CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	0.8117	0.8118	0.0001	0.0%	0.8208
High	0.8121	0.8165	0.0044	0.5%	0.8219
Low	0.8089	0.8101	0.0011	0.1%	0.8075
Close	0.8105	0.8111	0.0006	0.1%	0.8111
Range	0.0031	0.0064	0.0033	103.2%	0.0145
ATR	0.0070	0.0070	0.0000	-0.6%	0.0000
Volume	54,004	79,105	25,101	46.5%	379,633

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8317	0.8278	0.8146
R3	0.8253	0.8214	0.8128
R2	0.8189	0.8189	0.8122
R1	0.8150	0.8150	0.8116	0.8138
PP	0.8125	0.8125	0.8125	0.8119
S1	0.8086	0.8086	0.8105	0.8073
S2	0.8061	0.8061	0.8099
S3	0.7997	0.8022	0.8093
S4	0.7933	0.7958	0.8075

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8568	0.8484	0.8190
R3	0.8424	0.8339	0.8150
R2	0.8279	0.8279	0.8137
R1	0.8195	0.8195	0.8124	0.8165
PP	0.8135	0.8135	0.8135	0.8120
S1	0.8050	0.8050	0.8097	0.8020
S2	0.7990	0.7990	0.8084
S3	0.7846	0.7906	0.8071
S4	0.7701	0.7761	0.8031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8219	0.8075	0.0145	1.8%	0.0074	0.9%	25%	False	False	75,926
10	0.8279	0.8075	0.0204	2.5%	0.0068	0.8%	18%	False	False	70,075
20	0.8293	0.7906	0.0387	4.8%	0.0077	0.9%	53%	False	False	37,690
40	0.8293	0.7836	0.0457	5.6%	0.0064	0.8%	60%	False	False	19,061
60	0.8293	0.7687	0.0606	7.5%	0.0061	0.8%	70%	False	False	12,823
80	0.8293	0.7411	0.0882	10.9%	0.0058	0.7%	79%	False	False	9,701

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8437
2.618	0.8332
1.618	0.8268
1.000	0.8229
0.618	0.8204
HIGH	0.8165
0.618	0.8140
0.500	0.8133
0.382	0.8125
LOW	0.8101
0.618	0.8061
1.000	0.8036
1.618	0.7997
2.618	0.7933
4.250	0.7828

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	0.8133	0.8138
PP	0.8125	0.8129
S1	0.8118	0.8120

Download as Excel Spreadsheet

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

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