CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	0.7799	0.7761	-0.0038	-0.5%	0.7921
High	0.7802	0.7782	-0.0020	-0.2%	0.7931
Low	0.7746	0.7749	0.0003	0.0%	0.7745
Close	0.7758	0.7767	0.0009	0.1%	0.7786
Range	0.0056	0.0034	-0.0023	-40.2%	0.0186
ATR	0.0056	0.0054	-0.0002	-2.9%	0.0000
Volume	81,957	67,054	-14,903	-18.2%	462,973

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7850	0.7785
R3	0.7833	0.7816	0.7776
R2	0.7799	0.7799	0.7773
R1	0.7783	0.7783	0.7770	0.7791
PP	0.7766	0.7766	0.7766	0.7770
S1	0.7749	0.7749	0.7763	0.7758
S2	0.7732	0.7732	0.7760
S3	0.7699	0.7716	0.7757
S4	0.7665	0.7682	0.7748

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	0.7828	0.7745	0.0083	1.1%	0.0047	0.6%	26%	False	False	79,212
10	0.8035	0.7745	0.0290	3.7%	0.0055	0.7%	7%	False	False	84,295
20	0.8047	0.7745	0.0302	3.9%	0.0051	0.7%	7%	False	False	72,738
40	0.8293	0.7745	0.0548	7.1%	0.0058	0.7%	4%	False	False	67,690
60	0.8293	0.7745	0.0548	7.1%	0.0060	0.8%	4%	False	False	45,702
80	0.8293	0.7744	0.0549	7.1%	0.0060	0.8%	4%	False	False	34,371
100	0.8293	0.7514	0.0780	10.0%	0.0058	0.7%	32%	False	False	27,579

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7924
2.618	0.7870
1.618	0.7836
1.000	0.7816
0.618	0.7803
HIGH	0.7782
0.618	0.7769
0.500	0.7765
0.382	0.7761
LOW	0.7749
0.618	0.7728
1.000	0.7715
1.618	0.7694
2.618	0.7661
4.250	0.7606

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	0.7766	0.7777
PP	0.7766	0.7773
S1	0.7765	0.7770

Download as Excel Spreadsheet

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

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