CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 29-Nov-2017

Day Change Summary
	Previous	Current
	28-Nov-2017	29-Nov-2017	Change	Change %	Previous Week
Open	0.7836	0.7808	-0.0029	-0.4%	0.7833
High	0.7842	0.7811	-0.0031	-0.4%	0.7893
Low	0.7799	0.7769	-0.0031	-0.4%	0.7793
Close	0.7804	0.7784	-0.0019	-0.2%	0.7868
Range	0.0043	0.0043	-0.0001	-1.2%	0.0101
ATR	0.0050	0.0049	-0.0001	-1.1%	0.0000
Volume	68,766	79,874	11,108	16.2%	258,645

Daily Pivots for day following 29-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7892	0.7807
R3	0.7873	0.7850	0.7796
R2	0.7830	0.7830	0.7792
R1	0.7807	0.7807	0.7788	0.7798
PP	0.7788	0.7788	0.7788	0.7783
S1	0.7765	0.7765	0.7780	0.7755
S2	0.7745	0.7745	0.7776
S3	0.7703	0.7722	0.7772
S4	0.7660	0.7680	0.7761

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	0.7769	0.0125	1.6%	0.0049	0.6%	12%	False	True	68,782
10	0.7893	0.7769	0.0125	1.6%	0.0049	0.6%	12%	False	True	68,909
20	0.7898	0.7749	0.0149	1.9%	0.0047	0.6%	24%	False	False	65,944
40	0.8047	0.7745	0.0302	3.9%	0.0049	0.6%	13%	False	False	68,920
60	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	7%	False	False	66,286
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	7%	False	False	49,930
100	0.8293	0.7742	0.0551	7.1%	0.0058	0.7%	8%	False	False	40,018
120	0.8293	0.7453	0.0840	10.8%	0.0056	0.7%	39%	False	False	33,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7992
2.618	0.7922
1.618	0.7880
1.000	0.7854
0.618	0.7837
HIGH	0.7811
0.618	0.7795
0.500	0.7790
0.382	0.7785
LOW	0.7769
0.618	0.7742
1.000	0.7726
1.618	0.7700
2.618	0.7657
4.250	0.7588

Fisher Pivots for day following 29-Nov-2017
Pivot	1 day	3 day
R1	0.7790	0.7828
PP	0.7788	0.7814
S1	0.7786	0.7799

Download as Excel Spreadsheet

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

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