CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	0.7596	0.7536	-0.0060	-0.8%	0.7743
High	0.7598	0.7637	0.0039	0.5%	0.7747
Low	0.7531	0.7527	-0.0004	-0.1%	0.7573
Close	0.7534	0.7565	0.0031	0.4%	0.7583
Range	0.0067	0.0110	0.0043	64.2%	0.0174
ATR	0.0067	0.0070	0.0003	4.6%	0.0000
Volume	58,483	72,601	14,118	24.1%	308,294

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7846	0.7626
R3	0.7796	0.7736	0.7595
R2	0.7686	0.7686	0.7585
R1	0.7626	0.7626	0.7575	0.7656
PP	0.7576	0.7576	0.7576	0.7592
S1	0.7516	0.7516	0.7555	0.7546
S2	0.7466	0.7466	0.7545
S3	0.7356	0.7406	0.7535
S4	0.7246	0.7296	0.7505

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8156	0.8044	0.7679
R3	0.7982	0.7870	0.7631
R2	0.7808	0.7808	0.7615
R1	0.7696	0.7696	0.7599	0.7665
PP	0.7634	0.7634	0.7634	0.7619
S1	0.7522	0.7522	0.7567	0.7491
S2	0.7460	0.7460	0.7551
S3	0.7286	0.7348	0.7535
S4	0.7112	0.7174	0.7487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7666	0.7527	0.0139	1.8%	0.0070	0.9%	27%	False	True	60,090
10	0.7791	0.7527	0.0264	3.5%	0.0072	1.0%	14%	False	True	59,036
20	0.7791	0.7500	0.0291	3.8%	0.0069	0.9%	22%	False	False	57,553
40	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	38%	False	False	54,220
60	0.7791	0.7428	0.0363	4.8%	0.0069	0.9%	38%	False	False	36,498
80	0.7885	0.7428	0.0457	6.0%	0.0066	0.9%	30%	False	False	27,469
100	0.8216	0.7428	0.0788	10.4%	0.0064	0.8%	17%	False	False	22,011
120	0.8364	0.7428	0.0936	12.4%	0.0062	0.8%	15%	False	False	18,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.7925
1.618	0.7815
1.000	0.7747
0.618	0.7705
HIGH	0.7637
0.618	0.7595
0.500	0.7582
0.382	0.7569
LOW	0.7527
0.618	0.7459
1.000	0.7417
1.618	0.7349
2.618	0.7239
4.250	0.7060

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	0.7582	0.7582
PP	0.7576	0.7576
S1	0.7571	0.7571

Download as Excel Spreadsheet

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

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