CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	0.7632	0.7625	-0.0007	-0.1%	0.7541
High	0.7692	0.7626	-0.0067	-0.9%	0.7636
Low	0.7612	0.7560	-0.0053	-0.7%	0.7518
Close	0.7620	0.7565	-0.0055	-0.7%	0.7622
Range	0.0080	0.0066	-0.0014	-17.5%	0.0118
ATR	0.0066	0.0066	0.0000	0.0%	0.0000
Volume	102,210	72,164	-30,046	-29.4%	346,570

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7781	0.7739	0.7601
R3	0.7715	0.7673	0.7583
R2	0.7649	0.7649	0.7577
R1	0.7607	0.7607	0.7571	0.7595
PP	0.7583	0.7583	0.7583	0.7577
S1	0.7541	0.7541	0.7559	0.7529
S2	0.7517	0.7517	0.7553
S3	0.7451	0.7475	0.7547
S4	0.7385	0.7409	0.7529

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	0.7560	0.0144	1.9%	0.0068	0.9%	4%	False	True	74,344
10	0.7704	0.7511	0.0193	2.6%	0.0067	0.9%	28%	False	False	74,451
20	0.7704	0.7511	0.0193	2.6%	0.0067	0.9%	28%	False	False	72,287
40	0.7804	0.7511	0.0293	3.9%	0.0064	0.8%	19%	False	False	48,833
60	0.7838	0.7511	0.0328	4.3%	0.0062	0.8%	17%	False	False	32,685
80	0.7838	0.7511	0.0328	4.3%	0.0062	0.8%	17%	False	False	24,558
100	0.7899	0.7511	0.0389	5.1%	0.0062	0.8%	14%	False	False	19,719
120	0.7980	0.7511	0.0470	6.2%	0.0061	0.8%	12%	False	False	16,456

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7906
2.618	0.7798
1.618	0.7732
1.000	0.7692
0.618	0.7666
HIGH	0.7626
0.618	0.7600
0.500	0.7593
0.382	0.7585
LOW	0.7560
0.618	0.7519
1.000	0.7494
1.618	0.7453
2.618	0.7387
4.250	0.7279

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	0.7593	0.7632
PP	0.7583	0.7609
S1	0.7574	0.7587

Download as Excel Spreadsheet

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

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