CME Canadian Dollar Future March 2016

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	0.7333	-0.0035	-0.5%	0.7475
High	0.7390	0.7336	-0.0054	-0.7%	0.7476
Low	0.7330	0.7269	-0.0061	-0.8%	0.7269
Close	0.7344	0.7280	-0.0064	-0.9%	0.7280
Range	0.0060	0.0067	0.0007	11.7%	0.0207
ATR	0.0054	0.0056	0.0001	2.7%	0.0000
Volume	61,854	85,089	23,235	37.6%	275,710

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7455	0.7317
R3	0.7429	0.7388	0.7298
R2	0.7362	0.7362	0.7292
R1	0.7321	0.7321	0.7286	0.7308
PP	0.7295	0.7295	0.7295	0.7289
S1	0.7254	0.7254	0.7274	0.7241
S2	0.7228	0.7228	0.7268
S3	0.7161	0.7187	0.7262
S4	0.7094	0.7120	0.7243

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7828	0.7394
R3	0.7756	0.7621	0.7337
R2	0.7549	0.7549	0.7318
R1	0.7414	0.7414	0.7299	0.7378
PP	0.7342	0.7342	0.7342	0.7324
S1	0.7207	0.7207	0.7261	0.7171
S2	0.7135	0.7135	0.7242
S3	0.6928	0.7000	0.7223
S4	0.6721	0.6793	0.7166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7269	0.0207	2.8%	0.0066	0.9%	5%	False	True	55,142
10	0.7522	0.7269	0.0253	3.5%	0.0059	0.8%	4%	False	True	29,070
20	0.7546	0.7269	0.0277	3.8%	0.0049	0.7%	4%	False	True	15,036
40	0.7771	0.7269	0.0502	6.9%	0.0055	0.8%	2%	False	True	7,616
60	0.7786	0.7269	0.0517	7.1%	0.0057	0.8%	2%	False	True	5,125
80	0.7786	0.7269	0.0517	7.1%	0.0058	0.8%	2%	False	True	3,880
100	0.7786	0.7269	0.0517	7.1%	0.0056	0.8%	2%	False	True	3,110
120	0.8094	0.7269	0.0825	11.3%	0.0051	0.7%	1%	False	True	2,595

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	0.7621
2.618	0.7511
1.618	0.7444
1.000	0.7403
0.618	0.7377
HIGH	0.7336
0.618	0.7310
0.500	0.7303
0.382	0.7295
LOW	0.7269
0.618	0.7228
1.000	0.7202
1.618	0.7161
2.618	0.7094
4.250	0.6984

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	0.7303	0.7334
PP	0.7295	0.7316
S1	0.7288	0.7298

Download as Excel Spreadsheet

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

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