CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	0.7569	0.7541	-0.0028	-0.4%	0.7626
High	0.7587	0.7614	0.0026	0.3%	0.7657
Low	0.7511	0.7534	0.0023	0.3%	0.7511
Close	0.7534	0.7594	0.0060	0.8%	0.7534
Range	0.0077	0.0080	0.0003	4.6%	0.0146
ATR	0.0064	0.0065	0.0001	1.7%	0.0000
Volume	106,076	62,193	-43,883	-41.4%	341,687

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7787	0.7638
R3	0.7740	0.7707	0.7616
R2	0.7660	0.7660	0.7608
R1	0.7627	0.7627	0.7601	0.7644
PP	0.7580	0.7580	0.7580	0.7589
S1	0.7547	0.7547	0.7586	0.7564
S2	0.7500	0.7500	0.7579
S3	0.7420	0.7467	0.7572
S4	0.7340	0.7387	0.7550

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	0.7631	0.7511	0.0121	1.6%	0.0060	0.8%	69%	False	False	69,963
10	0.7668	0.7511	0.0158	2.1%	0.0067	0.9%	53%	False	False	72,575
20	0.7696	0.7511	0.0186	2.4%	0.0065	0.9%	45%	False	False	66,521
40	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	25%	False	False	34,542
60	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	25%	False	False	23,110
80	0.7868	0.7511	0.0358	4.7%	0.0062	0.8%	23%	False	False	17,413
100	0.7899	0.7511	0.0389	5.1%	0.0061	0.8%	21%	False	False	13,968
120	0.8000	0.7511	0.0490	6.4%	0.0059	0.8%	17%	False	False	11,660

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	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7954
2.618	0.7823
1.618	0.7743
1.000	0.7694
0.618	0.7663
HIGH	0.7614
0.618	0.7583
0.500	0.7574
0.382	0.7564
LOW	0.7534
0.618	0.7484
1.000	0.7454
1.618	0.7404
2.618	0.7324
4.250	0.7194

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	0.7587	0.7583
PP	0.7580	0.7573
S1	0.7574	0.7562

Download as Excel Spreadsheet

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

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