CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	0.7872	0.7833	-0.0039	-0.5%	0.7802
High	0.7872	0.7867	-0.0005	-0.1%	0.7867
Low	0.7803	0.7830	0.0028	0.4%	0.7746
Close	0.7825	0.7861	0.0036	0.5%	0.7839
Range	0.0069	0.0037	-0.0032	-46.4%	0.0122
ATR	0.0056	0.0055	-0.0001	-1.7%	0.0000
Volume	61,254	53,568	-7,686	-12.5%	368,301

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7949	0.7881
R3	0.7927	0.7912	0.7871
R2	0.7890	0.7890	0.7867
R1	0.7875	0.7875	0.7864	0.7882
PP	0.7853	0.7853	0.7853	0.7856
S1	0.7838	0.7838	0.7857	0.7845
S2	0.7816	0.7816	0.7854
S3	0.7779	0.7801	0.7850
S4	0.7742	0.7764	0.7840

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	0.7769	0.0106	1.3%	0.0055	0.7%	86%	False	False	64,479
10	0.7875	0.7745	0.0130	1.7%	0.0051	0.6%	89%	False	False	71,845
20	0.8047	0.7745	0.0302	3.8%	0.0053	0.7%	38%	False	False	75,022
40	0.8255	0.7745	0.0510	6.5%	0.0056	0.7%	23%	False	False	72,379
60	0.8293	0.7745	0.0548	7.0%	0.0061	0.8%	21%	False	False	51,038
80	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	21%	False	False	38,384
100	0.8293	0.7514	0.0780	9.9%	0.0058	0.7%	45%	False	False	30,781

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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7964
1.618	0.7927
1.000	0.7904
0.618	0.7890
HIGH	0.7867
0.618	0.7853
0.500	0.7849
0.382	0.7844
LOW	0.7830
0.618	0.7807
1.000	0.7793
1.618	0.7770
2.618	0.7733
4.250	0.7673

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	0.7857	0.7853
PP	0.7853	0.7846
S1	0.7849	0.7839

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

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