CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	0.7461	0.7457	-0.0004	-0.1%	0.7499
High	0.7479	0.7491	0.0012	0.2%	0.7530
Low	0.7452	0.7451	-0.0001	0.0%	0.7447
Close	0.7453	0.7473	0.0021	0.3%	0.7471
Range	0.0028	0.0041	0.0013	47.3%	0.0083
ATR	0.0057	0.0056	-0.0001	-2.0%	0.0000
Volume	57,141	78,570	21,429	37.5%	364,052

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7574	0.7495
R3	0.7553	0.7533	0.7484
R2	0.7512	0.7512	0.7480
R1	0.7493	0.7493	0.7477	0.7502
PP	0.7472	0.7472	0.7472	0.7476
S1	0.7452	0.7452	0.7469	0.7462
S2	0.7431	0.7431	0.7466
S3	0.7391	0.7412	0.7462
S4	0.7350	0.7371	0.7451

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7683	0.7516
R3	0.7647	0.7600	0.7493
R2	0.7565	0.7565	0.7486
R1	0.7518	0.7518	0.7478	0.7500
PP	0.7482	0.7482	0.7482	0.7474
S1	0.7435	0.7435	0.7463	0.7418
S2	0.7400	0.7400	0.7455
S3	0.7317	0.7353	0.7448
S4	0.7235	0.7270	0.7425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7514	0.7447	0.0066	0.9%	0.0037	0.5%	39%	False	False	72,386
10	0.7692	0.7447	0.0245	3.3%	0.0050	0.7%	11%	False	False	77,336
20	0.7704	0.7447	0.0256	3.4%	0.0056	0.7%	10%	False	False	73,356
40	0.7804	0.7447	0.0356	4.8%	0.0061	0.8%	7%	False	False	63,526
60	0.7838	0.7447	0.0391	5.2%	0.0059	0.8%	7%	False	False	42,634
80	0.7838	0.7447	0.0391	5.2%	0.0060	0.8%	7%	False	False	32,031
100	0.7868	0.7447	0.0421	5.6%	0.0061	0.8%	6%	False	False	25,691
120	0.7899	0.7447	0.0452	6.0%	0.0059	0.8%	6%	False	False	21,436

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

Fibonacci Retracements and Extensions
4.250	0.7663
2.618	0.7597
1.618	0.7557
1.000	0.7532
0.618	0.7516
HIGH	0.7491
0.618	0.7476
0.500	0.7471
0.382	0.7466
LOW	0.7451
0.618	0.7425
1.000	0.7410
1.618	0.7385
2.618	0.7344
4.250	0.7278

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	0.7472	0.7472
PP	0.7472	0.7471
S1	0.7471	0.7470

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols