CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	0.7589	0.7569	-0.0020	-0.3%	0.7626
High	0.7593	0.7587	-0.0005	-0.1%	0.7657
Low	0.7551	0.7511	-0.0040	-0.5%	0.7511
Close	0.7562	0.7534	-0.0028	-0.4%	0.7534
Range	0.0042	0.0077	0.0035	82.1%	0.0146
ATR	0.0063	0.0064	0.0001	1.5%	0.0000
Volume	63,008	106,076	43,068	68.4%	341,687

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7730	0.7576
R3	0.7697	0.7653	0.7555
R2	0.7620	0.7620	0.7548
R1	0.7577	0.7577	0.7541	0.7560
PP	0.7544	0.7544	0.7544	0.7535
S1	0.7500	0.7500	0.7526	0.7484
S2	0.7467	0.7467	0.7519
S3	0.7391	0.7424	0.7512
S4	0.7314	0.7347	0.7491

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8005	0.7915	0.7614
R3	0.7859	0.7769	0.7574
R2	0.7713	0.7713	0.7560
R1	0.7623	0.7623	0.7547	0.7595
PP	0.7567	0.7567	0.7567	0.7553
S1	0.7477	0.7477	0.7520	0.7449
S2	0.7421	0.7421	0.7507
S3	0.7275	0.7331	0.7493
S4	0.7129	0.7185	0.7453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7657	0.7511	0.0146	1.9%	0.0053	0.7%	16%	False	True	68,337
10	0.7668	0.7511	0.0158	2.1%	0.0065	0.9%	15%	False	True	72,384
20	0.7696	0.7511	0.0186	2.5%	0.0064	0.8%	12%	False	True	64,368
40	0.7838	0.7511	0.0328	4.3%	0.0060	0.8%	7%	False	True	32,990
60	0.7838	0.7511	0.0328	4.3%	0.0060	0.8%	7%	False	True	22,076
80	0.7868	0.7511	0.0358	4.7%	0.0063	0.8%	6%	False	True	16,637
100	0.7899	0.7511	0.0389	5.2%	0.0060	0.8%	6%	False	True	13,347
120	0.8000	0.7511	0.0490	6.5%	0.0059	0.8%	5%	False	True	11,143

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	0.0020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7912
2.618	0.7787
1.618	0.7711
1.000	0.7664
0.618	0.7634
HIGH	0.7587
0.618	0.7558
0.500	0.7549
0.382	0.7540
LOW	0.7511
0.618	0.7463
1.000	0.7434
1.618	0.7387
2.618	0.7310
4.250	0.7185

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	0.7549	0.7556
PP	0.7544	0.7549
S1	0.7539	0.7541

Download as Excel Spreadsheet

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

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