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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |