CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	0.7516	0.7525	0.0009	0.1%	0.7648
High	0.7547	0.7548	0.0001	0.0%	0.7668
Low	0.7511	0.7517	0.0006	0.1%	0.7505
Close	0.7528	0.7531	0.0003	0.0%	0.7517
Range	0.0036	0.0031	-0.0005	-13.9%	0.0163
ATR	0.0066	0.0063	-0.0002	-3.8%	0.0000
Volume	43,668	42,719	-949	-2.2%	254,414

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7609	0.7548
R3	0.7594	0.7578	0.7540
R2	0.7563	0.7563	0.7537
R1	0.7547	0.7547	0.7534	0.7555
PP	0.7532	0.7532	0.7532	0.7536
S1	0.7516	0.7516	0.7528	0.7524
S2	0.7501	0.7501	0.7525
S3	0.7470	0.7485	0.7522
S4	0.7439	0.7454	0.7514

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	0.7663	0.7505	0.0158	2.1%	0.0054	0.7%	16%	False	False	49,941
10	0.7668	0.7505	0.0163	2.2%	0.0063	0.8%	16%	False	False	54,114
20	0.7791	0.7505	0.0286	3.8%	0.0065	0.9%	9%	False	False	55,433
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	28%	False	False	57,549
60	0.7791	0.7428	0.0363	4.8%	0.0067	0.9%	28%	False	False	44,238
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	28%	False	False	33,276
100	0.8165	0.7428	0.0737	9.8%	0.0065	0.9%	14%	False	False	26,681
120	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	13%	False	False	22,265

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

Fibonacci Retracements and Extensions
4.250	0.7680
2.618	0.7629
1.618	0.7598
1.000	0.7579
0.618	0.7567
HIGH	0.7548
0.618	0.7536
0.500	0.7533
0.382	0.7529
LOW	0.7517
0.618	0.7498
1.000	0.7486
1.618	0.7467
2.618	0.7436
4.250	0.7385

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	0.7533	0.7552
PP	0.7532	0.7545
S1	0.7532	0.7538

Download as Excel Spreadsheet

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

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