CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	0.7398	0.7382	-0.0016	-0.2%	0.7481
High	0.7400	0.7441	0.0041	0.6%	0.7542
Low	0.7361	0.7380	0.0020	0.3%	0.7382
Close	0.7377	0.7429	0.0052	0.7%	0.7383
Range	0.0039	0.0061	0.0021	55.1%	0.0159
ATR	0.0057	0.0058	0.0000	0.8%	0.0000
Volume	77,414	74,514	-2,900	-3.7%	429,922

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7574	0.7462
R3	0.7537	0.7513	0.7445
R2	0.7477	0.7477	0.7440
R1	0.7453	0.7453	0.7434	0.7465
PP	0.7416	0.7416	0.7416	0.7422
S1	0.7392	0.7392	0.7423	0.7404
S2	0.7356	0.7356	0.7417
S3	0.7295	0.7332	0.7412
S4	0.7235	0.7271	0.7395

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7808	0.7471
R3	0.7754	0.7648	0.7427
R2	0.7595	0.7595	0.7412
R1	0.7489	0.7489	0.7398	0.7462
PP	0.7436	0.7436	0.7436	0.7422
S1	0.7330	0.7330	0.7368	0.7303
S2	0.7276	0.7276	0.7354
S3	0.7117	0.7170	0.7339
S4	0.6957	0.7011	0.7295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7542	0.7361	0.0181	2.4%	0.0073	1.0%	38%	False	False	94,463
10	0.7542	0.7361	0.0181	2.4%	0.0057	0.8%	38%	False	False	79,323
20	0.7692	0.7361	0.0332	4.5%	0.0054	0.7%	21%	False	False	78,330
40	0.7704	0.7361	0.0343	4.6%	0.0060	0.8%	20%	False	False	74,192
60	0.7804	0.7361	0.0443	6.0%	0.0059	0.8%	15%	False	False	55,771
80	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	14%	False	False	41,920
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	14%	False	False	33,571
120	0.7899	0.7361	0.0539	7.2%	0.0060	0.8%	13%	False	False	28,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7698
2.618	0.7599
1.618	0.7538
1.000	0.7501
0.618	0.7478
HIGH	0.7441
0.618	0.7417
0.500	0.7410
0.382	0.7403
LOW	0.7380
0.618	0.7343
1.000	0.7320
1.618	0.7282
2.618	0.7222
4.250	0.7123

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	0.7422	0.7419
PP	0.7416	0.7410
S1	0.7410	0.7401

Download as Excel Spreadsheet

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

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