CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	0.7450	0.7444	-0.0006	-0.1%	0.7398
High	0.7476	0.7450	-0.0026	-0.3%	0.7465
Low	0.7427	0.7399	-0.0029	-0.4%	0.7361
Close	0.7442	0.7414	-0.0029	-0.4%	0.7406
Range	0.0049	0.0052	0.0003	5.1%	0.0104
ATR	0.0057	0.0057	0.0000	-0.7%	0.0000
Volume	70,804	61,469	-9,335	-13.2%	357,106

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7546	0.7442
R3	0.7524	0.7494	0.7428
R2	0.7472	0.7472	0.7423
R1	0.7443	0.7443	0.7418	0.7432
PP	0.7421	0.7421	0.7421	0.7415
S1	0.7391	0.7391	0.7409	0.7380
S2	0.7369	0.7369	0.7404
S3	0.7318	0.7340	0.7399
S4	0.7266	0.7288	0.7385

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%	0.0056	0.8%	39%	False	False	67,560
10	0.7476	0.7361	0.0116	1.6%	0.0056	0.7%	46%	False	False	73,552
20	0.7542	0.7361	0.0181	2.4%	0.0053	0.7%	29%	False	False	74,697
40	0.7704	0.7361	0.0343	4.6%	0.0057	0.8%	15%	False	False	73,465
60	0.7804	0.7361	0.0443	6.0%	0.0060	0.8%	12%	False	False	62,535
80	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	11%	False	False	47,008
100	0.7838	0.7361	0.0478	6.4%	0.0060	0.8%	11%	False	False	37,646
120	0.7899	0.7361	0.0539	7.3%	0.0060	0.8%	10%	False	False	31,429

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7585
1.618	0.7533
1.000	0.7502
0.618	0.7482
HIGH	0.7450
0.618	0.7430
0.500	0.7424
0.382	0.7418
LOW	0.7399
0.618	0.7367
1.000	0.7347
1.618	0.7315
2.618	0.7264
4.250	0.7180

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	0.7424	0.7437
PP	0.7421	0.7429
S1	0.7417	0.7421

Download as Excel Spreadsheet

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

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