CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	0.7601	0.7583	-0.0018	-0.2%	0.7700
High	0.7621	0.7620	-0.0001	0.0%	0.7804
Low	0.7575	0.7560	-0.0015	-0.2%	0.7666
Close	0.7580	0.7606	0.0026	0.3%	0.7681
Range	0.0046	0.0060	0.0014	30.4%	0.0138
ATR	0.0063	0.0062	0.0000	-0.3%	0.0000
Volume	52,956	53,865	909	1.7%	21,108

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7750	0.7639
R3	0.7715	0.7690	0.7622
R2	0.7655	0.7655	0.7617
R1	0.7630	0.7630	0.7611	0.7643
PP	0.7595	0.7595	0.7595	0.7601
S1	0.7570	0.7570	0.7600	0.7583
S2	0.7535	0.7535	0.7595
S3	0.7475	0.7510	0.7589
S4	0.7415	0.7450	0.7573

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	0.7765	0.7560	0.0205	2.7%	0.0070	0.9%	22%	False	True	32,332
10	0.7804	0.7560	0.0244	3.2%	0.0068	0.9%	19%	False	True	17,997
20	0.7838	0.7560	0.0278	3.7%	0.0058	0.8%	16%	False	True	9,318
40	0.7838	0.7550	0.0288	3.8%	0.0059	0.8%	19%	False	False	4,798
60	0.7868	0.7550	0.0318	4.2%	0.0062	0.8%	17%	False	False	3,299
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	16%	False	False	2,527
100	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	12%	False	False	2,043
120	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	12%	False	False	1,714

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7777
1.618	0.7717
1.000	0.7680
0.618	0.7657
HIGH	0.7620
0.618	0.7597
0.500	0.7590
0.382	0.7583
LOW	0.7560
0.618	0.7523
1.000	0.7500
1.618	0.7463
2.618	0.7403
4.250	0.7305

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	0.7600	0.7619
PP	0.7595	0.7615
S1	0.7590	0.7610

Download as Excel Spreadsheet

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

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