CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	0.7607	0.7570	-0.0038	-0.5%	0.7669
High	0.7613	0.7618	0.0005	0.1%	0.7679
Low	0.7552	0.7568	0.0016	0.2%	0.7552
Close	0.7572	0.7579	0.0007	0.1%	0.7572
Range	0.0061	0.0050	-0.0012	-18.9%	0.0127
ATR	0.0062	0.0061	-0.0001	-1.5%	0.0000
Volume	86,028	54,446	-31,582	-36.7%	241,232

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7707	0.7606
R3	0.7687	0.7658	0.7593
R2	0.7638	0.7638	0.7588
R1	0.7608	0.7608	0.7584	0.7623
PP	0.7588	0.7588	0.7588	0.7596
S1	0.7559	0.7559	0.7574	0.7574
S2	0.7539	0.7539	0.7570
S3	0.7489	0.7509	0.7565
S4	0.7440	0.7460	0.7552

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%	0.0062	0.8%	21%	False	False	55,307
10	0.7804	0.7552	0.0252	3.3%	0.0067	0.9%	11%	False	False	31,678
20	0.7804	0.7552	0.0252	3.3%	0.0058	0.8%	11%	False	False	16,213
40	0.7838	0.7550	0.0288	3.8%	0.0059	0.8%	10%	False	False	8,290
60	0.7838	0.7550	0.0288	3.8%	0.0062	0.8%	10%	False	False	5,590
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	8%	False	False	4,281
100	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	6%	False	False	3,447
120	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	6%	False	False	2,883

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7828
2.618	0.7747
1.618	0.7698
1.000	0.7667
0.618	0.7648
HIGH	0.7618
0.618	0.7599
0.500	0.7593
0.382	0.7587
LOW	0.7568
0.618	0.7537
1.000	0.7519
1.618	0.7488
2.618	0.7438
4.250	0.7358

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	0.7593	0.7586
PP	0.7588	0.7584
S1	0.7584	0.7581

Download as Excel Spreadsheet

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

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