CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	0.7833	0.7808	-0.0025	-0.3%	0.7883
High	0.7843	0.7846	0.0003	0.0%	0.7891
Low	0.7801	0.7793	-0.0009	-0.1%	0.7800
Close	0.7809	0.7830	0.0020	0.3%	0.7838
Range	0.0042	0.0053	0.0012	27.7%	0.0091
ATR	0.0050	0.0050	0.0000	0.5%	0.0000
Volume	55,306	73,302	17,996	32.5%	337,271

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7959	0.7859
R3	0.7929	0.7906	0.7844
R2	0.7876	0.7876	0.7839
R1	0.7853	0.7853	0.7834	0.7864
PP	0.7823	0.7823	0.7823	0.7828
S1	0.7800	0.7800	0.7825	0.7811
S2	0.7770	0.7770	0.7820
S3	0.7717	0.7747	0.7815
S4	0.7664	0.7694	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	0.7869	0.7793	0.0076	1.0%	0.0049	0.6%	49%	False	True	69,035
10	0.7898	0.7793	0.0105	1.3%	0.0043	0.5%	35%	False	True	63,909
20	0.7918	0.7745	0.0173	2.2%	0.0051	0.6%	49%	False	False	72,080
40	0.8111	0.7745	0.0366	4.7%	0.0051	0.7%	23%	False	False	69,369
60	0.8293	0.7745	0.0548	7.0%	0.0060	0.8%	15%	False	False	60,731
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	15%	False	False	45,659
100	0.8293	0.7701	0.0592	7.6%	0.0058	0.7%	22%	False	False	36,601
120	0.8293	0.7422	0.0871	11.1%	0.0056	0.7%	47%	False	False	30,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8071
2.618	0.7984
1.618	0.7931
1.000	0.7899
0.618	0.7878
HIGH	0.7846
0.618	0.7825
0.500	0.7819
0.382	0.7813
LOW	0.7793
0.618	0.7760
1.000	0.7740
1.618	0.7707
2.618	0.7654
4.250	0.7567

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	0.7826	0.7830
PP	0.7823	0.7830
S1	0.7819	0.7830

Download as Excel Spreadsheet

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

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