CME Canadian Dollar Future December 2017

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

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	0.7857	0.7886	0.0029	0.4%	0.7838
High	0.7897	0.7898	0.0001	0.0%	0.7898
Low	0.7852	0.7879	0.0028	0.4%	0.7803
Close	0.7894	0.7889	-0.0004	-0.1%	0.7889
Range	0.0045	0.0018	-0.0027	-58.9%	0.0095
ATR	0.0054	0.0052	-0.0003	-4.7%	0.0000
Volume	64,994	54,653	-10,341	-15.9%	283,971

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7935	0.7899
R3	0.7925	0.7916	0.7894
R2	0.7907	0.7907	0.7892
R1	0.7898	0.7898	0.7891	0.7903
PP	0.7889	0.7889	0.7889	0.7891
S1	0.7880	0.7880	0.7887	0.7884
S2	0.7870	0.7870	0.7886
S3	0.7852	0.7861	0.7884
S4	0.7833	0.7843	0.7879

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8148	0.8114	0.7941
R3	0.8053	0.8019	0.7915
R2	0.7958	0.7958	0.7906
R1	0.7924	0.7924	0.7898	0.7941
PP	0.7863	0.7863	0.7863	0.7872
S1	0.7829	0.7829	0.7880	0.7846
S2	0.7768	0.7768	0.7872
S3	0.7673	0.7734	0.7863
S4	0.7578	0.7639	0.7837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7898	0.7803	0.0095	1.2%	0.0044	0.6%	91%	True	False	56,794
10	0.7898	0.7746	0.0152	1.9%	0.0046	0.6%	94%	True	False	65,227
20	0.8035	0.7745	0.0290	3.7%	0.0052	0.7%	50%	False	False	74,507
40	0.8219	0.7745	0.0474	6.0%	0.0054	0.7%	30%	False	False	70,122
60	0.8293	0.7745	0.0548	6.9%	0.0059	0.8%	26%	False	False	53,018
80	0.8293	0.7745	0.0548	6.9%	0.0059	0.7%	26%	False	False	39,874
100	0.8293	0.7521	0.0772	9.8%	0.0058	0.7%	48%	False	False	31,967

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	0.7976
2.618	0.7946
1.618	0.7927
1.000	0.7916
0.618	0.7909
HIGH	0.7898
0.618	0.7890
0.500	0.7888
0.382	0.7886
LOW	0.7879
0.618	0.7868
1.000	0.7861
1.618	0.7849
2.618	0.7831
4.250	0.7800

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	0.7889	0.7881
PP	0.7889	0.7872
S1	0.7888	0.7864

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

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