CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	0.7632	0.7653	0.0021	0.3%	0.7590
High	0.7668	0.7663	-0.0005	-0.1%	0.7657
Low	0.7593	0.7577	-0.0016	-0.2%	0.7527
Close	0.7665	0.7593	-0.0072	-0.9%	0.7645
Range	0.0075	0.0086	0.0011	14.7%	0.0130
ATR	0.0068	0.0069	0.0001	2.1%	0.0000
Volume	54,975	52,120	-2,855	-5.2%	295,710

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7869	0.7817	0.7640
R3	0.7783	0.7731	0.7617
R2	0.7697	0.7697	0.7609
R1	0.7645	0.7645	0.7601	0.7628
PP	0.7611	0.7611	0.7611	0.7603
S1	0.7559	0.7559	0.7585	0.7542
S2	0.7525	0.7525	0.7577
S3	0.7439	0.7473	0.7569
S4	0.7353	0.7387	0.7546

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	0.7551	0.0117	1.5%	0.0066	0.9%	36%	False	False	54,191
10	0.7668	0.7527	0.0141	1.9%	0.0068	0.9%	47%	False	False	57,140
20	0.7791	0.7527	0.0264	3.5%	0.0070	0.9%	25%	False	False	56,239
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	45%	False	False	58,464
60	0.7791	0.7428	0.0363	4.8%	0.0069	0.9%	45%	False	False	40,978
80	0.7842	0.7428	0.0414	5.5%	0.0067	0.9%	40%	False	False	30,835
100	0.8216	0.7428	0.0788	10.4%	0.0065	0.9%	21%	False	False	24,708
120	0.8269	0.7428	0.0841	11.1%	0.0063	0.8%	20%	False	False	20,619

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7888
1.618	0.7802
1.000	0.7749
0.618	0.7716
HIGH	0.7663
0.618	0.7630
0.500	0.7620
0.382	0.7610
LOW	0.7577
0.618	0.7524
1.000	0.7491
1.618	0.7438
2.618	0.7352
4.250	0.7212

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	0.7620	0.7623
PP	0.7611	0.7613
S1	0.7602	0.7603

Download as Excel Spreadsheet

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

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