CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	0.7284	0.7281	-0.0003	0.0%	0.7475
High	0.7314	0.7284	-0.0030	-0.4%	0.7476
Low	0.7264	0.7217	-0.0047	-0.6%	0.7269
Close	0.7284	0.7265	-0.0019	-0.3%	0.7280
Range	0.0050	0.0067	0.0017	34.0%	0.0207
ATR	0.0055	0.0056	0.0001	1.5%	0.0000
Volume	48,042	67,863	19,821	41.3%	275,710

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7456	0.7428	0.7302
R3	0.7389	0.7361	0.7283
R2	0.7322	0.7322	0.7277
R1	0.7294	0.7294	0.7271	0.7275
PP	0.7255	0.7255	0.7255	0.7246
S1	0.7227	0.7227	0.7259	0.7208
S2	0.7188	0.7188	0.7253
S3	0.7121	0.7160	0.7247
S4	0.7054	0.7093	0.7228

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	0.7390	0.7217	0.0173	2.4%	0.0060	0.8%	28%	False	True	67,931
10	0.7522	0.7217	0.0305	4.2%	0.0062	0.8%	16%	False	True	47,755
20	0.7546	0.7217	0.0329	4.5%	0.0052	0.7%	15%	False	True	24,547
40	0.7703	0.7217	0.0486	6.7%	0.0055	0.8%	10%	False	True	12,418
60	0.7786	0.7217	0.0569	7.8%	0.0056	0.8%	8%	False	True	8,332
80	0.7786	0.7217	0.0569	7.8%	0.0058	0.8%	8%	False	True	6,286
100	0.7786	0.7217	0.0569	7.8%	0.0057	0.8%	8%	False	True	5,037
120	0.8061	0.7217	0.0844	11.6%	0.0052	0.7%	6%	False	True	4,200

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7569
2.618	0.7459
1.618	0.7392
1.000	0.7351
0.618	0.7325
HIGH	0.7284
0.618	0.7258
0.500	0.7251
0.382	0.7243
LOW	0.7217
0.618	0.7176
1.000	0.7150
1.618	0.7109
2.618	0.7042
4.250	0.6932

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	0.7260	0.7266
PP	0.7255	0.7265
S1	0.7251	0.7265

Download as Excel Spreadsheet

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

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