CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	0.7457	0.7472	0.0015	0.2%	0.7499
High	0.7491	0.7488	-0.0004	0.0%	0.7530
Low	0.7451	0.7452	0.0001	0.0%	0.7447
Close	0.7473	0.7466	-0.0008	-0.1%	0.7471
Range	0.0041	0.0036	-0.0005	-11.1%	0.0083
ATR	0.0056	0.0054	-0.0001	-2.5%	0.0000
Volume	78,570	71,545	-7,025	-8.9%	364,052

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7557	0.7485
R3	0.7540	0.7521	0.7475
R2	0.7504	0.7504	0.7472
R1	0.7485	0.7485	0.7469	0.7477
PP	0.7468	0.7468	0.7468	0.7464
S1	0.7449	0.7449	0.7462	0.7441
S2	0.7432	0.7432	0.7459
S3	0.7396	0.7413	0.7456
S4	0.7360	0.7377	0.7446

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	0.7492	0.7447	0.0045	0.6%	0.0036	0.5%	41%	False	False	72,835
10	0.7626	0.7447	0.0178	2.4%	0.0046	0.6%	10%	False	False	74,270
20	0.7704	0.7447	0.0256	3.4%	0.0055	0.7%	7%	False	False	73,903
40	0.7786	0.7447	0.0339	4.5%	0.0060	0.8%	5%	False	False	65,223
60	0.7838	0.7447	0.0391	5.2%	0.0059	0.8%	5%	False	False	43,822
80	0.7838	0.7447	0.0391	5.2%	0.0060	0.8%	5%	False	False	32,924
100	0.7868	0.7447	0.0421	5.6%	0.0061	0.8%	4%	False	False	26,404
120	0.7899	0.7447	0.0452	6.1%	0.0059	0.8%	4%	False	False	22,032

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

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7582
1.618	0.7546
1.000	0.7523
0.618	0.7510
HIGH	0.7488
0.618	0.7474
0.500	0.7470
0.382	0.7465
LOW	0.7452
0.618	0.7429
1.000	0.7416
1.618	0.7393
2.618	0.7357
4.250	0.7299

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	0.7470	0.7471
PP	0.7468	0.7469
S1	0.7467	0.7467

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

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