0.7723	0.7685

Download as Excel Spreadsheet

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

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