CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	0.7671	0.7601	-0.0070	-0.9%	0.7700
High	0.7679	0.7621	-0.0058	-0.7%	0.7804
Low	0.7586	0.7575	-0.0010	-0.1%	0.7666
Close	0.7594	0.7580	-0.0014	-0.2%	0.7681
Range	0.0093	0.0046	-0.0047	-50.5%	0.0138
ATR	0.0064	0.0063	-0.0001	-2.0%	0.0000
Volume	29,240	52,956	23,716	81.1%	21,108

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7701	0.7605
R3	0.7684	0.7655	0.7592
R2	0.7638	0.7638	0.7588
R1	0.7609	0.7609	0.7584	0.7600
PP	0.7592	0.7592	0.7592	0.7588
S1	0.7563	0.7563	0.7575	0.7554
S2	0.7546	0.7546	0.7571
S3	0.7500	0.7517	0.7567
S4	0.7454	0.7471	0.7554

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	0.7786	0.7575	0.0211	2.8%	0.0068	0.9%	2%	False	True	22,782
10	0.7804	0.7575	0.0228	3.0%	0.0066	0.9%	2%	False	True	12,734
20	0.7838	0.7575	0.0263	3.5%	0.0058	0.8%	2%	False	True	6,637
40	0.7838	0.7550	0.0288	3.8%	0.0059	0.8%	10%	False	False	3,455
60	0.7868	0.7550	0.0318	4.2%	0.0062	0.8%	9%	False	False	2,403
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	8%	False	False	1,854
100	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	7%	False	False	1,505
120	0.8000	0.7550	0.0450	5.9%	0.0057	0.8%	7%	False	False	1,265

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7741
1.618	0.7695
1.000	0.7667
0.618	0.7649
HIGH	0.7621
0.618	0.7603
0.500	0.7598
0.382	0.7593
LOW	0.7575
0.618	0.7547
1.000	0.7529
1.618	0.7501
2.618	0.7455
4.250	0.7380

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	0.7598	0.7627
PP	0.7592	0.7611
S1	0.7586	0.7595

Download as Excel Spreadsheet

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

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