CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	0.7833	0.7844	0.0011	0.1%	0.7883
High	0.7859	0.7868	0.0009	0.1%	0.7891
Low	0.7826	0.7800	-0.0026	-0.3%	0.7800
Close	0.7845	0.7838	-0.0007	-0.1%	0.7838
Range	0.0034	0.0068	0.0034	103.0%	0.0091
ATR	0.0049	0.0050	0.0001	2.8%	0.0000
Volume	56,442	86,217	29,775	52.8%	337,271

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.8006	0.7875
R3	0.7971	0.7938	0.7856
R2	0.7903	0.7903	0.7850
R1	0.7870	0.7870	0.7844	0.7853
PP	0.7835	0.7835	0.7835	0.7826
S1	0.7802	0.7802	0.7831	0.7785
S2	0.7767	0.7767	0.7825
S3	0.7699	0.7734	0.7819
S4	0.7631	0.7666	0.7800

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8114	0.8066	0.7887
R3	0.8024	0.7976	0.7862
R2	0.7933	0.7933	0.7854
R1	0.7885	0.7885	0.7846	0.7864
PP	0.7843	0.7843	0.7843	0.7832
S1	0.7795	0.7795	0.7829	0.7774
S2	0.7752	0.7752	0.7821
S3	0.7662	0.7704	0.7813
S4	0.7571	0.7614	0.7788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7891	0.7800	0.0091	1.2%	0.0047	0.6%	41%	False	True	67,454
10	0.7898	0.7800	0.0098	1.2%	0.0045	0.6%	38%	False	True	62,124
20	0.7931	0.7745	0.0186	2.4%	0.0050	0.6%	50%	False	False	72,625
40	0.8125	0.7745	0.0380	4.8%	0.0051	0.7%	24%	False	False	69,063
60	0.8293	0.7745	0.0548	7.0%	0.0060	0.8%	17%	False	False	58,605
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	17%	False	False	44,062
100	0.8293	0.7687	0.0606	7.7%	0.0057	0.7%	25%	False	False	35,319
120	0.8293	0.7411	0.0882	11.3%	0.0056	0.7%	48%	False	False	29,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.8046
1.618	0.7978
1.000	0.7936
0.618	0.7910
HIGH	0.7868
0.618	0.7842
0.500	0.7834
0.382	0.7826
LOW	0.7800
0.618	0.7758
1.000	0.7732
1.618	0.7690
2.618	0.7622
4.250	0.7511

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	0.7836	0.7836
PP	0.7835	0.7835
S1	0.7834	0.7834

Download as Excel Spreadsheet

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

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