CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	0.7561	0.7499	-0.0063	-0.8%	0.7615
High	0.7565	0.7530	-0.0035	-0.5%	0.7704
Low	0.7491	0.7467	-0.0024	-0.3%	0.7491
Close	0.7500	0.7479	-0.0021	-0.3%	0.7500
Range	0.0074	0.0063	-0.0011	-14.9%	0.0213
ATR	0.0066	0.0066	0.0000	-0.4%	0.0000
Volume	99,229	72,833	-26,396	-26.6%	391,098

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7643	0.7514
R3	0.7618	0.7580	0.7496
R2	0.7555	0.7555	0.7491
R1	0.7517	0.7517	0.7485	0.7504
PP	0.7492	0.7492	0.7492	0.7485
S1	0.7454	0.7454	0.7473	0.7441
S2	0.7429	0.7429	0.7467
S3	0.7366	0.7391	0.7462
S4	0.7303	0.7328	0.7444

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8065	0.7617
R3	0.7991	0.7852	0.7558
R2	0.7778	0.7778	0.7539
R1	0.7639	0.7639	0.7519	0.7602
PP	0.7565	0.7565	0.7565	0.7546
S1	0.7426	0.7426	0.7480	0.7389
S2	0.7352	0.7352	0.7460
S3	0.7139	0.7213	0.7441
S4	0.6926	0.7000	0.7382

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7704	0.7467	0.0237	3.2%	0.0075	1.0%	5%	False	True	82,372
10	0.7704	0.7467	0.0237	3.2%	0.0066	0.9%	5%	False	True	74,830
20	0.7704	0.7467	0.0237	3.2%	0.0066	0.9%	5%	False	True	73,703
40	0.7804	0.7467	0.0337	4.5%	0.0064	0.9%	4%	False	True	53,113
60	0.7838	0.7467	0.0372	5.0%	0.0062	0.8%	3%	False	True	35,544
80	0.7838	0.7467	0.0372	5.0%	0.0062	0.8%	3%	False	True	26,707
100	0.7899	0.7467	0.0433	5.8%	0.0063	0.8%	3%	False	True	21,438
120	0.7899	0.7467	0.0433	5.8%	0.0060	0.8%	3%	False	True	17,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7797
2.618	0.7694
1.618	0.7631
1.000	0.7593
0.618	0.7568
HIGH	0.7530
0.618	0.7505
0.500	0.7498
0.382	0.7491
LOW	0.7467
0.618	0.7428
1.000	0.7403
1.618	0.7365
2.618	0.7302
4.250	0.7199

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	0.7498	0.7546
PP	0.7492	0.7524
S1	0.7485	0.7501

Download as Excel Spreadsheet

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

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