CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	0.7541	0.7597	0.0056	0.7%	0.7626
High	0.7614	0.7599	-0.0015	-0.2%	0.7657
Low	0.7534	0.7537	0.0003	0.0%	0.7511
Close	0.7594	0.7554	-0.0040	-0.5%	0.7534
Range	0.0080	0.0062	-0.0018	-21.9%	0.0146
ATR	0.0065	0.0065	0.0000	-0.3%	0.0000
Volume	62,193	68,517	6,324	10.2%	341,687

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7714	0.7588
R3	0.7688	0.7652	0.7571
R2	0.7625	0.7625	0.7565
R1	0.7589	0.7589	0.7559	0.7576
PP	0.7563	0.7563	0.7563	0.7556
S1	0.7527	0.7527	0.7548	0.7514
S2	0.7501	0.7501	0.7542
S3	0.7438	0.7465	0.7536
S4	0.7376	0.7402	0.7519

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	0.7614	0.7511	0.0103	1.4%	0.0060	0.8%	42%	False	False	72,080
10	0.7668	0.7511	0.0158	2.1%	0.0066	0.9%	27%	False	False	71,582
20	0.7696	0.7511	0.0186	2.5%	0.0064	0.8%	23%	False	False	68,485
40	0.7838	0.7511	0.0328	4.3%	0.0062	0.8%	13%	False	False	36,251
60	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	13%	False	False	24,250
80	0.7868	0.7511	0.0358	4.7%	0.0062	0.8%	12%	False	False	18,268
100	0.7899	0.7511	0.0389	5.1%	0.0061	0.8%	11%	False	False	14,651
120	0.8000	0.7511	0.0490	6.5%	0.0059	0.8%	9%	False	False	12,230

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7865
2.618	0.7763
1.618	0.7700
1.000	0.7661
0.618	0.7638
HIGH	0.7599
0.618	0.7575
0.500	0.7568
0.382	0.7560
LOW	0.7537
0.618	0.7498
1.000	0.7474
1.618	0.7435
2.618	0.7373
4.250	0.7271

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	0.7568	0.7562
PP	0.7563	0.7559
S1	0.7558	0.7556

Download as Excel Spreadsheet

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

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