CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	0.7499	0.7500	0.0001	0.0%	0.7610
High	0.7508	0.7509	0.0001	0.0%	0.7646
Low	0.7467	0.7451	-0.0017	-0.2%	0.7454
Close	0.7489	0.7454	-0.0034	-0.5%	0.7489
Range	0.0041	0.0058	0.0017	41.5%	0.0192
ATR	0.0057	0.0057	0.0000	0.2%	0.0000
Volume	21,699	4,437	-17,262	-79.6%	348,297

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7608	0.7486
R3	0.7587	0.7550	0.7470
R2	0.7529	0.7529	0.7465
R1	0.7492	0.7492	0.7459	0.7481
PP	0.7471	0.7471	0.7471	0.7466
S1	0.7434	0.7434	0.7449	0.7423
S2	0.7413	0.7413	0.7443
S3	0.7355	0.7376	0.7438
S4	0.7297	0.7318	0.7422

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.7989	0.7594
R3	0.7913	0.7797	0.7541
R2	0.7721	0.7721	0.7524
R1	0.7605	0.7605	0.7506	0.7567
PP	0.7530	0.7530	0.7530	0.7511
S1	0.7413	0.7413	0.7471	0.7375
S2	0.7338	0.7338	0.7453
S3	0.7146	0.7221	0.7436
S4	0.6954	0.7029	0.7383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7646	0.7451	0.0196	2.6%	0.0065	0.9%	2%	False	True	58,793
10	0.7646	0.7451	0.0196	2.6%	0.0050	0.7%	2%	False	True	56,218
20	0.7646	0.7388	0.0258	3.5%	0.0055	0.7%	26%	False	False	64,846
40	0.7646	0.7361	0.0286	3.8%	0.0053	0.7%	33%	False	False	69,877
60	0.7704	0.7361	0.0343	4.6%	0.0057	0.8%	27%	False	False	70,943
80	0.7804	0.7361	0.0443	5.9%	0.0059	0.8%	21%	False	False	60,591
100	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	20%	False	False	48,553
120	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	20%	False	False	40,491

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7660
1.618	0.7602
1.000	0.7567
0.618	0.7544
HIGH	0.7509
0.618	0.7486
0.500	0.7480
0.382	0.7473
LOW	0.7451
0.618	0.7415
1.000	0.7393
1.618	0.7357
2.618	0.7299
4.250	0.7204

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	0.7480	0.7492
PP	0.7471	0.7480
S1	0.7463	0.7467

Download as Excel Spreadsheet

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

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