CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	0.7854	0.7833	-0.0021	-0.3%	0.7838
High	0.7869	0.7859	-0.0009	-0.1%	0.7898
Low	0.7822	0.7826	0.0004	0.1%	0.7803
Close	0.7835	0.7845	0.0010	0.1%	0.7889
Range	0.0047	0.0034	-0.0013	-28.7%	0.0095
ATR	0.0050	0.0049	-0.0001	-2.4%	0.0000
Volume	73,910	56,442	-17,468	-23.6%	283,971

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7928	0.7863
R3	0.7910	0.7894	0.7854
R2	0.7877	0.7877	0.7851
R1	0.7861	0.7861	0.7848	0.7869
PP	0.7843	0.7843	0.7843	0.7847
S1	0.7827	0.7827	0.7841	0.7835
S2	0.7809	0.7809	0.7838
S3	0.7776	0.7793	0.7835
S4	0.7742	0.7760	0.7826

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%	0.0037	0.5%	30%	False	False	61,141
10	0.7898	0.7793	0.0105	1.3%	0.0046	0.6%	49%	False	False	62,298
20	0.8018	0.7745	0.0273	3.5%	0.0051	0.7%	36%	False	False	73,863
40	0.8165	0.7745	0.0420	5.3%	0.0051	0.6%	24%	False	False	68,886
60	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	18%	False	False	57,172
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	18%	False	False	42,995
100	0.8293	0.7599	0.0695	8.9%	0.0058	0.7%	35%	False	False	34,463
120	0.8293	0.7411	0.0882	11.2%	0.0055	0.7%	49%	False	False	28,770

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

Fibonacci Retracements and Extensions
4.250	0.8001
2.618	0.7947
1.618	0.7913
1.000	0.7893
0.618	0.7880
HIGH	0.7859
0.618	0.7846
0.500	0.7842
0.382	0.7838
LOW	0.7826
0.618	0.7805
1.000	0.7792
1.618	0.7771
2.618	0.7738
4.250	0.7683

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	0.7844	0.7849
PP	0.7843	0.7848
S1	0.7842	0.7846

Download as Excel Spreadsheet

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

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