CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	0.7497	0.7491	-0.0006	-0.1%	0.7615
High	0.7518	0.7514	-0.0004	-0.1%	0.7704
Low	0.7482	0.7474	-0.0008	-0.1%	0.7491
Close	0.7495	0.7482	-0.0012	-0.2%	0.7500
Range	0.0036	0.0040	0.0004	11.1%	0.0213
ATR	0.0064	0.0062	-0.0002	-2.7%	0.0000
Volume	64,997	69,301	4,304	6.6%	391,098

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7586	0.7504
R3	0.7570	0.7546	0.7493
R2	0.7530	0.7530	0.7489
R1	0.7506	0.7506	0.7486	0.7498
PP	0.7490	0.7490	0.7490	0.7486
S1	0.7466	0.7466	0.7478	0.7458
S2	0.7450	0.7450	0.7475
S3	0.7410	0.7426	0.7471
S4	0.7370	0.7386	0.7460

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	0.7626	0.7467	0.0159	2.1%	0.0056	0.7%	10%	False	False	75,704
10	0.7704	0.7467	0.0237	3.2%	0.0062	0.8%	7%	False	False	74,915
20	0.7704	0.7467	0.0237	3.2%	0.0061	0.8%	7%	False	False	72,233
40	0.7804	0.7467	0.0337	4.5%	0.0064	0.9%	5%	False	False	56,454
60	0.7838	0.7467	0.0372	5.0%	0.0061	0.8%	4%	False	False	37,778
80	0.7838	0.7467	0.0372	5.0%	0.0061	0.8%	4%	False	False	28,384
100	0.7899	0.7467	0.0433	5.8%	0.0061	0.8%	4%	False	False	22,776
120	0.7899	0.7467	0.0433	5.8%	0.0060	0.8%	4%	False	False	19,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7618
1.618	0.7578
1.000	0.7554
0.618	0.7538
HIGH	0.7514
0.618	0.7498
0.500	0.7494
0.382	0.7489
LOW	0.7474
0.618	0.7449
1.000	0.7434
1.618	0.7409
2.618	0.7369
4.250	0.7304

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	0.7494	0.7498
PP	0.7490	0.7493
S1	0.7486	0.7487

Download as Excel Spreadsheet

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

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