CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	0.7586	0.7589	0.0003	0.0%	0.7594
High	0.7602	0.7593	-0.0010	-0.1%	0.7668
Low	0.7561	0.7551	-0.0010	-0.1%	0.7533
Close	0.7597	0.7562	-0.0036	-0.5%	0.7629
Range	0.0041	0.0042	0.0001	1.2%	0.0135
ATR	0.0065	0.0063	-0.0001	-2.0%	0.0000
Volume	60,608	63,008	2,400	4.0%	382,158

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7694	0.7670	0.7585
R3	0.7652	0.7628	0.7573
R2	0.7610	0.7610	0.7569
R1	0.7586	0.7586	0.7565	0.7577
PP	0.7568	0.7568	0.7568	0.7564
S1	0.7544	0.7544	0.7558	0.7535
S2	0.7526	0.7526	0.7554
S3	0.7484	0.7502	0.7550
S4	0.7442	0.7460	0.7538

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	0.7657	0.7551	0.0106	1.4%	0.0051	0.7%	10%	False	True	61,436
10	0.7678	0.7533	0.0145	1.9%	0.0066	0.9%	20%	False	False	70,123
20	0.7765	0.7533	0.0232	3.1%	0.0065	0.9%	12%	False	False	59,388
40	0.7838	0.7533	0.0305	4.0%	0.0060	0.8%	9%	False	False	30,348
60	0.7838	0.7533	0.0305	4.0%	0.0060	0.8%	9%	False	False	20,311
80	0.7868	0.7533	0.0335	4.4%	0.0062	0.8%	9%	False	False	15,314
100	0.7899	0.7533	0.0367	4.8%	0.0060	0.8%	8%	False	False	12,288
120	0.8000	0.7533	0.0467	6.2%	0.0059	0.8%	6%	False	False	10,259

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7702
1.618	0.7660
1.000	0.7635
0.618	0.7618
HIGH	0.7593
0.618	0.7576
0.500	0.7572
0.382	0.7567
LOW	0.7551
0.618	0.7525
1.000	0.7509
1.618	0.7483
2.618	0.7441
4.250	0.7372

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	0.7572	0.7591
PP	0.7568	0.7581
S1	0.7565	0.7571

Download as Excel Spreadsheet

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

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