CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	0.7540	0.7545	0.0005	0.1%	0.7650
High	0.7553	0.7558	0.0005	0.1%	0.7665
Low	0.7526	0.7493	-0.0033	-0.4%	0.7507
Close	0.7527	0.7523	-0.0004	-0.1%	0.7516
Range	0.0027	0.0065	0.0038	140.7%	0.0158
ATR	0.0058	0.0059	0.0000	0.8%	0.0000
Volume	105	233	128	121.9%	1,031

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7686	0.7559
R3	0.7655	0.7621	0.7541
R2	0.7590	0.7590	0.7535
R1	0.7556	0.7556	0.7529	0.7541
PP	0.7525	0.7525	0.7525	0.7517
S1	0.7491	0.7491	0.7517	0.7476
S2	0.7460	0.7460	0.7511
S3	0.7395	0.7426	0.7505
S4	0.7330	0.7361	0.7487

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8037	0.7934	0.7603
R3	0.7879	0.7776	0.7559
R2	0.7721	0.7721	0.7545
R1	0.7618	0.7618	0.7530	0.7591
PP	0.7563	0.7563	0.7563	0.7549
S1	0.7460	0.7460	0.7502	0.7433
S2	0.7405	0.7405	0.7487
S3	0.7247	0.7302	0.7473
S4	0.7089	0.7144	0.7429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7493	0.0102	1.4%	0.0049	0.7%	29%	False	True	256
10	0.7665	0.7493	0.0172	2.3%	0.0053	0.7%	17%	False	True	185
20	0.7771	0.7493	0.0278	3.7%	0.0061	0.8%	11%	False	True	195
40	0.7786	0.7428	0.0358	4.8%	0.0060	0.8%	27%	False	False	170
60	0.7786	0.7428	0.0358	4.8%	0.0061	0.8%	27%	False	False	162
80	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	27%	False	False	129
100	0.8094	0.7428	0.0666	8.9%	0.0052	0.7%	14%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7834
2.618	0.7728
1.618	0.7663
1.000	0.7623
0.618	0.7598
HIGH	0.7558
0.618	0.7533
0.500	0.7526
0.382	0.7518
LOW	0.7493
0.618	0.7453
1.000	0.7428
1.618	0.7388
2.618	0.7323
4.250	0.7217

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	0.7526	0.7526
PP	0.7525	0.7525
S1	0.7524	0.7524

Download as Excel Spreadsheet

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

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