CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	0.7382	0.7436	0.0054	0.7%	0.7481
High	0.7441	0.7462	0.0022	0.3%	0.7542
Low	0.7380	0.7406	0.0026	0.3%	0.7382
Close	0.7429	0.7443	0.0015	0.2%	0.7383
Range	0.0061	0.0057	-0.0004	-6.6%	0.0159
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	74,514	70,276	-4,238	-5.7%	429,922

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7581	0.7474
R3	0.7550	0.7525	0.7459
R2	0.7493	0.7493	0.7453
R1	0.7468	0.7468	0.7448	0.7481
PP	0.7437	0.7437	0.7437	0.7443
S1	0.7412	0.7412	0.7438	0.7424
S2	0.7380	0.7380	0.7433
S3	0.7324	0.7355	0.7427
S4	0.7267	0.7299	0.7412

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	0.7472	0.7361	0.0111	1.5%	0.0055	0.7%	74%	False	False	79,544
10	0.7542	0.7361	0.0181	2.4%	0.0060	0.8%	46%	False	False	79,196
20	0.7626	0.7361	0.0265	3.6%	0.0053	0.7%	31%	False	False	76,733
40	0.7704	0.7361	0.0343	4.6%	0.0060	0.8%	24%	False	False	74,172
60	0.7804	0.7361	0.0443	6.0%	0.0059	0.8%	19%	False	False	56,938
80	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	17%	False	False	42,797
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	17%	False	False	34,272
120	0.7899	0.7361	0.0539	7.2%	0.0060	0.8%	15%	False	False	28,621

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7610
1.618	0.7553
1.000	0.7519
0.618	0.7497
HIGH	0.7462
0.618	0.7440
0.500	0.7434
0.382	0.7427
LOW	0.7406
0.618	0.7371
1.000	0.7349
1.618	0.7314
2.618	0.7258
4.250	0.7165

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	0.7440	0.7432
PP	0.7437	0.7422
S1	0.7434	0.7411

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

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