CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	0.7408	0.7450	0.0043	0.6%	0.7398
High	0.7472	0.7476	0.0004	0.1%	0.7465
Low	0.7402	0.7427	0.0026	0.3%	0.7361
Close	0.7450	0.7442	-0.0008	-0.1%	0.7406
Range	0.0071	0.0049	-0.0022	-30.5%	0.0104
ATR	0.0058	0.0057	-0.0001	-1.1%	0.0000
Volume	70,628	70,804	176	0.2%	357,106

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7568	0.7469
R3	0.7546	0.7519	0.7455
R2	0.7497	0.7497	0.7451
R1	0.7470	0.7470	0.7446	0.7459
PP	0.7448	0.7448	0.7448	0.7443
S1	0.7421	0.7421	0.7438	0.7410
S2	0.7399	0.7399	0.7433
S3	0.7350	0.7372	0.7429
S4	0.7301	0.7323	0.7415

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	0.7476	0.7374	0.0103	1.4%	0.0057	0.8%	67%	True	False	69,322
10	0.7542	0.7361	0.0181	2.4%	0.0065	0.9%	45%	False	False	81,892
20	0.7542	0.7361	0.0181	2.4%	0.0052	0.7%	45%	False	False	75,089
40	0.7704	0.7361	0.0343	4.6%	0.0058	0.8%	24%	False	False	74,059
60	0.7804	0.7361	0.0443	6.0%	0.0060	0.8%	18%	False	False	61,518
80	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	17%	False	False	46,242
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	17%	False	False	37,033
120	0.7899	0.7361	0.0539	7.2%	0.0060	0.8%	15%	False	False	30,918

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7604
1.618	0.7555
1.000	0.7525
0.618	0.7506
HIGH	0.7476
0.618	0.7457
0.500	0.7452
0.382	0.7446
LOW	0.7427
0.618	0.7397
1.000	0.7378
1.618	0.7348
2.618	0.7299
4.250	0.7219

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	0.7452	0.7436
PP	0.7448	0.7431
S1	0.7445	0.7425

Download as Excel Spreadsheet

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

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