CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	0.7480	0.7525	0.0046	0.6%	0.7461
High	0.7529	0.7542	0.0012	0.2%	0.7491
Low	0.7470	0.7394	-0.0076	-1.0%	0.7428
Close	0.7511	0.7460	-0.0050	-0.7%	0.7460
Range	0.0060	0.0148	0.0088	148.7%	0.0064
ATR	0.0052	0.0059	0.0007	13.3%	0.0000
Volume	53,296	144,870	91,574	171.8%	347,099

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7833	0.7541
R3	0.7761	0.7685	0.7501
R2	0.7613	0.7613	0.7487
R1	0.7537	0.7537	0.7474	0.7501
PP	0.7465	0.7465	0.7465	0.7447
S1	0.7389	0.7389	0.7446	0.7353
S2	0.7317	0.7317	0.7433
S3	0.7169	0.7241	0.7419
S4	0.7021	0.7093	0.7379

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	0.7542	0.7394	0.0148	2.0%	0.0064	0.9%	45%	True	True	78,849
10	0.7542	0.7394	0.0148	2.0%	0.0050	0.7%	45%	True	True	75,842
20	0.7704	0.7394	0.0310	4.2%	0.0056	0.8%	21%	False	True	75,378
40	0.7704	0.7394	0.0310	4.2%	0.0060	0.8%	21%	False	True	72,231
60	0.7838	0.7394	0.0445	6.0%	0.0059	0.8%	15%	False	True	50,366
80	0.7838	0.7394	0.0445	6.0%	0.0059	0.8%	15%	False	True	37,843
100	0.7868	0.7394	0.0475	6.4%	0.0061	0.8%	14%	False	True	30,334
120	0.7899	0.7394	0.0506	6.8%	0.0060	0.8%	13%	False	True	25,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.7929
1.618	0.7781
1.000	0.7690
0.618	0.7633
HIGH	0.7542
0.618	0.7485
0.500	0.7468
0.382	0.7450
LOW	0.7394
0.618	0.7302
1.000	0.7246
1.618	0.7154
2.618	0.7006
4.250	0.6765

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	0.7468	0.7468
PP	0.7465	0.7465
S1	0.7463	0.7463

Download as Excel Spreadsheet

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

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