CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	0.8018	0.7995	-0.0023	-0.3%	0.8110
High	0.8024	0.8016	-0.0008	-0.1%	0.8125
Low	0.7988	0.7979	-0.0009	-0.1%	0.7983
Close	0.8002	0.8010	0.0008	0.1%	0.8026
Range	0.0037	0.0038	0.0001	2.7%	0.0142
ATR	0.0067	0.0065	-0.0002	-3.1%	0.0000
Volume	56,940	46,837	-10,103	-17.7%	374,470

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8114	0.8099	0.8030
R3	0.8076	0.8062	0.8020
R2	0.8039	0.8039	0.8016
R1	0.8024	0.8024	0.8013	0.8032
PP	0.8001	0.8001	0.8001	0.8005
S1	0.7987	0.7987	0.8006	0.7994
S2	0.7964	0.7964	0.8003
S3	0.7926	0.7949	0.7999
S4	0.7889	0.7912	0.7989

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8471	0.8390	0.8104
R3	0.8329	0.8248	0.8065
R2	0.8187	0.8187	0.8052
R1	0.8106	0.8106	0.8039	0.8075
PP	0.8045	0.8045	0.8045	0.8029
S1	0.7964	0.7964	0.8012	0.7933
S2	0.7902	0.7902	0.7999
S3	0.7760	0.7822	0.7986
S4	0.7618	0.7680	0.7947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8111	0.7979	0.0132	1.6%	0.0062	0.8%	23%	False	True	72,371
10	0.8202	0.7979	0.0224	2.8%	0.0063	0.8%	14%	False	True	70,880
20	0.8293	0.7979	0.0315	3.9%	0.0071	0.9%	10%	False	True	61,016
40	0.8293	0.7836	0.0457	5.7%	0.0064	0.8%	38%	False	False	30,939
60	0.8293	0.7742	0.0551	6.9%	0.0063	0.8%	49%	False	False	20,750
80	0.8293	0.7453	0.0840	10.5%	0.0060	0.7%	66%	False	False	15,664

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8175
2.618	0.8114
1.618	0.8077
1.000	0.8054
0.618	0.8039
HIGH	0.8016
0.618	0.8002
0.500	0.7997
0.382	0.7993
LOW	0.7979
0.618	0.7955
1.000	0.7941
1.618	0.7918
2.618	0.7880
4.250	0.7819

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	0.8005	0.8018
PP	0.8001	0.8015
S1	0.7997	0.8012

Download as Excel Spreadsheet

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

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