CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	0.7466	0.7481	0.0015	0.2%	0.7461
High	0.7472	0.7500	0.0028	0.4%	0.7491
Low	0.7428	0.7455	0.0028	0.4%	0.7428
Close	0.7460	0.7484	0.0023	0.3%	0.7460
Range	0.0045	0.0045	0.0001	1.1%	0.0064
ATR	0.0052	0.0051	0.0000	-0.9%	0.0000
Volume	88,244	56,238	-32,006	-36.3%	347,099

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7594	0.7508
R3	0.7570	0.7549	0.7496
R2	0.7525	0.7525	0.7492
R1	0.7504	0.7504	0.7488	0.7514
PP	0.7480	0.7480	0.7480	0.7485
S1	0.7459	0.7459	0.7479	0.7469
S2	0.7434	0.7434	0.7475
S3	0.7389	0.7414	0.7471
S4	0.7344	0.7369	0.7459

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7619	0.7495
R3	0.7587	0.7555	0.7477
R2	0.7523	0.7523	0.7472
R1	0.7492	0.7492	0.7466	0.7476
PP	0.7460	0.7460	0.7460	0.7452
S1	0.7428	0.7428	0.7454	0.7412
S2	0.7396	0.7396	0.7448
S3	0.7333	0.7365	0.7443
S4	0.7269	0.7301	0.7425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7500	0.7428	0.0073	1.0%	0.0038	0.5%	77%	True	False	69,239
10	0.7518	0.7428	0.0090	1.2%	0.0037	0.5%	62%	False	False	69,455
20	0.7704	0.7428	0.0276	3.7%	0.0051	0.7%	20%	False	False	72,143
40	0.7704	0.7428	0.0276	3.7%	0.0058	0.8%	20%	False	False	69,332
60	0.7838	0.7428	0.0411	5.5%	0.0058	0.8%	14%	False	False	47,075
80	0.7838	0.7428	0.0411	5.5%	0.0058	0.8%	14%	False	False	35,368
100	0.7868	0.7428	0.0441	5.9%	0.0060	0.8%	13%	False	False	28,359
120	0.7899	0.7428	0.0472	6.3%	0.0059	0.8%	12%	False	False	23,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7691
2.618	0.7618
1.618	0.7573
1.000	0.7545
0.618	0.7528
HIGH	0.7500
0.618	0.7483
0.500	0.7478
0.382	0.7472
LOW	0.7455
0.618	0.7427
1.000	0.7410
1.618	0.7382
2.618	0.7337
4.250	0.7264

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	0.7482	0.7477
PP	0.7480	0.7470
S1	0.7478	0.7464

Download as Excel Spreadsheet

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

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