CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	0.7760	0.7735	-0.0025	-0.3%	0.7720
High	0.7760	0.7780	0.0020	0.3%	0.7838
Low	0.7717	0.7729	0.0012	0.2%	0.7713
Close	0.7726	0.7751	0.0025	0.3%	0.7780
Range	0.0043	0.0051	0.0008	18.6%	0.0126
ATR	0.0062	0.0062	-0.0001	-0.9%	0.0000
Volume	373	244	-129	-34.6%	3,522

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7879	0.7779
R3	0.7855	0.7828	0.7765
R2	0.7804	0.7804	0.7760
R1	0.7777	0.7777	0.7755	0.7791
PP	0.7753	0.7753	0.7753	0.7760
S1	0.7726	0.7726	0.7746	0.7740
S2	0.7702	0.7702	0.7741
S3	0.7651	0.7675	0.7736
S4	0.7600	0.7624	0.7722

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	0.7717	0.0121	1.6%	0.0052	0.7%	28%	False	False	686
10	0.7838	0.7629	0.0209	2.7%	0.0057	0.7%	58%	False	False	500
20	0.7838	0.7550	0.0288	3.7%	0.0060	0.8%	70%	False	False	373
40	0.7838	0.7550	0.0288	3.7%	0.0061	0.8%	70%	False	False	274
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	57%	False	False	305
80	0.7988	0.7550	0.0438	5.7%	0.0059	0.8%	46%	False	False	262
100	0.8000	0.7550	0.0450	5.8%	0.0057	0.7%	45%	False	False	223
120	0.8000	0.7469	0.0531	6.9%	0.0057	0.7%	53%	False	False	193

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7997
2.618	0.7914
1.618	0.7863
1.000	0.7831
0.618	0.7812
HIGH	0.7780
0.618	0.7761
0.500	0.7755
0.382	0.7748
LOW	0.7729
0.618	0.7697
1.000	0.7678
1.618	0.7646
2.618	0.7595
4.250	0.7512

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	0.7755	0.7771
PP	0.7753	0.7764
S1	0.7752	0.7757

Download as Excel Spreadsheet

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

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