CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 18-Oct-2017

Day Change Summary
	Previous	Current
	17-Oct-2017	18-Oct-2017	Change	Change %	Previous Week
Open	0.7992	0.7989	-0.0003	0.0%	0.7982
High	0.7995	0.8030	0.0036	0.4%	0.8047
Low	0.7945	0.7982	0.0037	0.5%	0.7966
Close	0.7977	0.8027	0.0050	0.6%	0.8017
Range	0.0049	0.0048	-0.0001	-2.0%	0.0081
ATR	0.0055	0.0055	0.0000	-0.2%	0.0000
Volume	65,961	71,840	5,879	8.9%	264,041

Daily Pivots for day following 18-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8141	0.8053
R3	0.8110	0.8092	0.8040
R2	0.8061	0.8061	0.8035
R1	0.8044	0.8044	0.8031	0.8052
PP	0.8013	0.8013	0.8013	0.8017
S1	0.7995	0.7995	0.8022	0.8004
S2	0.7964	0.7964	0.8018
S3	0.7916	0.7947	0.8013
S4	0.7867	0.7898	0.8000

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	0.7945	0.0102	1.3%	0.0047	0.6%	80%	False	False	67,020
10	0.8047	0.7940	0.0107	1.3%	0.0048	0.6%	81%	False	False	61,180
20	0.8165	0.7940	0.0225	2.8%	0.0051	0.6%	39%	False	False	63,669
40	0.8293	0.7906	0.0387	4.8%	0.0063	0.8%	31%	False	False	47,365
60	0.8293	0.7836	0.0457	5.7%	0.0061	0.8%	42%	False	False	31,735
80	0.8293	0.7564	0.0730	9.1%	0.0060	0.7%	63%	False	False	23,886
100	0.8293	0.7411	0.0882	11.0%	0.0056	0.7%	70%	False	False	19,165

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8236
2.618	0.8157
1.618	0.8108
1.000	0.8078
0.618	0.8060
HIGH	0.8030
0.618	0.8011
0.500	0.8006
0.382	0.8000
LOW	0.7982
0.618	0.7952
1.000	0.7933
1.618	0.7903
2.618	0.7855
4.250	0.7775

Fisher Pivots for day following 18-Oct-2017
Pivot	1 day	3 day
R1	0.8020	0.8014
PP	0.8013	0.8001
S1	0.8006	0.7988

Download as Excel Spreadsheet

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

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