CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 27-Nov-2017

Day Change Summary
	Previous	Current
	24-Nov-2017	27-Nov-2017	Change	Change %	Previous Week
Open	0.7872	0.7869	-0.0003	0.0%	0.7833
High	0.7893	0.7888	-0.0005	-0.1%	0.7893
Low	0.7846	0.7832	-0.0014	-0.2%	0.7793
Close	0.7868	0.7838	-0.0030	-0.4%	0.7868
Range	0.0047	0.0056	0.0009	20.2%	0.0101
ATR	0.0050	0.0051	0.0000	0.9%	0.0000
Volume	64,020	65,237	1,217	1.9%	258,645

Daily Pivots for day following 27-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8022	0.7986	0.7869
R3	0.7965	0.7930	0.7854
R2	0.7909	0.7909	0.7848
R1	0.7873	0.7873	0.7843	0.7863
PP	0.7853	0.7853	0.7853	0.7847
S1	0.7817	0.7817	0.7833	0.7807
S2	0.7796	0.7796	0.7828
S3	0.7740	0.7761	0.7822
S4	0.7683	0.7704	0.7807

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%	0.0051	0.6%	45%	False	False	64,776
10	0.7893	0.7793	0.0101	1.3%	0.0049	0.6%	45%	False	False	66,115
20	0.7898	0.7746	0.0152	1.9%	0.0047	0.6%	61%	False	False	65,671
40	0.8047	0.7745	0.0302	3.8%	0.0049	0.6%	31%	False	False	67,799
60	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	17%	False	False	63,904
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	17%	False	False	48,082
100	0.8293	0.7712	0.0581	7.4%	0.0058	0.7%	22%	False	False	38,541
120	0.8293	0.7422	0.0871	11.1%	0.0056	0.7%	48%	False	False	32,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8128
2.618	0.8036
1.618	0.7979
1.000	0.7944
0.618	0.7923
HIGH	0.7888
0.618	0.7866
0.500	0.7860
0.382	0.7853
LOW	0.7832
0.618	0.7797
1.000	0.7775
1.618	0.7740
2.618	0.7684
4.250	0.7591

Fisher Pivots for day following 27-Nov-2017
Pivot	1 day	3 day
R1	0.7860	0.7859
PP	0.7853	0.7852
S1	0.7845	0.7845

Download as Excel Spreadsheet

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

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