CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	0.7491	0.7480	-0.0011	-0.2%	0.7615
High	0.7514	0.7492	-0.0022	-0.3%	0.7704
Low	0.7474	0.7461	-0.0013	-0.2%	0.7491
Close	0.7482	0.7464	-0.0018	-0.2%	0.7500
Range	0.0040	0.0031	-0.0009	-22.5%	0.0213
ATR	0.0062	0.0060	-0.0002	-3.6%	0.0000
Volume	69,301	70,515	1,214	1.8%	391,098

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7565	0.7546	0.7481
R3	0.7534	0.7515	0.7473
R2	0.7503	0.7503	0.7470
R1	0.7484	0.7484	0.7467	0.7478
PP	0.7472	0.7472	0.7472	0.7470
S1	0.7453	0.7453	0.7461	0.7447
S2	0.7441	0.7441	0.7458
S3	0.7410	0.7422	0.7455
S4	0.7379	0.7391	0.7447

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	0.7565	0.7461	0.0104	1.4%	0.0049	0.7%	3%	False	True	75,375
10	0.7704	0.7461	0.0243	3.2%	0.0059	0.8%	1%	False	True	74,859
20	0.7704	0.7461	0.0243	3.2%	0.0059	0.8%	1%	False	True	71,428
40	0.7804	0.7461	0.0343	4.6%	0.0064	0.9%	1%	False	True	58,186
60	0.7838	0.7461	0.0377	5.1%	0.0061	0.8%	1%	False	True	38,949
80	0.7838	0.7461	0.0377	5.1%	0.0061	0.8%	1%	False	True	29,263
100	0.7899	0.7461	0.0438	5.9%	0.0061	0.8%	1%	False	True	23,477
120	0.7899	0.7461	0.0438	5.9%	0.0060	0.8%	1%	False	True	19,591

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7573
1.618	0.7542
1.000	0.7523
0.618	0.7511
HIGH	0.7492
0.618	0.7480
0.500	0.7477
0.382	0.7473
LOW	0.7461
0.618	0.7442
1.000	0.7430
1.618	0.7411
2.618	0.7380
4.250	0.7329

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	0.7477	0.7489
PP	0.7472	0.7481
S1	0.7468	0.7472

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

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