CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	0.7472	0.7473	0.0001	0.0%	0.7499
High	0.7488	0.7486	-0.0002	0.0%	0.7530
Low	0.7452	0.7463	0.0011	0.1%	0.7447
Close	0.7466	0.7474	0.0008	0.1%	0.7471
Range	0.0036	0.0023	-0.0013	-36.1%	0.0083
ATR	0.0054	0.0052	-0.0002	-4.1%	0.0000
Volume	71,545	51,599	-19,946	-27.9%	364,052

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7531	0.7486
R3	0.7520	0.7508	0.7480
R2	0.7497	0.7497	0.7478
R1	0.7485	0.7485	0.7476	0.7491
PP	0.7474	0.7474	0.7474	0.7477
S1	0.7462	0.7462	0.7471	0.7468
S2	0.7451	0.7451	0.7469
S3	0.7428	0.7439	0.7467
S4	0.7405	0.7416	0.7461

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%	0.0034	0.5%	59%	False	False	69,052
10	0.7565	0.7447	0.0118	1.6%	0.0042	0.6%	23%	False	False	72,213
20	0.7704	0.7447	0.0256	3.4%	0.0055	0.7%	10%	False	False	73,332
40	0.7765	0.7447	0.0318	4.3%	0.0060	0.8%	8%	False	False	66,360
60	0.7838	0.7447	0.0391	5.2%	0.0058	0.8%	7%	False	False	44,676
80	0.7838	0.7447	0.0391	5.2%	0.0059	0.8%	7%	False	False	33,566
100	0.7868	0.7447	0.0421	5.6%	0.0061	0.8%	6%	False	False	26,917
120	0.7899	0.7447	0.0452	6.0%	0.0059	0.8%	6%	False	False	22,462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7546
1.618	0.7523
1.000	0.7509
0.618	0.7500
HIGH	0.7486
0.618	0.7477
0.500	0.7474
0.382	0.7471
LOW	0.7463
0.618	0.7448
1.000	0.7440
1.618	0.7425
2.618	0.7402
4.250	0.7365

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	0.7474	0.7473
PP	0.7474	0.7472
S1	0.7474	0.7471

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

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