CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.7481	0.7493	0.0012	0.2%	0.7491
High	0.7512	0.7514	0.0002	0.0%	0.7529
Low	0.7466	0.7462	-0.0004	-0.1%	0.7441
Close	0.7487	0.7476	-0.0011	-0.1%	0.7485
Range	0.0046	0.0052	0.0006	13.0%	0.0088
ATR	0.0053	0.0053	0.0000	-0.1%	0.0000
Volume	40,211	61,083	20,872	51.9%	206,247

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7640	0.7610	0.7505
R3	0.7588	0.7558	0.7490
R2	0.7536	0.7536	0.7486
R1	0.7506	0.7506	0.7481	0.7495
PP	0.7484	0.7484	0.7484	0.7479
S1	0.7454	0.7454	0.7471	0.7443
S2	0.7432	0.7432	0.7466
S3	0.7380	0.7402	0.7462
S4	0.7328	0.7350	0.7447

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	0.7462	0.0067	0.9%	0.0047	0.6%	21%	False	True	47,908
10	0.7547	0.7441	0.0106	1.4%	0.0045	0.6%	33%	False	False	54,220
20	0.7668	0.7441	0.0227	3.0%	0.0049	0.7%	15%	False	False	52,568
40	0.7791	0.7441	0.0350	4.7%	0.0058	0.8%	10%	False	False	54,648
60	0.7791	0.7428	0.0363	4.9%	0.0059	0.8%	13%	False	False	56,095
80	0.7791	0.7428	0.0363	4.9%	0.0064	0.9%	13%	False	False	42,546
100	0.7868	0.7428	0.0440	5.9%	0.0063	0.8%	11%	False	False	34,117
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	6%	False	False	28,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7735
2.618	0.7650
1.618	0.7598
1.000	0.7566
0.618	0.7546
HIGH	0.7514
0.618	0.7494
0.500	0.7488
0.382	0.7482
LOW	0.7462
0.618	0.7430
1.000	0.7410
1.618	0.7378
2.618	0.7326
4.250	0.7241

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.7488	0.7495
PP	0.7484	0.7488
S1	0.7480	0.7482

Download as Excel Spreadsheet

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

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