CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	0.7363	0.7368	0.0005	0.1%	0.7481
High	0.7398	0.7389	-0.0009	-0.1%	0.7522
Low	0.7342	0.7330	-0.0012	-0.2%	0.7453
Close	0.7355	0.7344	-0.0011	-0.1%	0.7475
Range	0.0056	0.0059	0.0003	5.4%	0.0069
ATR	0.0056	0.0056	0.0000	0.3%	0.0000
Volume	112,734	91,801	-20,933	-18.6%	338,012

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7497	0.7376
R3	0.7472	0.7438	0.7360
R2	0.7413	0.7413	0.7355
R1	0.7379	0.7379	0.7349	0.7367
PP	0.7354	0.7354	0.7354	0.7348
S1	0.7320	0.7320	0.7339	0.7308
S2	0.7295	0.7295	0.7333
S3	0.7236	0.7261	0.7328
S4	0.7177	0.7202	0.7312

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	0.7508	0.7330	0.0178	2.4%	0.0064	0.9%	8%	False	True	95,033
10	0.7527	0.7330	0.0197	2.7%	0.0059	0.8%	7%	False	True	77,194
20	0.7559	0.7330	0.0229	3.1%	0.0052	0.7%	6%	False	True	67,276
40	0.7791	0.7330	0.0461	6.3%	0.0058	0.8%	3%	False	True	60,951
60	0.7791	0.7330	0.0461	6.3%	0.0060	0.8%	3%	False	True	60,299
80	0.7791	0.7330	0.0461	6.3%	0.0063	0.9%	3%	False	True	50,414
100	0.7791	0.7330	0.0461	6.3%	0.0063	0.9%	3%	False	True	40,410
120	0.8125	0.7330	0.0795	10.8%	0.0062	0.8%	2%	False	True	33,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7640
2.618	0.7543
1.618	0.7484
1.000	0.7448
0.618	0.7425
HIGH	0.7389
0.618	0.7366
0.500	0.7360
0.382	0.7353
LOW	0.7330
0.618	0.7294
1.000	0.7271
1.618	0.7235
2.618	0.7176
4.250	0.7079

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.7360	0.7368
PP	0.7354	0.7360
S1	0.7349	0.7352

Download as Excel Spreadsheet

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

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