CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	0.7481	0.7480	-0.0001	0.0%	0.7461
High	0.7500	0.7529	0.0029	0.4%	0.7491
Low	0.7455	0.7470	0.0015	0.2%	0.7428
Close	0.7484	0.7511	0.0027	0.4%	0.7460
Range	0.0045	0.0060	0.0015	32.2%	0.0064
ATR	0.0051	0.0052	0.0001	1.2%	0.0000
Volume	56,238	53,296	-2,942	-5.2%	347,099

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7656	0.7543
R3	0.7622	0.7596	0.7527
R2	0.7563	0.7563	0.7521
R1	0.7537	0.7537	0.7516	0.7550
PP	0.7503	0.7503	0.7503	0.7510
S1	0.7477	0.7477	0.7505	0.7490
S2	0.7443	0.7443	0.7500
S3	0.7384	0.7417	0.7494
S4	0.7324	0.7358	0.7478

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	0.7529	0.7428	0.0102	1.4%	0.0042	0.6%	82%	True	False	64,184
10	0.7529	0.7428	0.0102	1.4%	0.0039	0.5%	82%	True	False	68,285
20	0.7704	0.7428	0.0276	3.7%	0.0051	0.7%	30%	False	False	71,382
40	0.7704	0.7428	0.0276	3.7%	0.0057	0.8%	30%	False	False	69,933
60	0.7838	0.7428	0.0411	5.5%	0.0058	0.8%	20%	False	False	47,961
80	0.7838	0.7428	0.0411	5.5%	0.0058	0.8%	20%	False	False	36,033
100	0.7868	0.7428	0.0441	5.9%	0.0060	0.8%	19%	False	False	28,891
120	0.7899	0.7428	0.0472	6.3%	0.0059	0.8%	18%	False	False	24,106

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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7685
1.618	0.7625
1.000	0.7589
0.618	0.7566
HIGH	0.7529
0.618	0.7506
0.500	0.7499
0.382	0.7492
LOW	0.7470
0.618	0.7433
1.000	0.7410
1.618	0.7373
2.618	0.7314
4.250	0.7217

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	0.7507	0.7500
PP	0.7503	0.7489
S1	0.7499	0.7478

Download as Excel Spreadsheet

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

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