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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

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

Download as Excel Spreadsheet

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

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