CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	0.8011	0.7921	-0.0090	-1.1%	0.8017
High	0.8018	0.7931	-0.0087	-1.1%	0.8035
Low	0.7920	0.7901	-0.0019	-0.2%	0.7920
Close	0.7923	0.7913	-0.0010	-0.1%	0.7923
Range	0.0098	0.0030	-0.0068	-69.9%	0.0115
ATR	0.0056	0.0055	-0.0002	-3.4%	0.0000
Volume	110,971	65,842	-45,129	-40.7%	374,910

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8003	0.7988	0.7929
R3	0.7974	0.7958	0.7921
R2	0.7944	0.7944	0.7918
R1	0.7929	0.7929	0.7916	0.7922
PP	0.7915	0.7915	0.7915	0.7911
S1	0.7899	0.7899	0.7910	0.7892
S2	0.7885	0.7885	0.7908
S3	0.7856	0.7870	0.7905
S4	0.7826	0.7840	0.7897

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8304	0.8228	0.7986
R3	0.8189	0.8113	0.7954
R2	0.8074	0.8074	0.7944
R1	0.7998	0.7998	0.7933	0.7979
PP	0.7959	0.7959	0.7959	0.7949
S1	0.7883	0.7883	0.7912	0.7864
S2	0.7844	0.7844	0.7901
S3	0.7729	0.7768	0.7891
S4	0.7614	0.7653	0.7859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8035	0.7901	0.0134	1.7%	0.0051	0.6%	9%	False	True	74,680
10	0.8047	0.7901	0.0146	1.8%	0.0049	0.6%	8%	False	True	67,864
20	0.8115	0.7901	0.0214	2.7%	0.0052	0.7%	6%	False	True	66,389
40	0.8293	0.7901	0.0392	5.0%	0.0064	0.8%	3%	False	True	53,229
60	0.8293	0.7836	0.0457	5.8%	0.0059	0.7%	17%	False	False	35,629
80	0.8293	0.7701	0.0592	7.5%	0.0059	0.7%	36%	False	False	26,815
100	0.8293	0.7411	0.0882	11.1%	0.0057	0.7%	57%	False	False	21,519

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.8008
1.618	0.7978
1.000	0.7960
0.618	0.7949
HIGH	0.7931
0.618	0.7919
0.500	0.7916
0.382	0.7912
LOW	0.7901
0.618	0.7883
1.000	0.7871
1.618	0.7853
2.618	0.7824
4.250	0.7776

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	0.7916	0.7968
PP	0.7915	0.7950
S1	0.7914	0.7931

Download as Excel Spreadsheet

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

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