CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	0.7404	0.7363	-0.0041	-0.6%	0.7481
High	0.7405	0.7398	-0.0007	-0.1%	0.7522
Low	0.7341	0.7342	0.0001	0.0%	0.7453
Close	0.7358	0.7355	-0.0003	0.0%	0.7475
Range	0.0064	0.0056	-0.0008	-12.5%	0.0069
ATR	0.0056	0.0056	0.0000	0.0%	0.0000
Volume	108,364	112,734	4,370	4.0%	338,012

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7500	0.7386
R3	0.7477	0.7444	0.7370
R2	0.7421	0.7421	0.7365
R1	0.7388	0.7388	0.7360	0.7377
PP	0.7365	0.7365	0.7365	0.7359
S1	0.7332	0.7332	0.7350	0.7321
S2	0.7309	0.7309	0.7345
S3	0.7253	0.7276	0.7340
S4	0.7197	0.7220	0.7324

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7652	0.7513
R3	0.7621	0.7583	0.7494
R2	0.7552	0.7552	0.7488
R1	0.7514	0.7514	0.7481	0.7499
PP	0.7483	0.7483	0.7483	0.7476
S1	0.7445	0.7445	0.7469	0.7430
S2	0.7414	0.7414	0.7462
S3	0.7345	0.7376	0.7456
S4	0.7276	0.7307	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7522	0.7341	0.0181	2.5%	0.0064	0.9%	8%	False	False	93,083
10	0.7529	0.7341	0.0188	2.6%	0.0056	0.8%	7%	False	False	72,272
20	0.7559	0.7341	0.0218	3.0%	0.0051	0.7%	6%	False	False	64,368
40	0.7791	0.7341	0.0450	6.1%	0.0058	0.8%	3%	False	False	59,900
60	0.7791	0.7341	0.0450	6.1%	0.0060	0.8%	3%	False	False	59,822
80	0.7791	0.7341	0.0450	6.1%	0.0063	0.9%	3%	False	False	49,270
100	0.7791	0.7341	0.0450	6.1%	0.0063	0.9%	3%	False	False	39,495
120	0.8165	0.7341	0.0824	11.2%	0.0062	0.8%	2%	False	False	32,962

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7545
1.618	0.7489
1.000	0.7454
0.618	0.7433
HIGH	0.7398
0.618	0.7377
0.500	0.7370
0.382	0.7363
LOW	0.7342
0.618	0.7307
1.000	0.7286
1.618	0.7251
2.618	0.7195
4.250	0.7104

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	0.7370	0.7410
PP	0.7365	0.7392
S1	0.7360	0.7373

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols