CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 31-Oct-2017

Day Change Summary
	Previous	Current
	30-Oct-2017	31-Oct-2017	Change	Change %	Previous Week
Open	0.7802	0.7799	-0.0004	0.0%	0.7921
High	0.7808	0.7802	-0.0006	-0.1%	0.7931
Low	0.7778	0.7746	-0.0033	-0.4%	0.7745
Close	0.7794	0.7758	-0.0037	-0.5%	0.7786
Range	0.0030	0.0056	0.0026	86.7%	0.0186
ATR	0.0056	0.0056	0.0000	0.0%	0.0000
Volume	61,216	81,957	20,741	33.9%	462,973

Daily Pivots for day following 31-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7903	0.7788
R3	0.7880	0.7847	0.7773
R2	0.7824	0.7824	0.7768
R1	0.7791	0.7791	0.7763	0.7780
PP	0.7768	0.7768	0.7768	0.7763
S1	0.7735	0.7735	0.7752	0.7723
S2	0.7712	0.7712	0.7747
S3	0.7656	0.7679	0.7742
S4	0.7600	0.7623	0.7727

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	0.7918	0.7745	0.0173	2.2%	0.0062	0.8%	7%	False	False	93,326
10	0.8035	0.7745	0.0290	3.7%	0.0056	0.7%	4%	False	False	84,774
20	0.8047	0.7745	0.0302	3.9%	0.0051	0.7%	4%	False	False	71,896
40	0.8293	0.7745	0.0548	7.1%	0.0061	0.8%	2%	False	False	66,456
60	0.8293	0.7745	0.0548	7.1%	0.0060	0.8%	2%	False	False	44,591
80	0.8293	0.7742	0.0551	7.1%	0.0060	0.8%	3%	False	False	33,536
100	0.8293	0.7453	0.0840	10.8%	0.0058	0.8%	36%	False	False	26,911

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	0.8040
2.618	0.7948
1.618	0.7892
1.000	0.7858
0.618	0.7836
HIGH	0.7802
0.618	0.7780
0.500	0.7774
0.382	0.7767
LOW	0.7746
0.618	0.7711
1.000	0.7689
1.618	0.7655
2.618	0.7599
4.250	0.7507

Fisher Pivots for day following 31-Oct-2017
Pivot	1 day	3 day
R1	0.7774	0.7778
PP	0.7768	0.7771
S1	0.7763	0.7764

Download as Excel Spreadsheet

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

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