CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	0.7921	0.7912	-0.0010	-0.1%	0.8017
High	0.7931	0.7926	-0.0005	-0.1%	0.8035
Low	0.7901	0.7881	-0.0020	-0.3%	0.7920
Close	0.7913	0.7893	-0.0020	-0.3%	0.7923
Range	0.0030	0.0045	0.0015	50.8%	0.0115
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	65,842	73,671	7,829	11.9%	374,910

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8033	0.8008	0.7917
R3	0.7989	0.7963	0.7905
R2	0.7944	0.7944	0.7901
R1	0.7919	0.7919	0.7897	0.7909
PP	0.7900	0.7900	0.7900	0.7895
S1	0.7874	0.7874	0.7889	0.7865
S2	0.7855	0.7855	0.7885
S3	0.7811	0.7830	0.7881
S4	0.7766	0.7785	0.7869

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	0.7881	0.0154	2.0%	0.0050	0.6%	8%	False	True	76,222
10	0.8047	0.7881	0.0166	2.1%	0.0049	0.6%	7%	False	True	69,912
20	0.8111	0.7881	0.0230	2.9%	0.0051	0.6%	5%	False	True	66,658
40	0.8293	0.7881	0.0412	5.2%	0.0064	0.8%	3%	False	True	55,057
60	0.8293	0.7836	0.0457	5.8%	0.0059	0.7%	12%	False	False	36,853
80	0.8293	0.7701	0.0592	7.5%	0.0059	0.8%	32%	False	False	27,732
100	0.8293	0.7422	0.0871	11.0%	0.0057	0.7%	54%	False	False	22,254

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8115
2.618	0.8042
1.618	0.7998
1.000	0.7970
0.618	0.7953
HIGH	0.7926
0.618	0.7909
0.500	0.7903
0.382	0.7898
LOW	0.7881
0.618	0.7853
1.000	0.7837
1.618	0.7809
2.618	0.7764
4.250	0.7692

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	0.7903	0.7950
PP	0.7900	0.7931
S1	0.7896	0.7912

Download as Excel Spreadsheet

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

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