CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	0.7774	0.7743	-0.0031	-0.4%	0.7718
High	0.7779	0.7747	-0.0032	-0.4%	0.7791
Low	0.7725	0.7672	-0.0053	-0.7%	0.7643
Close	0.7743	0.7675	-0.0068	-0.9%	0.7743
Range	0.0054	0.0075	0.0021	38.9%	0.0148
ATR	0.0066	0.0066	0.0001	1.0%	0.0000
Volume	46,122	46,212	90	0.2%	265,968

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7874	0.7716
R3	0.7848	0.7799	0.7696
R2	0.7773	0.7773	0.7689
R1	0.7724	0.7724	0.7682	0.7711
PP	0.7698	0.7698	0.7698	0.7692
S1	0.7649	0.7649	0.7668	0.7636
S2	0.7623	0.7623	0.7661
S3	0.7548	0.7574	0.7654
S4	0.7473	0.7499	0.7634

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8104	0.7824
R3	0.8022	0.7956	0.7784
R2	0.7874	0.7874	0.7770
R1	0.7808	0.7808	0.7757	0.7841
PP	0.7726	0.7726	0.7726	0.7742
S1	0.7660	0.7660	0.7729	0.7693
S2	0.7578	0.7578	0.7716
S3	0.7430	0.7512	0.7702
S4	0.7282	0.7364	0.7662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7791	0.7643	0.0148	1.9%	0.0069	0.9%	22%	False	False	54,720
10	0.7791	0.7612	0.0179	2.3%	0.0066	0.9%	35%	False	False	54,065
20	0.7791	0.7428	0.0363	4.7%	0.0062	0.8%	68%	False	False	56,074
40	0.7791	0.7428	0.0363	4.7%	0.0069	0.9%	68%	False	False	43,821
60	0.7791	0.7428	0.0363	4.7%	0.0068	0.9%	68%	False	False	29,372
80	0.8107	0.7428	0.0679	8.8%	0.0065	0.8%	36%	False	False	22,116
100	0.8216	0.7428	0.0788	10.3%	0.0063	0.8%	31%	False	False	17,722
120	0.8364	0.7428	0.0936	12.2%	0.0060	0.8%	26%	False	False	14,781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7943
1.618	0.7868
1.000	0.7822
0.618	0.7793
HIGH	0.7747
0.618	0.7718
0.500	0.7710
0.382	0.7701
LOW	0.7672
0.618	0.7626
1.000	0.7597
1.618	0.7551
2.618	0.7476
4.250	0.7353

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	0.7710	0.7732
PP	0.7698	0.7713
S1	0.7687	0.7694

Download as Excel Spreadsheet

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

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