CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	0.7509	0.7501	-0.0008	-0.1%	0.7400
High	0.7546	0.7557	0.0011	0.1%	0.7546
Low	0.7509	0.7488	-0.0021	-0.3%	0.7388
Close	0.7521	0.7539	0.0019	0.2%	0.7521
Range	0.0036	0.0069	0.0032	87.7%	0.0158
ATR	0.0058	0.0059	0.0001	1.2%	0.0000
Volume	63,559	62,586	-973	-1.5%	408,701

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7705	0.7577
R3	0.7665	0.7636	0.7558
R2	0.7596	0.7596	0.7552
R1	0.7568	0.7568	0.7545	0.7582
PP	0.7528	0.7528	0.7528	0.7535
S1	0.7499	0.7499	0.7533	0.7514
S2	0.7459	0.7459	0.7526
S3	0.7391	0.7431	0.7520
S4	0.7322	0.7362	0.7501

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7896	0.7607
R3	0.7800	0.7739	0.7564
R2	0.7642	0.7642	0.7549
R1	0.7581	0.7581	0.7535	0.7612
PP	0.7485	0.7485	0.7485	0.7500
S1	0.7424	0.7424	0.7506	0.7454
S2	0.7327	0.7327	0.7492
S3	0.7170	0.7266	0.7477
S4	0.7012	0.7109	0.7434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7557	0.7419	0.0137	1.8%	0.0062	0.8%	87%	True	False	78,798
10	0.7557	0.7388	0.0169	2.2%	0.0060	0.8%	90%	True	False	73,475
20	0.7557	0.7361	0.0196	2.6%	0.0062	0.8%	91%	True	False	76,089
40	0.7704	0.7361	0.0343	4.5%	0.0057	0.8%	52%	False	False	74,265
60	0.7704	0.7361	0.0343	4.5%	0.0060	0.8%	52%	False	False	70,966
80	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	37%	False	False	53,628
100	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	37%	False	False	42,952
120	0.7868	0.7361	0.0508	6.7%	0.0061	0.8%	35%	False	False	35,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7848
2.618	0.7736
1.618	0.7667
1.000	0.7625
0.618	0.7599
HIGH	0.7557
0.618	0.7530
0.500	0.7522
0.382	0.7514
LOW	0.7488
0.618	0.7446
1.000	0.7420
1.618	0.7377
2.618	0.7309
4.250	0.7197

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	0.7533	0.7526
PP	0.7528	0.7513
S1	0.7522	0.7500

Download as Excel Spreadsheet

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

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