CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	0.7982	0.7972	-0.0010	-0.1%	0.8018
High	0.7987	0.8014	0.0027	0.3%	0.8036
Low	0.7966	0.7968	0.0002	0.0%	0.7940
Close	0.7973	0.7997	0.0024	0.3%	0.7984
Range	0.0021	0.0046	0.0025	119.1%	0.0097
ATR	0.0060	0.0059	-0.0001	-1.6%	0.0000
Volume	26,148	53,193	27,045	103.4%	296,619

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8110	0.8022
R3	0.8085	0.8064	0.8010
R2	0.8039	0.8039	0.8005
R1	0.8018	0.8018	0.8001	0.8029
PP	0.7993	0.7993	0.7993	0.7998
S1	0.7972	0.7972	0.7993	0.7983
S2	0.7947	0.7947	0.7989
S3	0.7901	0.7926	0.7984
S4	0.7855	0.7880	0.7972

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8276	0.8227	0.8037
R3	0.8180	0.8130	0.8011
R2	0.8083	0.8083	0.8002
R1	0.8034	0.8034	0.7993	0.8010
PP	0.7987	0.7987	0.7987	0.7975
S1	0.7937	0.7937	0.7975	0.7914
S2	0.7890	0.7890	0.7966
S3	0.7794	0.7841	0.7957
S4	0.7697	0.7744	0.7931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8036	0.7940	0.0097	1.2%	0.0045	0.6%	60%	False	False	54,436
10	0.8111	0.7940	0.0171	2.1%	0.0054	0.7%	34%	False	False	63,404
20	0.8255	0.7940	0.0316	3.9%	0.0060	0.7%	18%	False	False	70,146
40	0.8293	0.7836	0.0457	5.7%	0.0065	0.8%	35%	False	False	37,697
60	0.8293	0.7836	0.0457	5.7%	0.0062	0.8%	35%	False	False	25,261
80	0.8293	0.7514	0.0780	9.7%	0.0059	0.7%	62%	False	False	19,037

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8210
2.618	0.8134
1.618	0.8088
1.000	0.8060
0.618	0.8042
HIGH	0.8014
0.618	0.7996
0.500	0.7991
0.382	0.7986
LOW	0.7968
0.618	0.7940
1.000	0.7922
1.618	0.7894
2.618	0.7848
4.250	0.7772

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	0.7995	0.7990
PP	0.7993	0.7984
S1	0.7991	0.7977

Download as Excel Spreadsheet

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

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