CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	0.8018	0.7961	-0.0057	-0.7%	0.8018
High	0.8028	0.7987	-0.0041	-0.5%	0.8036
Low	0.7950	0.7940	-0.0010	-0.1%	0.7940
Close	0.7958	0.7984	0.0027	0.3%	0.7984
Range	0.0078	0.0048	-0.0031	-39.5%	0.0097
ATR	0.0064	0.0063	-0.0001	-1.8%	0.0000
Volume	72,304	70,308	-1,996	-2.8%	296,619

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8113	0.8096	0.8010
R3	0.8065	0.8048	0.7997
R2	0.8018	0.8018	0.7993
R1	0.8001	0.8001	0.7988	0.8009
PP	0.7970	0.7970	0.7970	0.7974
S1	0.7953	0.7953	0.7980	0.7962
S2	0.7923	0.7923	0.7975
S3	0.7875	0.7906	0.7971
S4	0.7828	0.7858	0.7958

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8276	0.8227	0.8037
R3	0.8180	0.8130	0.8011
R2	0.8083	0.8083	0.8002
R1	0.8034	0.8034	0.7993	0.8010
PP	0.7987	0.7987	0.7987	0.7975
S1	0.7937	0.7937	0.7975	0.7914
S2	0.7890	0.7890	0.7966
S3	0.7794	0.7841	0.7957
S4	0.7697	0.7744	0.7931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8036	0.7940	0.0097	1.2%	0.0046	0.6%	46%	False	True	59,323
10	0.8125	0.7940	0.0186	2.3%	0.0057	0.7%	24%	False	True	67,108
20	0.8279	0.7940	0.0340	4.3%	0.0062	0.8%	13%	False	True	68,592
40	0.8293	0.7836	0.0457	5.7%	0.0065	0.8%	32%	False	False	35,729
60	0.8293	0.7836	0.0457	5.7%	0.0062	0.8%	32%	False	False	23,946
80	0.8293	0.7514	0.0780	9.8%	0.0060	0.7%	60%	False	False	18,057

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8111
1.618	0.8064
1.000	0.8035
0.618	0.8016
HIGH	0.7987
0.618	0.7969
0.500	0.7963
0.382	0.7958
LOW	0.7940
0.618	0.7910
1.000	0.7892
1.618	0.7863
2.618	0.7815
4.250	0.7738

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	0.7977	0.7988
PP	0.7970	0.7987
S1	0.7963	0.7985

Download as Excel Spreadsheet

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

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