CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	0.7559	0.7578	0.0018	0.2%	0.7501
High	0.7586	0.7605	0.0019	0.2%	0.7605
Low	0.7548	0.7570	0.0022	0.3%	0.7488
Close	0.7582	0.7597	0.0015	0.2%	0.7597
Range	0.0038	0.0035	-0.0003	-7.9%	0.0117
ATR	0.0055	0.0054	-0.0001	-2.6%	0.0000
Volume	66,835	44,315	-22,520	-33.7%	272,035

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7681	0.7616
R3	0.7660	0.7646	0.7606
R2	0.7625	0.7625	0.7603
R1	0.7611	0.7611	0.7600	0.7618
PP	0.7590	0.7590	0.7590	0.7594
S1	0.7576	0.7576	0.7593	0.7583
S2	0.7555	0.7555	0.7590
S3	0.7520	0.7541	0.7587
S4	0.7485	0.7506	0.7577

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7871	0.7661
R3	0.7796	0.7755	0.7629
R2	0.7680	0.7680	0.7618
R1	0.7638	0.7638	0.7607	0.7659
PP	0.7563	0.7563	0.7563	0.7573
S1	0.7522	0.7522	0.7586	0.7542
S2	0.7446	0.7446	0.7575
S3	0.7330	0.7405	0.7564
S4	0.7213	0.7288	0.7532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7605	0.7488	0.0117	1.5%	0.0044	0.6%	93%	True	False	54,407
10	0.7605	0.7388	0.0217	2.9%	0.0054	0.7%	96%	True	False	68,073
20	0.7605	0.7361	0.0244	3.2%	0.0053	0.7%	97%	True	False	69,444
40	0.7704	0.7361	0.0343	4.5%	0.0055	0.7%	69%	False	False	72,833
60	0.7704	0.7361	0.0343	4.5%	0.0058	0.8%	69%	False	False	71,870
80	0.7838	0.7361	0.0478	6.3%	0.0058	0.8%	49%	False	False	56,232
100	0.7838	0.7361	0.0478	6.3%	0.0058	0.8%	49%	False	False	45,041
120	0.7868	0.7361	0.0508	6.7%	0.0060	0.8%	47%	False	False	37,585

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7753
2.618	0.7696
1.618	0.7661
1.000	0.7640
0.618	0.7626
HIGH	0.7605
0.618	0.7591
0.500	0.7587
0.382	0.7583
LOW	0.7570
0.618	0.7548
1.000	0.7534
1.618	0.7513
2.618	0.7478
4.250	0.7421

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	0.7593	0.7585
PP	0.7590	0.7574
S1	0.7587	0.7563

Download as Excel Spreadsheet

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

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