CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	0.7493	0.7484	-0.0009	-0.1%	0.7491
High	0.7514	0.7513	-0.0001	0.0%	0.7529
Low	0.7462	0.7458	-0.0004	-0.1%	0.7441
Close	0.7476	0.7482	0.0006	0.1%	0.7485
Range	0.0052	0.0055	0.0003	5.8%	0.0088
ATR	0.0053	0.0053	0.0000	0.3%	0.0000
Volume	61,083	75,252	14,169	23.2%	206,247

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7621	0.7512
R3	0.7594	0.7566	0.7497
R2	0.7539	0.7539	0.7492
R1	0.7511	0.7511	0.7487	0.7498
PP	0.7484	0.7484	0.7484	0.7478
S1	0.7456	0.7456	0.7477	0.7443
S2	0.7429	0.7429	0.7472
S3	0.7374	0.7401	0.7467
S4	0.7319	0.7346	0.7452

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	0.7458	0.0071	0.9%	0.0048	0.6%	34%	False	True	51,461
10	0.7547	0.7441	0.0106	1.4%	0.0047	0.6%	39%	False	False	56,663
20	0.7663	0.7441	0.0222	3.0%	0.0048	0.6%	18%	False	False	53,582
40	0.7791	0.7441	0.0350	4.7%	0.0058	0.8%	12%	False	False	55,247
60	0.7791	0.7428	0.0363	4.9%	0.0059	0.8%	15%	False	False	56,694
80	0.7791	0.7428	0.0363	4.9%	0.0064	0.9%	15%	False	False	43,481
100	0.7850	0.7428	0.0422	5.6%	0.0063	0.8%	13%	False	False	34,866
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	7%	False	False	29,088

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7657
1.618	0.7602
1.000	0.7568
0.618	0.7547
HIGH	0.7513
0.618	0.7492
0.500	0.7486
0.382	0.7479
LOW	0.7458
0.618	0.7424
1.000	0.7403
1.618	0.7369
2.618	0.7314
4.250	0.7224

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	0.7486	0.7486
PP	0.7484	0.7485
S1	0.7483	0.7483

Download as Excel Spreadsheet

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

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