CME Canadian Dollar Future December 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Oct-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Oct-2017 | 
                    30-Oct-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7786 | 
                        0.7802 | 
                        0.0016 | 
                        0.2% | 
                        0.7921 | 
                     
                    
                        | High | 
                        0.7811 | 
                        0.7808 | 
                        -0.0003 | 
                        0.0% | 
                        0.7931 | 
                     
                    
                        | Low | 
                        0.7745 | 
                        0.7778 | 
                        0.0033 | 
                        0.4% | 
                        0.7745 | 
                     
                    
                        | Close | 
                        0.7786 | 
                        0.7794 | 
                        0.0009 | 
                        0.1% | 
                        0.7786 | 
                     
                    
                        | Range | 
                        0.0066 | 
                        0.0030 | 
                        -0.0036 | 
                        -54.5% | 
                        0.0186 | 
                     
                    
                        | ATR | 
                        0.0058 | 
                        0.0056 | 
                        -0.0002 | 
                        -3.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        94,499 | 
                        61,216 | 
                        -33,283 | 
                        -35.2% | 
                        462,973 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Oct-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7883 | 
                0.7869 | 
                0.7811 | 
                 | 
             
            
                | R3 | 
                0.7853 | 
                0.7839 | 
                0.7802 | 
                 | 
             
            
                | R2 | 
                0.7823 | 
                0.7823 | 
                0.7800 | 
                 | 
             
            
                | R1 | 
                0.7809 | 
                0.7809 | 
                0.7797 | 
                0.7801 | 
             
            
                | PP | 
                0.7793 | 
                0.7793 | 
                0.7793 | 
                0.7790 | 
             
            
                | S1 | 
                0.7779 | 
                0.7779 | 
                0.7791 | 
                0.7771 | 
             
            
                | S2 | 
                0.7763 | 
                0.7763 | 
                0.7789 | 
                 | 
             
            
                | S3 | 
                0.7733 | 
                0.7749 | 
                0.7786 | 
                 | 
             
            
                | S4 | 
                0.7703 | 
                0.7719 | 
                0.7778 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7926 | 
                0.7745 | 
                0.0181 | 
                2.3% | 
                0.0060 | 
                0.8% | 
                27% | 
                False | 
                False | 
                91,669 | 
                 
                
                | 10 | 
                0.8035 | 
                0.7745 | 
                0.0290 | 
                3.7% | 
                0.0055 | 
                0.7% | 
                17% | 
                False | 
                False | 
                83,174 | 
                 
                
                | 20 | 
                0.8047 | 
                0.7745 | 
                0.0302 | 
                3.9% | 
                0.0050 | 
                0.6% | 
                16% | 
                False | 
                False | 
                70,140 | 
                 
                
                | 40 | 
                0.8293 | 
                0.7745 | 
                0.0548 | 
                7.0% | 
                0.0061 | 
                0.8% | 
                9% | 
                False | 
                False | 
                64,467 | 
                 
                
                | 60 | 
                0.8293 | 
                0.7745 | 
                0.0548 | 
                7.0% | 
                0.0060 | 
                0.8% | 
                9% | 
                False | 
                False | 
                43,231 | 
                 
                
                | 80 | 
                0.8293 | 
                0.7742 | 
                0.0551 | 
                7.1% | 
                0.0060 | 
                0.8% | 
                9% | 
                False | 
                False | 
                32,520 | 
                 
                
                | 100 | 
                0.8293 | 
                0.7422 | 
                0.0871 | 
                11.2% | 
                0.0058 | 
                0.7% | 
                43% | 
                False | 
                False | 
                26,093 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7936 | 
         
        
            | 
2.618             | 
            0.7887 | 
         
        
            | 
1.618             | 
            0.7857 | 
         
        
            | 
1.000             | 
            0.7838 | 
         
        
            | 
0.618             | 
            0.7827 | 
         
        
            | 
HIGH             | 
            0.7808 | 
         
        
            | 
0.618             | 
            0.7797 | 
         
        
            | 
0.500             | 
            0.7793 | 
         
        
            | 
0.382             | 
            0.7789 | 
         
        
            | 
LOW             | 
            0.7778 | 
         
        
            | 
0.618             | 
            0.7759 | 
         
        
            | 
1.000             | 
            0.7748 | 
         
        
            | 
1.618             | 
            0.7729 | 
         
        
            | 
2.618             | 
            0.7699 | 
         
        
            | 
4.250             | 
            0.7651 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Oct-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7794 | 
                                0.7791 | 
                             
                            
                                | PP | 
                                0.7793 | 
                                0.7789 | 
                             
                            
                                | S1 | 
                                0.7793 | 
                                0.7786 | 
                             
             
         |