CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	0.7844	0.7833	-0.0011	-0.1%	0.7883
High	0.7868	0.7843	-0.0026	-0.3%	0.7891
Low	0.7800	0.7801	0.0001	0.0%	0.7800
Close	0.7838	0.7809	-0.0029	-0.4%	0.7838
Range	0.0068	0.0042	-0.0027	-39.0%	0.0091
ATR	0.0050	0.0050	-0.0001	-1.3%	0.0000
Volume	86,217	55,306	-30,911	-35.9%	337,271

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7917	0.7832
R3	0.7901	0.7876	0.7820
R2	0.7859	0.7859	0.7817
R1	0.7834	0.7834	0.7813	0.7826
PP	0.7818	0.7818	0.7818	0.7813
S1	0.7793	0.7793	0.7805	0.7784
S2	0.7776	0.7776	0.7801
S3	0.7735	0.7751	0.7798
S4	0.7693	0.7710	0.7786

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	0.7877	0.7800	0.0077	1.0%	0.0047	0.6%	12%	False	False	69,583
10	0.7898	0.7800	0.0098	1.2%	0.0044	0.6%	9%	False	False	62,704
20	0.7926	0.7745	0.0181	2.3%	0.0050	0.6%	35%	False	False	72,099
40	0.8115	0.7745	0.0370	4.7%	0.0051	0.7%	17%	False	False	69,244
60	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	12%	False	False	59,519
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	12%	False	False	44,747
100	0.8293	0.7701	0.0592	7.6%	0.0057	0.7%	18%	False	False	35,872
120	0.8293	0.7411	0.0882	11.3%	0.0056	0.7%	45%	False	False	29,949

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

Fibonacci Retracements and Extensions
4.250	0.8019
2.618	0.7951
1.618	0.7910
1.000	0.7884
0.618	0.7868
HIGH	0.7843
0.618	0.7827
0.500	0.7822
0.382	0.7817
LOW	0.7801
0.618	0.7775
1.000	0.7760
1.618	0.7734
2.618	0.7692
4.250	0.7625

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	0.7822	0.7834
PP	0.7818	0.7826
S1	0.7813	0.7817

Download as Excel Spreadsheet

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

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