CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	0.7579	0.7585	0.0006	0.1%	0.7669
High	0.7589	0.7638	0.0049	0.6%	0.7679
Low	0.7555	0.7557	0.0002	0.0%	0.7552
Close	0.7572	0.7607	0.0035	0.5%	0.7572
Range	0.0034	0.0082	0.0048	139.7%	0.0127
ATR	0.0059	0.0061	0.0002	2.6%	0.0000
Volume	54,673	71,072	16,399	30.0%	241,232

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7845	0.7808	0.7652
R3	0.7764	0.7726	0.7629
R2	0.7682	0.7682	0.7622
R1	0.7645	0.7645	0.7614	0.7663
PP	0.7601	0.7601	0.7601	0.7610
S1	0.7563	0.7563	0.7600	0.7582
S2	0.7519	0.7519	0.7592
S3	0.7438	0.7482	0.7585
S4	0.7356	0.7400	0.7562

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	0.7638	0.7552	0.0086	1.1%	0.0057	0.8%	64%	True	False	64,016
10	0.7786	0.7552	0.0234	3.1%	0.0063	0.8%	24%	False	False	43,399
20	0.7804	0.7552	0.0252	3.3%	0.0059	0.8%	22%	False	False	22,469
40	0.7838	0.7550	0.0288	3.8%	0.0060	0.8%	20%	False	False	11,421
60	0.7838	0.7550	0.0288	3.8%	0.0060	0.8%	20%	False	False	7,673
80	0.7899	0.7550	0.0349	4.6%	0.0061	0.8%	16%	False	False	5,846
100	0.7988	0.7550	0.0438	5.8%	0.0059	0.8%	13%	False	False	4,703
120	0.8000	0.7550	0.0450	5.9%	0.0057	0.8%	13%	False	False	3,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7984
2.618	0.7851
1.618	0.7770
1.000	0.7720
0.618	0.7688
HIGH	0.7638
0.618	0.7607
0.500	0.7597
0.382	0.7588
LOW	0.7557
0.618	0.7506
1.000	0.7475
1.618	0.7425
2.618	0.7343
4.250	0.7210

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	0.7604	0.7604
PP	0.7601	0.7600
S1	0.7597	0.7597

Download as Excel Spreadsheet

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

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