CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	0.7577	0.7590	0.0013	0.2%	0.7590
High	0.7612	0.7657	0.0045	0.6%	0.7657
Low	0.7551	0.7577	0.0026	0.3%	0.7527
Close	0.7598	0.7645	0.0047	0.6%	0.7645
Range	0.0061	0.0080	0.0019	31.1%	0.0130
ATR	0.0069	0.0070	0.0001	1.1%	0.0000
Volume	58,837	68,905	10,068	17.1%	295,710

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7836	0.7689
R3	0.7786	0.7756	0.7667
R2	0.7706	0.7706	0.7660
R1	0.7676	0.7676	0.7652	0.7691
PP	0.7626	0.7626	0.7626	0.7634
S1	0.7596	0.7596	0.7638	0.7611
S2	0.7546	0.7546	0.7630
S3	0.7466	0.7516	0.7623
S4	0.7386	0.7436	0.7601

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7952	0.7717
R3	0.7870	0.7822	0.7681
R2	0.7740	0.7740	0.7669
R1	0.7692	0.7692	0.7657	0.7716
PP	0.7610	0.7610	0.7610	0.7622
S1	0.7562	0.7562	0.7633	0.7586
S2	0.7480	0.7480	0.7621
S3	0.7350	0.7432	0.7609
S4	0.7220	0.7302	0.7574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7657	0.7527	0.0130	1.7%	0.0071	0.9%	91%	True	False	59,142
10	0.7747	0.7527	0.0220	2.9%	0.0074	1.0%	54%	False	False	60,400
20	0.7791	0.7527	0.0264	3.5%	0.0069	0.9%	45%	False	False	57,490
40	0.7791	0.7428	0.0363	4.7%	0.0065	0.9%	60%	False	False	57,127
60	0.7791	0.7428	0.0363	4.7%	0.0070	0.9%	60%	False	False	38,607
80	0.7885	0.7428	0.0457	6.0%	0.0066	0.9%	47%	False	False	29,057
100	0.8216	0.7428	0.0788	10.3%	0.0064	0.8%	28%	False	False	23,286
120	0.8364	0.7428	0.0936	12.2%	0.0062	0.8%	23%	False	False	19,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7997
2.618	0.7866
1.618	0.7786
1.000	0.7737
0.618	0.7706
HIGH	0.7657
0.618	0.7626
0.500	0.7617
0.382	0.7608
LOW	0.7577
0.618	0.7528
1.000	0.7497
1.618	0.7448
2.618	0.7368
4.250	0.7237

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	0.7636	0.7627
PP	0.7626	0.7610
S1	0.7617	0.7592

Download as Excel Spreadsheet

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

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