CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	0.7639	0.7667	0.0028	0.4%	0.7570
High	0.7696	0.7678	-0.0019	-0.2%	0.7696
Low	0.7637	0.7590	-0.0047	-0.6%	0.7555
Close	0.7659	0.7597	-0.0062	-0.8%	0.7597
Range	0.0059	0.0088	0.0029	47.9%	0.0141
ATR	0.0063	0.0065	0.0002	2.8%	0.0000
Volume	58,640	83,469	24,829	42.3%	322,300

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7829	0.7645
R3	0.7797	0.7741	0.7621
R2	0.7709	0.7709	0.7613
R1	0.7653	0.7653	0.7605	0.7637
PP	0.7621	0.7621	0.7621	0.7613
S1	0.7565	0.7565	0.7588	0.7549
S2	0.7533	0.7533	0.7580
S3	0.7445	0.7477	0.7572
S4	0.7357	0.7389	0.7548

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.7959	0.7674
R3	0.7898	0.7818	0.7635
R2	0.7757	0.7757	0.7622
R1	0.7677	0.7677	0.7609	0.7717
PP	0.7616	0.7616	0.7616	0.7636
S1	0.7536	0.7536	0.7584	0.7576
S2	0.7475	0.7475	0.7571
S3	0.7334	0.7395	0.7558
S4	0.7193	0.7254	0.7519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7555	0.0141	1.9%	0.0062	0.8%	29%	False	False	64,460
10	0.7696	0.7552	0.0144	1.9%	0.0062	0.8%	31%	False	False	56,353
20	0.7804	0.7552	0.0252	3.3%	0.0064	0.8%	18%	False	False	29,535
40	0.7838	0.7552	0.0286	3.8%	0.0061	0.8%	16%	False	False	14,967
60	0.7838	0.7550	0.0288	3.8%	0.0061	0.8%	16%	False	False	10,038
80	0.7899	0.7550	0.0349	4.6%	0.0061	0.8%	13%	False	False	7,619
100	0.7899	0.7550	0.0349	4.6%	0.0059	0.8%	13%	False	False	6,123
120	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	10%	False	False	5,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7908
1.618	0.7820
1.000	0.7765
0.618	0.7732
HIGH	0.7678
0.618	0.7644
0.500	0.7634
0.382	0.7623
LOW	0.7590
0.618	0.7535
1.000	0.7502
1.618	0.7447
2.618	0.7359
4.250	0.7216

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	0.7634	0.7626
PP	0.7621	0.7616
S1	0.7609	0.7606

Download as Excel Spreadsheet

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

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