CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 24-Nov-2017

Day Change Summary
	Previous	Current
	22-Nov-2017	24-Nov-2017	Change	Change %	Previous Week
Open	0.7828	0.7872	0.0045	0.6%	0.7833
High	0.7880	0.7893	0.0014	0.2%	0.7893
Low	0.7825	0.7846	0.0022	0.3%	0.7793
Close	0.7874	0.7868	-0.0006	-0.1%	0.7868
Range	0.0055	0.0047	-0.0008	-14.5%	0.0101
ATR	0.0050	0.0050	0.0000	-0.5%	0.0000
Volume	66,017	64,020	-1,997	-3.0%	258,645

Daily Pivots for day following 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8010	0.7986	0.7894
R3	0.7963	0.7939	0.7881
R2	0.7916	0.7916	0.7877
R1	0.7892	0.7892	0.7872	0.7881
PP	0.7869	0.7869	0.7869	0.7863
S1	0.7845	0.7845	0.7864	0.7834
S2	0.7822	0.7822	0.7859
S3	0.7775	0.7798	0.7855
S4	0.7728	0.7751	0.7842

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8111	0.7923
R3	0.8052	0.8010	0.7896
R2	0.7952	0.7952	0.7886
R1	0.7910	0.7910	0.7877	0.7931
PP	0.7851	0.7851	0.7851	0.7862
S1	0.7809	0.7809	0.7859	0.7830
S2	0.7751	0.7751	0.7850
S3	0.7650	0.7709	0.7840
S4	0.7550	0.7608	0.7813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7893	0.7793	0.0101	1.3%	0.0053	0.7%	75%	True	False	68,972
10	0.7898	0.7793	0.0105	1.3%	0.0045	0.6%	72%	False	False	65,056
20	0.7898	0.7745	0.0153	1.9%	0.0048	0.6%	81%	False	False	67,134
40	0.8057	0.7745	0.0312	4.0%	0.0049	0.6%	39%	False	False	68,066
60	0.8293	0.7745	0.0548	7.0%	0.0059	0.7%	22%	False	False	62,857
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	22%	False	False	47,275
100	0.8293	0.7712	0.0581	7.4%	0.0058	0.7%	27%	False	False	37,890
120	0.8293	0.7422	0.0871	11.1%	0.0056	0.7%	51%	False	False	31,641

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8093
2.618	0.8016
1.618	0.7969
1.000	0.7940
0.618	0.7922
HIGH	0.7893
0.618	0.7875
0.500	0.7870
0.382	0.7864
LOW	0.7846
0.618	0.7817
1.000	0.7799
1.618	0.7770
2.618	0.7723
4.250	0.7646

Fisher Pivots for day following 24-Nov-2017
Pivot	1 day	3 day
R1	0.7870	0.7860
PP	0.7869	0.7851
S1	0.7869	0.7843

Download as Excel Spreadsheet

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

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