CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	0.7398	0.7408	0.0010	0.1%	0.7398
High	0.7413	0.7472	0.0059	0.8%	0.7465
Low	0.7374	0.7402	0.0028	0.4%	0.7361
Close	0.7406	0.7450	0.0044	0.6%	0.7406
Range	0.0040	0.0071	0.0031	78.5%	0.0104
ATR	0.0057	0.0058	0.0001	1.7%	0.0000
Volume	69,064	70,628	1,564	2.3%	357,106

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7653	0.7622	0.7488
R3	0.7582	0.7551	0.7469
R2	0.7512	0.7512	0.7462
R1	0.7481	0.7481	0.7456	0.7496
PP	0.7441	0.7441	0.7441	0.7449
S1	0.7410	0.7410	0.7443	0.7426
S2	0.7370	0.7370	0.7437
S3	0.7300	0.7339	0.7430
S4	0.7229	0.7269	0.7411

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7668	0.7463
R3	0.7618	0.7564	0.7434
R2	0.7514	0.7514	0.7425
R1	0.7460	0.7460	0.7415	0.7487
PP	0.7410	0.7410	0.7410	0.7424
S1	0.7356	0.7356	0.7396	0.7383
S2	0.7306	0.7306	0.7386
S3	0.7202	0.7252	0.7377
S4	0.7098	0.7148	0.7348

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7472	0.7374	0.0099	1.3%	0.0059	0.8%	77%	True	False	70,064
10	0.7542	0.7361	0.0181	2.4%	0.0066	0.9%	49%	False	False	80,141
20	0.7542	0.7361	0.0181	2.4%	0.0052	0.7%	49%	False	False	74,798
40	0.7704	0.7361	0.0343	4.6%	0.0059	0.8%	26%	False	False	74,250
60	0.7804	0.7361	0.0443	5.9%	0.0060	0.8%	20%	False	False	60,342
80	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	19%	False	False	45,358
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	19%	False	False	36,325
120	0.7899	0.7361	0.0539	7.2%	0.0061	0.8%	17%	False	False	30,331

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	0.0012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7657
1.618	0.7586
1.000	0.7543
0.618	0.7516
HIGH	0.7472
0.618	0.7445
0.500	0.7437
0.382	0.7428
LOW	0.7402
0.618	0.7358
1.000	0.7331
1.618	0.7287
2.618	0.7217
4.250	0.7102

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	0.7445	0.7441
PP	0.7441	0.7432
S1	0.7437	0.7423

Download as Excel Spreadsheet

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

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