CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	0.7521	0.7528	0.0007	0.1%	0.7460
High	0.7524	0.7528	0.0004	0.1%	0.7528
Low	0.7517	0.7486	-0.0031	-0.4%	0.7460
Close	0.7522	0.7486	-0.0036	-0.5%	0.7486
Range	0.0007	0.0042	0.0035	500.0%	0.0068
ATR	0.0041	0.0041	0.0000	0.2%	0.0000
Volume	41	9	-32	-78.0%	79

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7598	0.7509
R3	0.7584	0.7556	0.7498
R2	0.7542	0.7542	0.7494
R1	0.7514	0.7514	0.7490	0.7507
PP	0.7500	0.7500	0.7500	0.7497
S1	0.7472	0.7472	0.7482	0.7465
S2	0.7458	0.7458	0.7478
S3	0.7416	0.7430	0.7474
S4	0.7374	0.7388	0.7463

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7659	0.7523
R3	0.7627	0.7591	0.7505
R2	0.7559	0.7559	0.7498
R1	0.7523	0.7523	0.7492	0.7541
PP	0.7491	0.7491	0.7491	0.7501
S1	0.7455	0.7455	0.7480	0.7473
S2	0.7423	0.7423	0.7474
S3	0.7355	0.7387	0.7467
S4	0.7287	0.7319	0.7449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7528	0.7460	0.0068	0.9%	0.0022	0.3%	38%	True	False	15
10	0.7548	0.7460	0.0088	1.2%	0.0023	0.3%	30%	False	False	25
20	0.7662	0.7460	0.0202	2.7%	0.0034	0.5%	13%	False	False	38
40	0.7783	0.7460	0.0323	4.3%	0.0042	0.6%	8%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7707
2.618	0.7638
1.618	0.7596
1.000	0.7570
0.618	0.7554
HIGH	0.7528
0.618	0.7512
0.500	0.7507
0.382	0.7502
LOW	0.7486
0.618	0.7460
1.000	0.7444
1.618	0.7418
2.618	0.7376
4.250	0.7308

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	0.7507	0.7507
PP	0.7500	0.7500
S1	0.7493	0.7493

Download as Excel Spreadsheet

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

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