CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	0.7444	0.7412	-0.0032	-0.4%	0.7408
High	0.7450	0.7434	-0.0016	-0.2%	0.7476
Low	0.7399	0.7390	-0.0009	-0.1%	0.7390
Close	0.7414	0.7398	-0.0016	-0.2%	0.7398
Range	0.0052	0.0044	-0.0007	-13.6%	0.0086
ATR	0.0057	0.0056	-0.0001	-1.6%	0.0000
Volume	61,469	60,567	-902	-1.5%	263,468

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7514	0.7422
R3	0.7496	0.7469	0.7410
R2	0.7452	0.7452	0.7406
R1	0.7425	0.7425	0.7402	0.7416
PP	0.7407	0.7407	0.7407	0.7403
S1	0.7380	0.7380	0.7394	0.7372
S2	0.7363	0.7363	0.7390
S3	0.7318	0.7336	0.7386
S4	0.7274	0.7291	0.7374

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7626	0.7446
R3	0.7594	0.7539	0.7422
R2	0.7508	0.7508	0.7414
R1	0.7453	0.7453	0.7406	0.7437
PP	0.7421	0.7421	0.7421	0.7413
S1	0.7366	0.7366	0.7390	0.7351
S2	0.7335	0.7335	0.7382
S3	0.7248	0.7280	0.7374
S4	0.7162	0.7193	0.7350

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%	0.0051	0.7%	24%	False	False	66,506
10	0.7476	0.7361	0.0116	1.6%	0.0053	0.7%	32%	False	False	70,815
20	0.7542	0.7361	0.0181	2.4%	0.0053	0.7%	21%	False	False	74,200
40	0.7704	0.7361	0.0343	4.6%	0.0056	0.8%	11%	False	False	72,814
60	0.7804	0.7361	0.0443	6.0%	0.0060	0.8%	8%	False	False	63,524
80	0.7838	0.7361	0.0478	6.5%	0.0059	0.8%	8%	False	False	47,762
100	0.7838	0.7361	0.0478	6.5%	0.0060	0.8%	8%	False	False	38,250
120	0.7899	0.7361	0.0539	7.3%	0.0060	0.8%	7%	False	False	31,931

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7623
2.618	0.7550
1.618	0.7506
1.000	0.7478
0.618	0.7462
HIGH	0.7434
0.618	0.7417
0.500	0.7412
0.382	0.7406
LOW	0.7390
0.618	0.7362
1.000	0.7345
1.618	0.7318
2.618	0.7273
4.250	0.7200

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	0.7412	0.7433
PP	0.7407	0.7421
S1	0.7403	0.7410

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

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