CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	0.7682	0.7700	0.0018	0.2%	0.7718
High	0.7728	0.7708	-0.0020	-0.3%	0.7791
Low	0.7661	0.7606	-0.0055	-0.7%	0.7643
Close	0.7698	0.7620	-0.0078	-1.0%	0.7743
Range	0.0067	0.0102	0.0035	52.2%	0.0148
ATR	0.0066	0.0069	0.0003	3.8%	0.0000
Volume	58,237	71,362	13,125	22.5%	265,968

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7887	0.7676
R3	0.7849	0.7785	0.7648
R2	0.7747	0.7747	0.7639
R1	0.7683	0.7683	0.7629	0.7664
PP	0.7645	0.7645	0.7645	0.7635
S1	0.7581	0.7581	0.7611	0.7562
S2	0.7543	0.7543	0.7601
S3	0.7441	0.7479	0.7592
S4	0.7339	0.7377	0.7564

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	0.7606	0.0185	2.4%	0.0074	1.0%	8%	False	True	57,983
10	0.7791	0.7606	0.0185	2.4%	0.0071	0.9%	8%	False	True	55,339
20	0.7791	0.7428	0.0363	4.8%	0.0065	0.8%	53%	False	False	56,520
40	0.7791	0.7428	0.0363	4.8%	0.0067	0.9%	53%	False	False	46,887
60	0.7791	0.7428	0.0363	4.8%	0.0069	0.9%	53%	False	False	31,516
80	0.8072	0.7428	0.0644	8.5%	0.0066	0.9%	30%	False	False	23,733
100	0.8216	0.7428	0.0788	10.3%	0.0063	0.8%	24%	False	False	19,015
120	0.8364	0.7428	0.0936	12.3%	0.0060	0.8%	21%	False	False	15,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8142
2.618	0.7975
1.618	0.7873
1.000	0.7810
0.618	0.7771
HIGH	0.7708
0.618	0.7669
0.500	0.7657
0.382	0.7645
LOW	0.7606
0.618	0.7543
1.000	0.7504
1.618	0.7441
2.618	0.7339
4.250	0.7173

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	0.7657	0.7677
PP	0.7645	0.7658
S1	0.7632	0.7639

Download as Excel Spreadsheet

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

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