CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	0.7626	0.7629	0.0003	0.0%	0.7594
High	0.7657	0.7631	-0.0026	-0.3%	0.7668
Low	0.7612	0.7571	-0.0041	-0.5%	0.7533
Close	0.7630	0.7580	-0.0050	-0.7%	0.7629
Range	0.0045	0.0061	0.0016	34.4%	0.0135
ATR	0.0067	0.0066	0.0000	-0.7%	0.0000
Volume	54,065	57,930	3,865	7.1%	382,158

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7738	0.7613
R3	0.7715	0.7677	0.7596
R2	0.7654	0.7654	0.7591
R1	0.7617	0.7617	0.7585	0.7605
PP	0.7594	0.7594	0.7594	0.7588
S1	0.7556	0.7556	0.7574	0.7545
S2	0.7533	0.7533	0.7568
S3	0.7473	0.7496	0.7563
S4	0.7412	0.7435	0.7546

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8016	0.7958	0.7703
R3	0.7881	0.7822	0.7666
R2	0.7745	0.7745	0.7653
R1	0.7687	0.7687	0.7641	0.7716
PP	0.7610	0.7610	0.7610	0.7624
S1	0.7551	0.7551	0.7616	0.7581
S2	0.7474	0.7474	0.7604
S3	0.7339	0.7416	0.7591
S4	0.7203	0.7280	0.7554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7540	0.0128	1.7%	0.0072	1.0%	31%	False	False	71,084
10	0.7696	0.7533	0.0163	2.2%	0.0072	0.9%	29%	False	False	70,733
20	0.7804	0.7533	0.0271	3.6%	0.0066	0.9%	17%	False	False	53,696
40	0.7838	0.7533	0.0305	4.0%	0.0061	0.8%	15%	False	False	27,273
60	0.7838	0.7533	0.0305	4.0%	0.0062	0.8%	15%	False	False	18,256
80	0.7868	0.7533	0.0335	4.4%	0.0062	0.8%	14%	False	False	13,775
100	0.7899	0.7533	0.0367	4.8%	0.0060	0.8%	13%	False	False	11,053
120	0.8000	0.7533	0.0467	6.2%	0.0060	0.8%	10%	False	False	9,230

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7789
1.618	0.7729
1.000	0.7692
0.618	0.7668
HIGH	0.7631
0.618	0.7608
0.500	0.7601
0.382	0.7594
LOW	0.7571
0.618	0.7533
1.000	0.7510
1.618	0.7473
2.618	0.7412
4.250	0.7313

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	0.7601	0.7614
PP	0.7594	0.7602
S1	0.7587	0.7591

Download as Excel Spreadsheet

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

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