CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	0.7838	0.7872	0.0034	0.4%	0.7802
High	0.7875	0.7872	-0.0003	0.0%	0.7867
Low	0.7825	0.7803	-0.0023	-0.3%	0.7746
Close	0.7865	0.7825	-0.0040	-0.5%	0.7839
Range	0.0050	0.0069	0.0019	38.0%	0.0122
ATR	0.0055	0.0056	0.0001	1.8%	0.0000
Volume	49,502	61,254	11,752	23.7%	368,301

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8001	0.7862
R3	0.7971	0.7932	0.7843
R2	0.7902	0.7902	0.7837
R1	0.7863	0.7863	0.7831	0.7848
PP	0.7833	0.7833	0.7833	0.7825
S1	0.7794	0.7794	0.7818	0.7779
S2	0.7764	0.7764	0.7812
S3	0.7695	0.7725	0.7806
S4	0.7626	0.7656	0.7787

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	0.7875	0.7749	0.0127	1.6%	0.0055	0.7%	60%	False	False	67,176
10	0.7918	0.7745	0.0173	2.2%	0.0059	0.7%	46%	False	False	80,251
20	0.8047	0.7745	0.0302	3.9%	0.0054	0.7%	26%	False	False	75,082
40	0.8255	0.7745	0.0510	6.5%	0.0057	0.7%	16%	False	False	72,614
60	0.8293	0.7745	0.0548	7.0%	0.0061	0.8%	15%	False	False	50,159
80	0.8293	0.7745	0.0548	7.0%	0.0060	0.8%	15%	False	False	37,716
100	0.8293	0.7514	0.0780	10.0%	0.0058	0.7%	40%	False	False	30,246

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	0.8165
2.618	0.8052
1.618	0.7983
1.000	0.7941
0.618	0.7914
HIGH	0.7872
0.618	0.7845
0.500	0.7837
0.382	0.7829
LOW	0.7803
0.618	0.7760
1.000	0.7733
1.618	0.7691
2.618	0.7622
4.250	0.7509

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	0.7837	0.7834
PP	0.7833	0.7831
S1	0.7829	0.7828

Download as Excel Spreadsheet

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

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