CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	0.7597	0.7546	-0.0052	-0.7%	0.7626
High	0.7599	0.7573	-0.0026	-0.3%	0.7657
Low	0.7537	0.7529	-0.0008	-0.1%	0.7511
Close	0.7554	0.7549	-0.0005	-0.1%	0.7534
Range	0.0062	0.0045	-0.0018	-28.8%	0.0146
ATR	0.0065	0.0064	-0.0001	-2.3%	0.0000
Volume	68,517	64,935	-3,582	-5.2%	341,687

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7684	0.7661	0.7573
R3	0.7639	0.7616	0.7561
R2	0.7595	0.7595	0.7557
R1	0.7572	0.7572	0.7553	0.7583
PP	0.7550	0.7550	0.7550	0.7556
S1	0.7527	0.7527	0.7545	0.7539
S2	0.7506	0.7506	0.7541
S3	0.7461	0.7483	0.7537
S4	0.7417	0.7438	0.7525

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%	0.0061	0.8%	37%	False	False	72,945
10	0.7668	0.7511	0.0158	2.1%	0.0060	0.8%	24%	False	False	69,551
20	0.7696	0.7511	0.0186	2.5%	0.0063	0.8%	21%	False	False	69,084
40	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	12%	False	False	37,860
60	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	12%	False	False	25,331
80	0.7868	0.7511	0.0358	4.7%	0.0062	0.8%	11%	False	False	19,073
100	0.7899	0.7511	0.0389	5.1%	0.0061	0.8%	10%	False	False	15,300
120	0.8000	0.7511	0.0490	6.5%	0.0059	0.8%	8%	False	False	12,768

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7690
1.618	0.7645
1.000	0.7618
0.618	0.7601
HIGH	0.7573
0.618	0.7556
0.500	0.7551
0.382	0.7545
LOW	0.7529
0.618	0.7501
1.000	0.7484
1.618	0.7456
2.618	0.7412
4.250	0.7339

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	0.7551	0.7571
PP	0.7550	0.7564
S1	0.7550	0.7556

Download as Excel Spreadsheet

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

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