CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	0.7521	0.7481	-0.0040	-0.5%	0.7491
High	0.7527	0.7512	-0.0015	-0.2%	0.7529
Low	0.7475	0.7466	-0.0009	-0.1%	0.7441
Close	0.7485	0.7487	0.0002	0.0%	0.7485
Range	0.0052	0.0046	-0.0006	-11.5%	0.0088
ATR	0.0053	0.0053	-0.0001	-1.0%	0.0000
Volume	38,185	40,211	2,026	5.3%	206,247

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7603	0.7512
R3	0.7580	0.7557	0.7500
R2	0.7534	0.7534	0.7495
R1	0.7511	0.7511	0.7491	0.7523
PP	0.7488	0.7488	0.7488	0.7494
S1	0.7465	0.7465	0.7483	0.7477
S2	0.7442	0.7442	0.7479
S3	0.7396	0.7419	0.7474
S4	0.7350	0.7373	0.7462

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7705	0.7533
R3	0.7661	0.7617	0.7509
R2	0.7573	0.7573	0.7501
R1	0.7529	0.7529	0.7493	0.7507
PP	0.7485	0.7485	0.7485	0.7474
S1	0.7441	0.7441	0.7477	0.7419
S2	0.7397	0.7397	0.7469
S3	0.7309	0.7353	0.7461
S4	0.7221	0.7265	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7529	0.7441	0.0088	1.2%	0.0048	0.6%	52%	False	False	49,291
10	0.7547	0.7441	0.0106	1.4%	0.0044	0.6%	43%	False	False	53,356
20	0.7668	0.7441	0.0227	3.0%	0.0048	0.6%	20%	False	False	51,320
40	0.7791	0.7441	0.0350	4.7%	0.0059	0.8%	13%	False	False	54,405
60	0.7791	0.7428	0.0363	4.8%	0.0059	0.8%	16%	False	False	55,191
80	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	16%	False	False	41,785
100	0.7885	0.7428	0.0457	6.1%	0.0063	0.8%	13%	False	False	33,510
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	7%	False	False	27,958

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7708
2.618	0.7632
1.618	0.7586
1.000	0.7558
0.618	0.7540
HIGH	0.7512
0.618	0.7494
0.500	0.7489
0.382	0.7484
LOW	0.7466
0.618	0.7438
1.000	0.7420
1.618	0.7392
2.618	0.7346
4.250	0.7271

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	0.7489	0.7498
PP	0.7488	0.7494
S1	0.7488	0.7491

Download as Excel Spreadsheet

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

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