CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	0.7795	0.7825	0.0030	0.4%	0.7720
High	0.7838	0.7825	-0.0014	-0.2%	0.7838
Low	0.7785	0.7761	-0.0024	-0.3%	0.7713
Close	0.7835	0.7780	-0.0055	-0.7%	0.7780
Range	0.0053	0.0064	0.0011	19.8%	0.0126
ATR	0.0061	0.0062	0.0001	1.5%	0.0000
Volume	2,349	224	-2,125	-90.5%	3,522

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7943	0.7815
R3	0.7916	0.7880	0.7797
R2	0.7852	0.7852	0.7792
R1	0.7816	0.7816	0.7786	0.7802
PP	0.7789	0.7789	0.7789	0.7782
S1	0.7753	0.7753	0.7774	0.7739
S2	0.7725	0.7725	0.7768
S3	0.7662	0.7689	0.7763
S4	0.7598	0.7626	0.7745

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8092	0.7849
R3	0.8028	0.7967	0.7815
R2	0.7902	0.7902	0.7803
R1	0.7841	0.7841	0.7792	0.7872
PP	0.7777	0.7777	0.7777	0.7792
S1	0.7716	0.7716	0.7768	0.7746
S2	0.7651	0.7651	0.7757
S3	0.7526	0.7590	0.7745
S4	0.7400	0.7465	0.7711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7838	0.7713	0.0126	1.6%	0.0058	0.7%	54%	False	False	704
10	0.7838	0.7587	0.0251	3.2%	0.0055	0.7%	77%	False	False	479
20	0.7838	0.7550	0.0288	3.7%	0.0060	0.8%	80%	False	False	368
40	0.7838	0.7550	0.0288	3.7%	0.0064	0.8%	80%	False	False	278
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	66%	False	False	304
80	0.8000	0.7550	0.0450	5.8%	0.0059	0.8%	51%	False	False	256
100	0.8000	0.7550	0.0450	5.8%	0.0058	0.7%	51%	False	False	217
120	0.8000	0.7421	0.0579	7.4%	0.0056	0.7%	62%	False	False	188

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8094
2.618	0.7991
1.618	0.7927
1.000	0.7888
0.618	0.7864
HIGH	0.7825
0.618	0.7800
0.500	0.7793
0.382	0.7785
LOW	0.7761
0.618	0.7722
1.000	0.7698
1.618	0.7658
2.618	0.7595
4.250	0.7491

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	0.7793	0.7792
PP	0.7789	0.7788
S1	0.7784	0.7784

Download as Excel Spreadsheet

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

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