CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	0.7890	0.7822	-0.0068	-0.9%	0.8017
High	0.7918	0.7828	-0.0091	-1.1%	0.8035
Low	0.7805	0.7780	-0.0025	-0.3%	0.7920
Close	0.7809	0.7785	-0.0024	-0.3%	0.7923
Range	0.0113	0.0047	-0.0066	-58.0%	0.0115
ATR	0.0058	0.0057	-0.0001	-1.3%	0.0000
Volume	137,626	91,335	-46,291	-33.6%	374,910

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7910	0.7811
R3	0.7892	0.7862	0.7798
R2	0.7845	0.7845	0.7793
R1	0.7815	0.7815	0.7789	0.7806
PP	0.7797	0.7797	0.7797	0.7793
S1	0.7767	0.7767	0.7780	0.7759
S2	0.7750	0.7750	0.7776
S3	0.7702	0.7720	0.7771
S4	0.7655	0.7672	0.7758

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	0.8018	0.7780	0.0238	3.1%	0.0066	0.9%	2%	False	True	95,889
10	0.8035	0.7780	0.0255	3.3%	0.0056	0.7%	2%	False	True	80,894
20	0.8057	0.7780	0.0277	3.6%	0.0051	0.7%	2%	False	True	68,999
40	0.8293	0.7780	0.0513	6.6%	0.0064	0.8%	1%	False	True	60,719
60	0.8293	0.7780	0.0513	6.6%	0.0060	0.8%	1%	False	True	40,655
80	0.8293	0.7712	0.0581	7.5%	0.0060	0.8%	12%	False	False	30,578
100	0.8293	0.7422	0.0871	11.2%	0.0058	0.7%	42%	False	False	24,543

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7952
1.618	0.7904
1.000	0.7875
0.618	0.7857
HIGH	0.7828
0.618	0.7809
0.500	0.7804
0.382	0.7798
LOW	0.7780
0.618	0.7751
1.000	0.7733
1.618	0.7703
2.618	0.7656
4.250	0.7578

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	0.7804	0.7853
PP	0.7797	0.7830
S1	0.7791	0.7807

Download as Excel Spreadsheet

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

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