CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	0.7883	0.7854	-0.0029	-0.4%	0.7838
High	0.7891	0.7877	-0.0014	-0.2%	0.7898
Low	0.7851	0.7832	-0.0019	-0.2%	0.7803
Close	0.7860	0.7858	-0.0002	0.0%	0.7889
Range	0.0040	0.0045	0.0005	11.3%	0.0095
ATR	0.0051	0.0050	0.0000	-0.9%	0.0000
Volume	44,661	76,041	31,380	70.3%	283,971

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7968	0.7882
R3	0.7945	0.7924	0.7870
R2	0.7900	0.7900	0.7866
R1	0.7879	0.7879	0.7862	0.7890
PP	0.7856	0.7856	0.7856	0.7861
S1	0.7835	0.7835	0.7854	0.7845
S2	0.7811	0.7811	0.7850
S3	0.7767	0.7790	0.7846
S4	0.7722	0.7746	0.7834

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8148	0.8114	0.7941
R3	0.8053	0.8019	0.7915
R2	0.7958	0.7958	0.7906
R1	0.7924	0.7924	0.7898	0.7941
PP	0.7863	0.7863	0.7863	0.7872
S1	0.7829	0.7829	0.7880	0.7846
S2	0.7768	0.7768	0.7872
S3	0.7673	0.7734	0.7863
S4	0.7578	0.7639	0.7837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7898	0.7830	0.0067	0.9%	0.0037	0.5%	41%	False	False	58,783
10	0.7898	0.7749	0.0149	1.9%	0.0046	0.6%	73%	False	False	62,980
20	0.8035	0.7745	0.0290	3.7%	0.0051	0.6%	39%	False	False	73,877
40	0.8202	0.7745	0.0457	5.8%	0.0053	0.7%	25%	False	False	69,413
60	0.8293	0.7745	0.0548	7.0%	0.0059	0.7%	21%	False	False	55,013
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	21%	False	False	41,377
100	0.8293	0.7558	0.0735	9.4%	0.0058	0.7%	41%	False	False	33,167

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7993
1.618	0.7949
1.000	0.7921
0.618	0.7904
HIGH	0.7877
0.618	0.7860
0.500	0.7854
0.382	0.7849
LOW	0.7832
0.618	0.7804
1.000	0.7788
1.618	0.7760
2.618	0.7715
4.250	0.7643

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	0.7857	0.7865
PP	0.7856	0.7863
S1	0.7854	0.7860

Download as Excel Spreadsheet

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

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