CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	0.7771	0.7773	0.0002	0.0%	0.7780
High	0.7786	0.7779	-0.0007	-0.1%	0.7866
Low	0.7763	0.7752	-0.0011	-0.1%	0.7755
Close	0.7770	0.7759	-0.0011	-0.1%	0.7764
Range	0.0023	0.0027	0.0004	17.4%	0.0111
ATR	0.0056	0.0054	-0.0002	-3.7%	0.0000
Volume	6,005	1,739	-4,266	-71.0%	387,949

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7828	0.7774
R3	0.7817	0.7801	0.7766
R2	0.7790	0.7790	0.7764
R1	0.7775	0.7775	0.7761	0.7769
PP	0.7763	0.7763	0.7763	0.7760
S1	0.7748	0.7748	0.7757	0.7742
S2	0.7736	0.7736	0.7754
S3	0.7709	0.7721	0.7752
S4	0.7682	0.7694	0.7744

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8058	0.7825
R3	0.8018	0.7946	0.7794
R2	0.7906	0.7906	0.7784
R1	0.7835	0.7835	0.7774	0.7815
PP	0.7795	0.7795	0.7795	0.7785
S1	0.7723	0.7723	0.7753	0.7703
S2	0.7683	0.7683	0.7743
S3	0.7572	0.7612	0.7733
S4	0.7460	0.7500	0.7702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7866	0.7752	0.0114	1.5%	0.0058	0.8%	7%	False	True	51,821
10	0.7904	0.7752	0.0153	2.0%	0.0055	0.7%	5%	False	True	62,838
20	0.7923	0.7748	0.0175	2.2%	0.0056	0.7%	6%	False	False	71,366
40	0.7926	0.7745	0.0181	2.3%	0.0053	0.7%	8%	False	False	71,732
60	0.8115	0.7745	0.0370	4.8%	0.0053	0.7%	4%	False	False	69,951
80	0.8293	0.7745	0.0548	7.1%	0.0059	0.8%	3%	False	False	62,481
100	0.8293	0.7745	0.0548	7.1%	0.0057	0.7%	3%	False	False	50,070
120	0.8293	0.7701	0.0592	7.6%	0.0057	0.7%	10%	False	False	41,787

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7893
2.618	0.7849
1.618	0.7822
1.000	0.7805
0.618	0.7795
HIGH	0.7779
0.618	0.7768
0.500	0.7765
0.382	0.7762
LOW	0.7752
0.618	0.7735
1.000	0.7725
1.618	0.7708
2.618	0.7681
4.250	0.7637

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	0.7765	0.7800
PP	0.7763	0.7787
S1	0.7761	0.7773

Download as Excel Spreadsheet

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

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