CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	0.7669	0.7671	0.0002	0.0%	0.7700
High	0.7677	0.7679	0.0002	0.0%	0.7804
Low	0.7624	0.7586	-0.0039	-0.5%	0.7666
Close	0.7671	0.7594	-0.0077	-1.0%	0.7681
Range	0.0053	0.0093	0.0040	77.1%	0.0138
ATR	0.0062	0.0064	0.0002	3.6%	0.0000
Volume	19,143	29,240	10,097	52.7%	21,108

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7839	0.7645
R3	0.7805	0.7746	0.7619
R2	0.7712	0.7712	0.7611
R1	0.7653	0.7653	0.7602	0.7636
PP	0.7619	0.7619	0.7619	0.7611
S1	0.7560	0.7560	0.7585	0.7543
S2	0.7526	0.7526	0.7576
S3	0.7433	0.7467	0.7568
S4	0.7340	0.7374	0.7542

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8042	0.7756
R3	0.7992	0.7905	0.7718
R2	0.7854	0.7854	0.7706
R1	0.7767	0.7767	0.7693	0.7742
PP	0.7717	0.7717	0.7717	0.7704
S1	0.7630	0.7630	0.7668	0.7605
S2	0.7579	0.7579	0.7655
S3	0.7442	0.7492	0.7643
S4	0.7304	0.7355	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7804	0.7586	0.0218	2.9%	0.0070	0.9%	4%	False	True	12,924
10	0.7804	0.7586	0.0218	2.9%	0.0066	0.9%	4%	False	True	7,481
20	0.7838	0.7586	0.0253	3.3%	0.0060	0.8%	3%	False	True	4,017
40	0.7838	0.7550	0.0288	3.8%	0.0059	0.8%	15%	False	False	2,133
60	0.7868	0.7550	0.0318	4.2%	0.0062	0.8%	14%	False	False	1,529
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	12%	False	False	1,193
100	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	10%	False	False	979
120	0.8000	0.7532	0.0468	6.2%	0.0057	0.8%	13%	False	False	824

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8074
2.618	0.7922
1.618	0.7829
1.000	0.7772
0.618	0.7736
HIGH	0.7679
0.618	0.7643
0.500	0.7632
0.382	0.7621
LOW	0.7586
0.618	0.7528
1.000	0.7493
1.618	0.7435
2.618	0.7342
4.250	0.7190

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	0.7632	0.7675
PP	0.7619	0.7648
S1	0.7606	0.7621

Download as Excel Spreadsheet

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

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