CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 13-Oct-2016

Day Change Summary
	Previous	Current
	12-Oct-2016	13-Oct-2016	Change	Change %	Previous Week
Open	0.7546	0.7538	-0.0008	-0.1%	0.7626
High	0.7573	0.7587	0.0014	0.2%	0.7657
Low	0.7529	0.7518	-0.0011	-0.1%	0.7511
Close	0.7549	0.7585	0.0036	0.5%	0.7534
Range	0.0045	0.0070	0.0025	56.2%	0.0146
ATR	0.0064	0.0064	0.0000	0.6%	0.0000
Volume	64,935	71,074	6,139	9.5%	341,687

Daily Pivots for day following 13-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7772	0.7748	0.7623
R3	0.7702	0.7678	0.7604
R2	0.7633	0.7633	0.7597
R1	0.7609	0.7609	0.7591	0.7621
PP	0.7563	0.7563	0.7563	0.7569
S1	0.7539	0.7539	0.7578	0.7551
S2	0.7494	0.7494	0.7572
S3	0.7424	0.7470	0.7565
S4	0.7355	0.7400	0.7546

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%	0.0067	0.9%	72%	False	False	74,559
10	0.7657	0.7511	0.0146	1.9%	0.0059	0.8%	51%	False	False	67,997
20	0.7696	0.7511	0.0186	2.4%	0.0064	0.8%	40%	False	False	69,944
40	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	23%	False	False	39,631
60	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	23%	False	False	26,513
80	0.7868	0.7511	0.0358	4.7%	0.0063	0.8%	21%	False	False	19,960
100	0.7899	0.7511	0.0389	5.1%	0.0061	0.8%	19%	False	False	16,010
120	0.8000	0.7511	0.0490	6.5%	0.0060	0.8%	15%	False	False	13,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7882
2.618	0.7769
1.618	0.7699
1.000	0.7657
0.618	0.7630
HIGH	0.7587
0.618	0.7560
0.500	0.7552
0.382	0.7544
LOW	0.7518
0.618	0.7475
1.000	0.7448
1.618	0.7405
2.618	0.7336
4.250	0.7222

Fisher Pivots for day following 13-Oct-2016
Pivot	1 day	3 day
R1	0.7574	0.7576
PP	0.7563	0.7567
S1	0.7552	0.7558

Download as Excel Spreadsheet

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

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