CME Canadian Dollar Future March 2016

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	0.7360	0.7368	0.0008	0.1%	0.7479
High	0.7398	0.7390	-0.0008	-0.1%	0.7522
Low	0.7342	0.7330	-0.0012	-0.2%	0.7453
Close	0.7355	0.7344	-0.0011	-0.1%	0.7474
Range	0.0056	0.0060	0.0004	7.1%	0.0069
ATR	0.0054	0.0054	0.0000	0.8%	0.0000
Volume	57,608	61,854	4,246	7.4%	14,996

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7499	0.7377
R3	0.7475	0.7439	0.7361
R2	0.7415	0.7415	0.7355
R1	0.7379	0.7379	0.7350	0.7367
PP	0.7355	0.7355	0.7355	0.7349
S1	0.7319	0.7319	0.7339	0.7307
S2	0.7295	0.7295	0.7333
S3	0.7235	0.7259	0.7328
S4	0.7175	0.7199	0.7311

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7651	0.7512
R3	0.7621	0.7582	0.7493
R2	0.7552	0.7552	0.7487
R1	0.7513	0.7513	0.7480	0.7498
PP	0.7483	0.7483	0.7483	0.7476
S1	0.7444	0.7444	0.7468	0.7429
S2	0.7414	0.7414	0.7461
S3	0.7345	0.7375	0.7455
S4	0.7276	0.7306	0.7436

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	39,020
10	0.7525	0.7330	0.0195	2.7%	0.0057	0.8%	7%	False	True	20,613
20	0.7558	0.7330	0.0228	3.1%	0.0049	0.7%	6%	False	True	10,793
40	0.7786	0.7330	0.0456	6.2%	0.0055	0.7%	3%	False	True	5,498
60	0.7786	0.7330	0.0456	6.2%	0.0057	0.8%	3%	False	True	3,710
80	0.7786	0.7330	0.0456	6.2%	0.0059	0.8%	3%	False	True	2,820
100	0.7786	0.7330	0.0456	6.2%	0.0056	0.8%	3%	False	True	2,260
120	0.8094	0.7330	0.0764	10.4%	0.0051	0.7%	2%	False	True	1,886

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7645
2.618	0.7547
1.618	0.7487
1.000	0.7450
0.618	0.7427
HIGH	0.7390
0.618	0.7367
0.500	0.7360
0.382	0.7353
LOW	0.7330
0.618	0.7293
1.000	0.7270
1.618	0.7233
2.618	0.7173
4.250	0.7075

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.7360	0.7367
PP	0.7355	0.7359
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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