CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	0.7368	0.7335	-0.0033	-0.4%	0.7477
High	0.7389	0.7336	-0.0053	-0.7%	0.7479
Low	0.7330	0.7268	-0.0062	-0.8%	0.7268
Close	0.7344	0.7280	-0.0064	-0.9%	0.7280
Range	0.0059	0.0068	0.0009	15.3%	0.0211
ATR	0.0056	0.0058	0.0001	2.5%	0.0000
Volume	91,801	34,404	-57,397	-62.5%	430,155

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7499	0.7457	0.7317
R3	0.7431	0.7389	0.7299
R2	0.7363	0.7363	0.7292
R1	0.7321	0.7321	0.7286	0.7308
PP	0.7295	0.7295	0.7295	0.7288
S1	0.7253	0.7253	0.7274	0.7240
S2	0.7227	0.7227	0.7268
S3	0.7159	0.7185	0.7261
S4	0.7091	0.7117	0.7243

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7839	0.7396
R3	0.7764	0.7628	0.7338
R2	0.7553	0.7553	0.7319
R1	0.7417	0.7417	0.7299	0.7380
PP	0.7342	0.7342	0.7342	0.7324
S1	0.7206	0.7206	0.7261	0.7169
S2	0.7131	0.7131	0.7241
S3	0.6920	0.6995	0.7222
S4	0.6709	0.6784	0.7164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7479	0.7268	0.0211	2.9%	0.0067	0.9%	6%	False	True	86,031
10	0.7522	0.7268	0.0254	3.5%	0.0060	0.8%	5%	False	True	76,816
20	0.7547	0.7268	0.0279	3.8%	0.0052	0.7%	4%	False	True	65,734
40	0.7779	0.7268	0.0511	7.0%	0.0058	0.8%	2%	False	True	60,112
60	0.7791	0.7268	0.0523	7.2%	0.0060	0.8%	2%	False	True	59,579
80	0.7791	0.7268	0.0523	7.2%	0.0063	0.9%	2%	False	True	50,836
100	0.7791	0.7268	0.0523	7.2%	0.0063	0.9%	2%	False	True	40,750
120	0.8125	0.7268	0.0857	11.8%	0.0063	0.9%	1%	False	True	34,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7625
2.618	0.7514
1.618	0.7446
1.000	0.7404
0.618	0.7378
HIGH	0.7336
0.618	0.7310
0.500	0.7302
0.382	0.7294
LOW	0.7268
0.618	0.7226
1.000	0.7200
1.618	0.7158
2.618	0.7090
4.250	0.6979

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	0.7302	0.7333
PP	0.7295	0.7315
S1	0.7287	0.7298

Download as Excel Spreadsheet

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

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