CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	0.7594	0.7564	-0.0030	-0.4%	0.7570
High	0.7616	0.7600	-0.0016	-0.2%	0.7696
Low	0.7554	0.7533	-0.0021	-0.3%	0.7555
Close	0.7562	0.7571	0.0009	0.1%	0.7597
Range	0.0062	0.0067	0.0005	8.1%	0.0141
ATR	0.0065	0.0065	0.0000	0.3%	0.0000
Volume	60,285	78,446	18,161	30.1%	322,300

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7768	0.7736	0.7607
R3	0.7701	0.7669	0.7589
R2	0.7634	0.7634	0.7583
R1	0.7602	0.7602	0.7577	0.7618
PP	0.7568	0.7568	0.7568	0.7576
S1	0.7536	0.7536	0.7564	0.7552
S2	0.7501	0.7501	0.7558
S3	0.7434	0.7469	0.7552
S4	0.7367	0.7402	0.7534

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	0.7533	0.0163	2.2%	0.0072	0.9%	23%	False	True	70,382
10	0.7696	0.7533	0.0163	2.2%	0.0061	0.8%	23%	False	True	65,388
20	0.7804	0.7533	0.0271	3.6%	0.0063	0.8%	14%	False	True	36,434
40	0.7838	0.7533	0.0305	4.0%	0.0060	0.8%	12%	False	True	18,424
60	0.7838	0.7533	0.0305	4.0%	0.0061	0.8%	12%	False	True	12,349
80	0.7899	0.7533	0.0367	4.8%	0.0061	0.8%	10%	False	True	9,347
100	0.7899	0.7533	0.0367	4.8%	0.0059	0.8%	10%	False	True	7,508
120	0.8000	0.7533	0.0467	6.2%	0.0059	0.8%	8%	False	True	6,271

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7884
2.618	0.7775
1.618	0.7708
1.000	0.7666
0.618	0.7641
HIGH	0.7600
0.618	0.7574
0.500	0.7566
0.382	0.7558
LOW	0.7533
0.618	0.7491
1.000	0.7466
1.618	0.7424
2.618	0.7357
4.250	0.7248

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	0.7569	0.7605
PP	0.7568	0.7594
S1	0.7566	0.7582

Download as Excel Spreadsheet

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

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