CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	0.7648	0.7632	-0.0016	-0.2%	0.7590
High	0.7652	0.7668	0.0016	0.2%	0.7657
Low	0.7622	0.7593	-0.0029	-0.4%	0.7527
Close	0.7633	0.7665	0.0032	0.4%	0.7645
Range	0.0030	0.0075	0.0045	150.0%	0.0130
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	36,119	54,975	18,856	52.2%	295,710

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7867	0.7841	0.7706
R3	0.7792	0.7766	0.7686
R2	0.7717	0.7717	0.7679
R1	0.7691	0.7691	0.7672	0.7704
PP	0.7642	0.7642	0.7642	0.7649
S1	0.7616	0.7616	0.7658	0.7629
S2	0.7567	0.7567	0.7651
S3	0.7492	0.7541	0.7644
S4	0.7417	0.7466	0.7624

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	0.7668	0.7527	0.0141	1.8%	0.0071	0.9%	98%	True	False	58,287
10	0.7708	0.7527	0.0181	2.4%	0.0070	0.9%	76%	False	False	59,064
20	0.7791	0.7527	0.0264	3.4%	0.0068	0.9%	52%	False	False	56,912
40	0.7791	0.7428	0.0363	4.7%	0.0064	0.8%	65%	False	False	58,250
60	0.7791	0.7428	0.0363	4.7%	0.0069	0.9%	65%	False	False	40,114
80	0.7850	0.7428	0.0422	5.5%	0.0066	0.9%	56%	False	False	30,187
100	0.8216	0.7428	0.0788	10.3%	0.0065	0.8%	30%	False	False	24,189
120	0.8311	0.7428	0.0883	11.5%	0.0063	0.8%	27%	False	False	20,185

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7987
2.618	0.7864
1.618	0.7789
1.000	0.7743
0.618	0.7714
HIGH	0.7668
0.618	0.7639
0.500	0.7631
0.382	0.7622
LOW	0.7593
0.618	0.7547
1.000	0.7518
1.618	0.7472
2.618	0.7397
4.250	0.7274

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	0.7654	0.7651
PP	0.7642	0.7637
S1	0.7631	0.7623

Download as Excel Spreadsheet

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

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