CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	0.7511	0.7521	0.0010	0.1%	0.7507
High	0.7547	0.7535	-0.0012	-0.2%	0.7547
Low	0.7510	0.7485	-0.0025	-0.3%	0.7476
Close	0.7522	0.7494	-0.0028	-0.4%	0.7494
Range	0.0037	0.0050	0.0013	35.1%	0.0071
ATR	0.0055	0.0055	0.0000	-0.7%	0.0000
Volume	56,265	72,449	16,184	28.8%	287,110

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7655	0.7624	0.7522
R3	0.7605	0.7574	0.7508
R2	0.7555	0.7555	0.7503
R1	0.7524	0.7524	0.7499	0.7515
PP	0.7505	0.7505	0.7505	0.7500
S1	0.7474	0.7474	0.7489	0.7465
S2	0.7455	0.7455	0.7485
S3	0.7405	0.7424	0.7480
S4	0.7355	0.7374	0.7467

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7677	0.7533
R3	0.7648	0.7606	0.7514
R2	0.7577	0.7577	0.7507
R1	0.7535	0.7535	0.7501	0.7521
PP	0.7506	0.7506	0.7506	0.7498
S1	0.7464	0.7464	0.7487	0.7450
S2	0.7435	0.7435	0.7481
S3	0.7364	0.7393	0.7474
S4	0.7293	0.7322	0.7455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7547	0.7476	0.0071	0.9%	0.0040	0.5%	25%	False	False	57,422
10	0.7559	0.7476	0.0083	1.1%	0.0041	0.5%	22%	False	False	52,553
20	0.7668	0.7476	0.0192	2.6%	0.0054	0.7%	9%	False	False	53,783
40	0.7791	0.7428	0.0363	4.8%	0.0060	0.8%	18%	False	False	55,616
60	0.7791	0.7428	0.0363	4.8%	0.0063	0.8%	18%	False	False	51,358
80	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	18%	False	False	38,729
100	0.7958	0.7428	0.0530	7.1%	0.0063	0.8%	12%	False	False	31,063
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	8%	False	False	25,908

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7666
1.618	0.7616
1.000	0.7585
0.618	0.7566
HIGH	0.7535
0.618	0.7516
0.500	0.7510
0.382	0.7504
LOW	0.7485
0.618	0.7454
1.000	0.7435
1.618	0.7404
2.618	0.7354
4.250	0.7273

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	0.7510	0.7512
PP	0.7505	0.7506
S1	0.7499	0.7500

Download as Excel Spreadsheet

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

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