CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	0.7529	0.7539	0.0010	0.1%	0.7648
High	0.7555	0.7559	0.0004	0.1%	0.7668
Low	0.7525	0.7493	-0.0032	-0.4%	0.7505
Close	0.7528	0.7524	-0.0004	-0.1%	0.7517
Range	0.0030	0.0066	0.0036	120.0%	0.0163
ATR	0.0061	0.0061	0.0000	0.6%	0.0000
Volume	33,634	65,244	31,610	94.0%	254,414

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7690	0.7560
R3	0.7657	0.7624	0.7542
R2	0.7591	0.7591	0.7536
R1	0.7558	0.7558	0.7530	0.7542
PP	0.7525	0.7525	0.7525	0.7517
S1	0.7492	0.7492	0.7518	0.7476
S2	0.7459	0.7459	0.7512
S3	0.7393	0.7426	0.7506
S4	0.7327	0.7360	0.7488

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	0.7598	0.7493	0.0105	1.4%	0.0051	0.7%	30%	False	True	51,319
10	0.7668	0.7493	0.0175	2.3%	0.0055	0.7%	18%	False	True	50,858
20	0.7779	0.7493	0.0286	3.8%	0.0063	0.8%	11%	False	True	54,490
40	0.7791	0.7428	0.0363	4.8%	0.0064	0.8%	26%	False	False	56,501
60	0.7791	0.7428	0.0363	4.8%	0.0067	0.9%	26%	False	False	45,870
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	26%	False	False	34,504
100	0.8125	0.7428	0.0697	9.3%	0.0065	0.9%	14%	False	False	27,669
120	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	12%	False	False	23,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7840
2.618	0.7732
1.618	0.7666
1.000	0.7625
0.618	0.7600
HIGH	0.7559
0.618	0.7534
0.500	0.7526
0.382	0.7518
LOW	0.7493
0.618	0.7452
1.000	0.7427
1.618	0.7386
2.618	0.7320
4.250	0.7213

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	0.7526	0.7526
PP	0.7525	0.7525
S1	0.7525	0.7525

Download as Excel Spreadsheet

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

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