CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	0.7615	0.7527	-0.0088	-1.2%	0.7501
High	0.7646	0.7534	-0.0112	-1.5%	0.7605
Low	0.7523	0.7454	-0.0068	-0.9%	0.7488
Close	0.7546	0.7497	-0.0049	-0.6%	0.7597
Range	0.0124	0.0080	-0.0044	-35.2%	0.0117
ATR	0.0055	0.0058	0.0003	4.7%	0.0000
Volume	110,519	94,942	-15,577	-14.1%	272,035

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7696	0.7541
R3	0.7655	0.7616	0.7519
R2	0.7575	0.7575	0.7511
R1	0.7536	0.7536	0.7504	0.7515
PP	0.7495	0.7495	0.7495	0.7485
S1	0.7456	0.7456	0.7489	0.7435
S2	0.7415	0.7415	0.7482
S3	0.7335	0.7376	0.7475
S4	0.7255	0.7296	0.7453

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	0.7646	0.7454	0.0192	2.6%	0.0057	0.8%	22%	False	True	74,182
10	0.7646	0.7454	0.0192	2.6%	0.0051	0.7%	22%	False	True	66,219
20	0.7646	0.7374	0.0273	3.6%	0.0056	0.7%	45%	False	False	70,285
40	0.7646	0.7361	0.0286	3.8%	0.0054	0.7%	48%	False	False	73,509
60	0.7704	0.7361	0.0343	4.6%	0.0058	0.8%	40%	False	False	72,876
80	0.7804	0.7361	0.0443	5.9%	0.0059	0.8%	31%	False	False	60,274
100	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	28%	False	False	48,294
120	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	28%	False	False	40,274

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7874
2.618	0.7743
1.618	0.7663
1.000	0.7614
0.618	0.7583
HIGH	0.7534
0.618	0.7503
0.500	0.7494
0.382	0.7485
LOW	0.7454
0.618	0.7405
1.000	0.7374
1.618	0.7325
2.618	0.7245
4.250	0.7114

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	0.7496	0.7550
PP	0.7495	0.7532
S1	0.7494	0.7514

Download as Excel Spreadsheet

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

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