CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	0.7603	0.7592	-0.0011	-0.1%	0.7648
High	0.7607	0.7598	-0.0009	-0.1%	0.7668
Low	0.7581	0.7505	-0.0076	-1.0%	0.7505
Close	0.7594	0.7517	-0.0077	-1.0%	0.7517
Range	0.0026	0.0093	0.0067	257.7%	0.0163
ATR	0.0066	0.0068	0.0002	2.9%	0.0000
Volume	39,870	71,330	31,460	78.9%	254,414

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7761	0.7568
R3	0.7726	0.7668	0.7543
R2	0.7633	0.7633	0.7534
R1	0.7575	0.7575	0.7526	0.7558
PP	0.7540	0.7540	0.7540	0.7531
S1	0.7482	0.7482	0.7508	0.7465
S2	0.7447	0.7447	0.7500
S3	0.7354	0.7389	0.7491
S4	0.7261	0.7296	0.7466

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8052	0.7948	0.7607
R3	0.7889	0.7785	0.7562
R2	0.7726	0.7726	0.7547
R1	0.7622	0.7622	0.7532	0.7593
PP	0.7563	0.7563	0.7563	0.7549
S1	0.7459	0.7459	0.7502	0.7430
S2	0.7400	0.7400	0.7487
S3	0.7237	0.7296	0.7472
S4	0.7074	0.7133	0.7427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7505	0.0163	2.2%	0.0062	0.8%	7%	False	True	50,882
10	0.7668	0.7505	0.0163	2.2%	0.0067	0.9%	7%	False	True	55,012
20	0.7791	0.7505	0.0286	3.8%	0.0069	0.9%	4%	False	True	56,219
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	25%	False	False	57,590
60	0.7791	0.7428	0.0363	4.8%	0.0068	0.9%	25%	False	False	42,814
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	25%	False	False	32,204
100	0.8216	0.7428	0.0788	10.5%	0.0065	0.9%	11%	False	False	25,820
120	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	11%	False	False	21,545

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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7993
2.618	0.7841
1.618	0.7748
1.000	0.7691
0.618	0.7655
HIGH	0.7598
0.618	0.7562
0.500	0.7552
0.382	0.7541
LOW	0.7505
0.618	0.7448
1.000	0.7412
1.618	0.7355
2.618	0.7262
4.250	0.7110

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	0.7552	0.7584
PP	0.7540	0.7562
S1	0.7529	0.7539

Download as Excel Spreadsheet

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

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