CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	0.7912	0.7890	-0.0022	-0.3%	0.8017
High	0.7926	0.7918	-0.0008	-0.1%	0.8035
Low	0.7881	0.7805	-0.0076	-1.0%	0.7920
Close	0.7893	0.7809	-0.0085	-1.1%	0.7923
Range	0.0045	0.0113	0.0068	153.9%	0.0115
ATR	0.0054	0.0058	0.0004	7.8%	0.0000
Volume	73,671	137,626	63,955	86.8%	374,910

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8109	0.7871
R3	0.8070	0.7996	0.7840
R2	0.7957	0.7957	0.7829
R1	0.7883	0.7883	0.7819	0.7863
PP	0.7844	0.7844	0.7844	0.7834
S1	0.7770	0.7770	0.7798	0.7750
S2	0.7731	0.7731	0.7788
S3	0.7618	0.7657	0.7777
S4	0.7505	0.7544	0.7746

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	0.7805	0.0230	2.9%	0.0063	0.8%	2%	False	True	89,379
10	0.8047	0.7805	0.0242	3.1%	0.0055	0.7%	1%	False	True	78,200
20	0.8058	0.7805	0.0253	3.2%	0.0052	0.7%	1%	False	True	68,206
40	0.8293	0.7805	0.0488	6.2%	0.0065	0.8%	1%	False	True	58,472
60	0.8293	0.7805	0.0488	6.2%	0.0060	0.8%	1%	False	True	39,140
80	0.8293	0.7701	0.0592	7.6%	0.0060	0.8%	18%	False	False	29,450
100	0.8293	0.7422	0.0871	11.2%	0.0058	0.7%	44%	False	False	23,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.8398
2.618	0.8214
1.618	0.8101
1.000	0.8031
0.618	0.7988
HIGH	0.7918
0.618	0.7875
0.500	0.7862
0.382	0.7848
LOW	0.7805
0.618	0.7735
1.000	0.7692
1.618	0.7622
2.618	0.7509
4.250	0.7325

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	0.7862	0.7868
PP	0.7844	0.7848
S1	0.7826	0.7828

Download as Excel Spreadsheet

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

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