CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	0.7619	0.7632	0.0014	0.2%	0.7541
High	0.7704	0.7692	-0.0012	-0.1%	0.7636
Low	0.7614	0.7612	-0.0001	0.0%	0.7518
Close	0.7629	0.7620	-0.0009	-0.1%	0.7622
Range	0.0090	0.0080	-0.0010	-11.1%	0.0118
ATR	0.0064	0.0066	0.0001	1.7%	0.0000
Volume	65,426	102,210	36,784	56.2%	346,570

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7830	0.7664
R3	0.7801	0.7750	0.7642
R2	0.7721	0.7721	0.7634
R1	0.7670	0.7670	0.7627	0.7656
PP	0.7641	0.7641	0.7641	0.7634
S1	0.7590	0.7590	0.7612	0.7576
S2	0.7561	0.7561	0.7605
S3	0.7481	0.7510	0.7598
S4	0.7401	0.7430	0.7576

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7903	0.7687
R3	0.7829	0.7785	0.7655
R2	0.7710	0.7710	0.7644
R1	0.7666	0.7666	0.7633	0.7688
PP	0.7592	0.7592	0.7592	0.7603
S1	0.7548	0.7548	0.7611	0.7570
S2	0.7473	0.7473	0.7600
S3	0.7355	0.7429	0.7589
S4	0.7236	0.7311	0.7557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7704	0.7518	0.0186	2.4%	0.0069	0.9%	55%	False	False	74,126
10	0.7704	0.7511	0.0193	2.5%	0.0065	0.9%	56%	False	False	73,535
20	0.7704	0.7511	0.0193	2.5%	0.0066	0.9%	56%	False	False	71,611
40	0.7804	0.7511	0.0293	3.8%	0.0063	0.8%	37%	False	False	47,040
60	0.7838	0.7511	0.0328	4.3%	0.0062	0.8%	33%	False	False	31,485
80	0.7838	0.7511	0.0328	4.3%	0.0062	0.8%	33%	False	False	23,657
100	0.7899	0.7511	0.0389	5.1%	0.0062	0.8%	28%	False	False	18,999
120	0.7988	0.7511	0.0478	6.3%	0.0060	0.8%	23%	False	False	15,854

Crabel Price Patterns
NR	True
NR4	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7901
1.618	0.7821
1.000	0.7772
0.618	0.7741
HIGH	0.7692
0.618	0.7661
0.500	0.7652
0.382	0.7643
LOW	0.7612
0.618	0.7563
1.000	0.7532
1.618	0.7483
2.618	0.7403
4.250	0.7272

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	0.7652	0.7646
PP	0.7641	0.7637
S1	0.7630	0.7628

Download as Excel Spreadsheet

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

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