CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	0.7822	0.7786	-0.0036	-0.5%	0.7921
High	0.7828	0.7811	-0.0017	-0.2%	0.7931
Low	0.7780	0.7745	-0.0035	-0.4%	0.7745
Close	0.7785	0.7786	0.0001	0.0%	0.7786
Range	0.0047	0.0066	0.0019	39.0%	0.0186
ATR	0.0057	0.0058	0.0001	1.1%	0.0000
Volume	91,335	94,499	3,164	3.5%	462,973

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7948	0.7822
R3	0.7913	0.7882	0.7804
R2	0.7847	0.7847	0.7798
R1	0.7816	0.7816	0.7792	0.7798
PP	0.7781	0.7781	0.7781	0.7772
S1	0.7750	0.7750	0.7779	0.7732
S2	0.7715	0.7715	0.7773
S3	0.7649	0.7684	0.7767
S4	0.7583	0.7618	0.7749

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8377	0.8267	0.7888
R3	0.8191	0.8081	0.7837
R2	0.8006	0.8006	0.7820
R1	0.7896	0.7896	0.7803	0.7858
PP	0.7820	0.7820	0.7820	0.7802
S1	0.7710	0.7710	0.7768	0.7672
S2	0.7635	0.7635	0.7751
S3	0.7449	0.7525	0.7734
S4	0.7264	0.7339	0.7683

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7931	0.7745	0.0186	2.4%	0.0060	0.8%	22%	False	True	92,594
10	0.8035	0.7745	0.0290	3.7%	0.0058	0.7%	14%	False	True	83,788
20	0.8047	0.7745	0.0302	3.9%	0.0051	0.7%	13%	False	True	69,927
40	0.8293	0.7745	0.0548	7.0%	0.0063	0.8%	7%	False	True	63,021
60	0.8293	0.7745	0.0548	7.0%	0.0060	0.8%	7%	False	True	42,219
80	0.8293	0.7712	0.0581	7.5%	0.0061	0.8%	13%	False	False	31,759
100	0.8293	0.7422	0.0871	11.2%	0.0058	0.7%	42%	False	False	25,482

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8092
2.618	0.7984
1.618	0.7918
1.000	0.7877
0.618	0.7852
HIGH	0.7811
0.618	0.7786
0.500	0.7778
0.382	0.7770
LOW	0.7745
0.618	0.7704
1.000	0.7679
1.618	0.7638
2.618	0.7572
4.250	0.7465

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	0.7783	0.7832
PP	0.7781	0.7816
S1	0.7778	0.7801

Download as Excel Spreadsheet

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

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