CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 13-Oct-2017

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	0.8031	0.8016	-0.0015	-0.2%	0.7982
High	0.8047	0.8035	-0.0012	-0.1%	0.8047
Low	0.8009	0.7990	-0.0019	-0.2%	0.7966
Close	0.8029	0.8017	-0.0013	-0.2%	0.8017
Range	0.0038	0.0045	0.0007	18.7%	0.0081
ATR	0.0057	0.0056	-0.0001	-1.5%	0.0000
Volume	64,389	65,562	1,173	1.8%	264,041

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8126	0.8041
R3	0.8103	0.8082	0.8029
R2	0.8058	0.8058	0.8025
R1	0.8037	0.8037	0.8021	0.8048
PP	0.8014	0.8014	0.8014	0.8019
S1	0.7993	0.7993	0.8012	0.8003
S2	0.7969	0.7969	0.8008
S3	0.7925	0.7948	0.8004
S4	0.7880	0.7904	0.7992

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8251	0.8214	0.8061
R3	0.8171	0.8134	0.8039
R2	0.8090	0.8090	0.8031
R1	0.8053	0.8053	0.8024	0.8072
PP	0.8010	0.8010	0.8010	0.8019
S1	0.7973	0.7973	0.8009	0.7991
S2	0.7929	0.7929	0.8002
S3	0.7849	0.7892	0.7994
S4	0.7768	0.7812	0.7972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8047	0.7966	0.0081	1.0%	0.0040	0.5%	63%	False	False	52,808
10	0.8047	0.7940	0.0107	1.3%	0.0043	0.5%	72%	False	False	56,066
20	0.8219	0.7940	0.0280	3.5%	0.0057	0.7%	28%	False	False	65,738
40	0.8293	0.7891	0.0402	5.0%	0.0063	0.8%	31%	False	False	42,274
60	0.8293	0.7836	0.0457	5.7%	0.0061	0.8%	39%	False	False	28,330
80	0.8293	0.7521	0.0772	9.6%	0.0060	0.7%	64%	False	False	21,332

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8151
1.618	0.8107
1.000	0.8079
0.618	0.8062
HIGH	0.8035
0.618	0.8018
0.500	0.8012
0.382	0.8007
LOW	0.7990
0.618	0.7962
1.000	0.7946
1.618	0.7918
2.618	0.7873
4.250	0.7801

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	0.8015	0.8016
PP	0.8014	0.8016
S1	0.8012	0.8015

Download as Excel Spreadsheet

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

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