CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 05-Dec-2017

Day Change Summary
	Previous	Current
	04-Dec-2017	05-Dec-2017	Change	Change %	Previous Week
Open	0.7872	0.7886	0.0014	0.2%	0.7869
High	0.7903	0.7923	0.0020	0.3%	0.7888
Low	0.7859	0.7873	0.0014	0.2%	0.7748
Close	0.7877	0.7876	-0.0001	0.0%	0.7878
Range	0.0044	0.0050	0.0006	13.6%	0.0140
ATR	0.0054	0.0054	0.0000	-0.5%	0.0000
Volume	74,216	62,736	-11,480	-15.5%	458,657

Daily Pivots for day following 05-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8008	0.7904
R3	0.7990	0.7958	0.7890
R2	0.7940	0.7940	0.7885
R1	0.7908	0.7908	0.7881	0.7899
PP	0.7890	0.7890	0.7890	0.7886
S1	0.7858	0.7858	0.7871	0.7849
S2	0.7840	0.7840	0.7867
S3	0.7790	0.7808	0.7862
S4	0.7740	0.7758	0.7849

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8208	0.7955
R3	0.8118	0.8068	0.7917
R2	0.7978	0.7978	0.7904
R1	0.7928	0.7928	0.7891	0.7953
PP	0.7838	0.7838	0.7838	0.7851
S1	0.7788	0.7788	0.7865	0.7813
S2	0.7698	0.7698	0.7852
S3	0.7558	0.7648	0.7840
S4	0.7418	0.7508	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7923	0.7748	0.0175	2.2%	0.0061	0.8%	73%	True	False	92,321
10	0.7923	0.7748	0.0175	2.2%	0.0056	0.7%	73%	True	False	79,894
20	0.7923	0.7748	0.0175	2.2%	0.0050	0.6%	73%	True	False	71,299
40	0.8047	0.7745	0.0302	3.8%	0.0051	0.7%	43%	False	False	72,989
60	0.8279	0.7745	0.0534	6.8%	0.0055	0.7%	25%	False	False	71,695
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	24%	False	False	54,680
100	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	24%	False	False	43,821
120	0.8293	0.7514	0.0780	9.9%	0.0057	0.7%	47%	False	False	36,581

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8135
2.618	0.8053
1.618	0.8003
1.000	0.7973
0.618	0.7953
HIGH	0.7923
0.618	0.7903
0.500	0.7898
0.382	0.7892
LOW	0.7873
0.618	0.7842
1.000	0.7823
1.618	0.7792
2.618	0.7742
4.250	0.7660

Fisher Pivots for day following 05-Dec-2017
Pivot	1 day	3 day
R1	0.7898	0.7863
PP	0.7890	0.7851
S1	0.7883	0.7838

Download as Excel Spreadsheet

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

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