CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	0.7833	0.7857	0.0025	0.3%	0.7802
High	0.7867	0.7897	0.0030	0.4%	0.7867
Low	0.7830	0.7852	0.0022	0.3%	0.7746
Close	0.7861	0.7894	0.0033	0.4%	0.7839
Range	0.0037	0.0045	0.0008	21.6%	0.0122
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	53,568	64,994	11,426	21.3%	368,301

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8016	0.8000	0.7918
R3	0.7971	0.7955	0.7906
R2	0.7926	0.7926	0.7902
R1	0.7910	0.7910	0.7898	0.7918
PP	0.7881	0.7881	0.7881	0.7885
S1	0.7865	0.7865	0.7889	0.7873
S2	0.7836	0.7836	0.7885
S3	0.7791	0.7820	0.7881
S4	0.7746	0.7775	0.7869

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	0.7897	0.7793	0.0104	1.3%	0.0055	0.7%	97%	True	False	63,455
10	0.7897	0.7745	0.0152	1.9%	0.0051	0.6%	98%	True	False	69,211
20	0.8035	0.7745	0.0290	3.7%	0.0053	0.7%	51%	False	False	75,053
40	0.8255	0.7745	0.0510	6.5%	0.0056	0.7%	29%	False	False	71,574
60	0.8293	0.7745	0.0548	6.9%	0.0060	0.8%	27%	False	False	52,113
80	0.8293	0.7745	0.0548	6.9%	0.0059	0.7%	27%	False	False	39,195
100	0.8293	0.7514	0.0780	9.9%	0.0058	0.7%	49%	False	False	31,426

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8088
2.618	0.8014
1.618	0.7969
1.000	0.7942
0.618	0.7924
HIGH	0.7897
0.618	0.7879
0.500	0.7874
0.382	0.7869
LOW	0.7852
0.618	0.7824
1.000	0.7807
1.618	0.7779
2.618	0.7734
4.250	0.7660

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	0.7887	0.7879
PP	0.7881	0.7864
S1	0.7874	0.7850

Download as Excel Spreadsheet

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

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