CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	0.7779	0.7795	0.0016	0.2%	0.7587
High	0.7797	0.7838	0.0042	0.5%	0.7742
Low	0.7747	0.7785	0.0039	0.5%	0.7587
Close	0.7789	0.7835	0.0047	0.6%	0.7726
Range	0.0050	0.0053	0.0003	6.0%	0.0155
ATR	0.0062	0.0061	-0.0001	-1.0%	0.0000
Volume	244	2,349	2,105	862.7%	1,271

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7978	0.7960	0.7864
R3	0.7925	0.7907	0.7850
R2	0.7872	0.7872	0.7845
R1	0.7854	0.7854	0.7840	0.7863
PP	0.7819	0.7819	0.7819	0.7824
S1	0.7801	0.7801	0.7830	0.7810
S2	0.7766	0.7766	0.7825
S3	0.7713	0.7748	0.7820
S4	0.7660	0.7695	0.7806

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	0.7838	0.7704	0.0135	1.7%	0.0053	0.7%	98%	True	False	689
10	0.7838	0.7581	0.0258	3.3%	0.0060	0.8%	99%	True	False	509
20	0.7838	0.7550	0.0288	3.7%	0.0061	0.8%	99%	True	False	385
40	0.7868	0.7550	0.0318	4.1%	0.0064	0.8%	90%	False	False	280
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	82%	False	False	301
80	0.8000	0.7550	0.0450	5.7%	0.0059	0.8%	63%	False	False	253
100	0.8000	0.7550	0.0450	5.7%	0.0057	0.7%	63%	False	False	216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8063
2.618	0.7977
1.618	0.7924
1.000	0.7891
0.618	0.7871
HIGH	0.7838
0.618	0.7818
0.500	0.7812
0.382	0.7805
LOW	0.7785
0.618	0.7752
1.000	0.7732
1.618	0.7699
2.618	0.7646
4.250	0.7560

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	0.7827	0.7819
PP	0.7819	0.7803
S1	0.7812	0.7787

Download as Excel Spreadsheet

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

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