CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	0.7583	0.7607	0.0024	0.3%	0.7669
High	0.7620	0.7613	-0.0007	-0.1%	0.7679
Low	0.7560	0.7552	-0.0008	-0.1%	0.7552
Close	0.7606	0.7572	-0.0033	-0.4%	0.7572
Range	0.0060	0.0061	0.0001	1.7%	0.0127
ATR	0.0062	0.0062	0.0000	-0.2%	0.0000
Volume	53,865	86,028	32,163	59.7%	241,232

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7762	0.7728	0.7606
R3	0.7701	0.7667	0.7589
R2	0.7640	0.7640	0.7583
R1	0.7606	0.7606	0.7578	0.7593
PP	0.7579	0.7579	0.7579	0.7572
S1	0.7545	0.7545	0.7566	0.7532
S2	0.7518	0.7518	0.7561
S3	0.7457	0.7484	0.7555
S4	0.7396	0.7423	0.7538

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7903	0.7642
R3	0.7854	0.7776	0.7607
R2	0.7727	0.7727	0.7595
R1	0.7650	0.7650	0.7584	0.7625
PP	0.7601	0.7601	0.7601	0.7589
S1	0.7523	0.7523	0.7560	0.7499
S2	0.7474	0.7474	0.7549
S3	0.7348	0.7397	0.7537
S4	0.7221	0.7270	0.7502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7679	0.7552	0.0127	1.7%	0.0063	0.8%	16%	False	True	48,246
10	0.7804	0.7552	0.0252	3.3%	0.0070	0.9%	8%	False	True	26,335
20	0.7825	0.7552	0.0273	3.6%	0.0059	0.8%	7%	False	True	13,502
40	0.7838	0.7550	0.0288	3.8%	0.0060	0.8%	8%	False	False	6,943
60	0.7868	0.7550	0.0318	4.2%	0.0062	0.8%	7%	False	False	4,687
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	6%	False	False	3,601
100	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	5%	False	False	2,903
120	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	5%	False	False	2,430

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7872
2.618	0.7773
1.618	0.7712
1.000	0.7674
0.618	0.7651
HIGH	0.7613
0.618	0.7590
0.500	0.7583
0.382	0.7575
LOW	0.7552
0.618	0.7514
1.000	0.7491
1.618	0.7453
2.618	0.7392
4.250	0.7293

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	0.7583	0.7587
PP	0.7579	0.7582
S1	0.7576	0.7577

Download as Excel Spreadsheet

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

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