CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	0.7776	0.7807	0.0031	0.4%	0.7802
High	0.7816	0.7867	0.0052	0.7%	0.7867
Low	0.7769	0.7793	0.0024	0.3%	0.7746
Close	0.7809	0.7839	0.0029	0.4%	0.7839
Range	0.0046	0.0074	0.0028	59.1%	0.0122
ATR	0.0054	0.0055	0.0001	2.7%	0.0000
Volume	70,117	87,957	17,840	25.4%	368,301

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8021	0.7879
R3	0.7981	0.7947	0.7859
R2	0.7907	0.7907	0.7852
R1	0.7873	0.7873	0.7845	0.7890
PP	0.7833	0.7833	0.7833	0.7841
S1	0.7799	0.7799	0.7832	0.7816
S2	0.7759	0.7759	0.7825
S3	0.7685	0.7725	0.7818
S4	0.7611	0.7651	0.7798

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8182	0.8132	0.7905
R3	0.8060	0.8010	0.7872
R2	0.7939	0.7939	0.7861
R1	0.7889	0.7889	0.7850	0.7914
PP	0.7817	0.7817	0.7817	0.7830
S1	0.7767	0.7767	0.7827	0.7792
S2	0.7695	0.7695	0.7816
S3	0.7574	0.7645	0.7805
S4	0.7452	0.7524	0.7772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7867	0.7746	0.0122	1.6%	0.0048	0.6%	77%	True	False	73,660
10	0.7931	0.7745	0.0186	2.4%	0.0054	0.7%	50%	False	False	83,127
20	0.8047	0.7745	0.0302	3.8%	0.0051	0.7%	31%	False	False	73,511
40	0.8279	0.7745	0.0534	6.8%	0.0057	0.7%	18%	False	False	71,051
60	0.8293	0.7745	0.0548	7.0%	0.0061	0.8%	17%	False	False	48,323
80	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	17%	False	False	36,337
100	0.8293	0.7514	0.0780	9.9%	0.0058	0.7%	42%	False	False	29,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8061
1.618	0.7987
1.000	0.7941
0.618	0.7913
HIGH	0.7867
0.618	0.7839
0.500	0.7830
0.382	0.7821
LOW	0.7793
0.618	0.7747
1.000	0.7719
1.618	0.7673
2.618	0.7599
4.250	0.7478

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	0.7836	0.7828
PP	0.7833	0.7818
S1	0.7830	0.7808

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

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