CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	0.7854	0.7854	0.0000	0.0%	0.7838
High	0.7877	0.7869	-0.0008	-0.1%	0.7898
Low	0.7832	0.7822	-0.0010	-0.1%	0.7803
Close	0.7858	0.7835	-0.0023	-0.3%	0.7889
Range	0.0045	0.0047	0.0002	5.6%	0.0095
ATR	0.0050	0.0050	0.0000	-0.5%	0.0000
Volume	76,041	73,910	-2,131	-2.8%	283,971

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7955	0.7860
R3	0.7935	0.7908	0.7847
R2	0.7888	0.7888	0.7843
R1	0.7862	0.7862	0.7839	0.7852
PP	0.7842	0.7842	0.7842	0.7837
S1	0.7815	0.7815	0.7830	0.7805
S2	0.7795	0.7795	0.7826
S3	0.7748	0.7768	0.7822
S4	0.7701	0.7721	0.7809

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	0.7822	0.0076	1.0%	0.0039	0.5%	17%	False	True	62,851
10	0.7898	0.7769	0.0128	1.6%	0.0047	0.6%	51%	False	False	63,665
20	0.8035	0.7745	0.0290	3.7%	0.0051	0.6%	31%	False	False	73,980
40	0.8165	0.7745	0.0420	5.4%	0.0051	0.7%	21%	False	False	68,825
60	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	16%	False	False	56,237
80	0.8293	0.7745	0.0548	7.0%	0.0059	0.7%	16%	False	False	42,296
100	0.8293	0.7564	0.0730	9.3%	0.0058	0.7%	37%	False	False	33,905
120	0.8293	0.7411	0.0882	11.3%	0.0055	0.7%	48%	False	False	28,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8068
2.618	0.7992
1.618	0.7945
1.000	0.7915
0.618	0.7898
HIGH	0.7869
0.618	0.7851
0.500	0.7845
0.382	0.7839
LOW	0.7822
0.618	0.7792
1.000	0.7775
1.618	0.7745
2.618	0.7698
4.250	0.7622

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	0.7845	0.7856
PP	0.7842	0.7849
S1	0.7838	0.7842

Download as Excel Spreadsheet

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

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