CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 01-Dec-2017

Day Change Summary
	Previous	Current
	30-Nov-2017	01-Dec-2017	Change	Change %	Previous Week
Open	0.7774	0.7755	-0.0020	-0.3%	0.7869
High	0.7784	0.7887	0.0104	1.3%	0.7888
Low	0.7748	0.7754	0.0006	0.1%	0.7748
Close	0.7752	0.7878	0.0126	1.6%	0.7878
Range	0.0036	0.0133	0.0098	274.6%	0.0140
ATR	0.0049	0.0055	0.0006	12.7%	0.0000
Volume	85,650	159,130	73,480	85.8%	458,657

Daily Pivots for day following 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8239	0.8191	0.7951
R3	0.8106	0.8058	0.7915
R2	0.7973	0.7973	0.7902
R1	0.7925	0.7925	0.7890	0.7949
PP	0.7840	0.7840	0.7840	0.7852
S1	0.7792	0.7792	0.7866	0.7816
S2	0.7707	0.7707	0.7854
S3	0.7574	0.7659	0.7841
S4	0.7441	0.7526	0.7805

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8208	0.7955
R3	0.8118	0.8068	0.7917
R2	0.7978	0.7978	0.7904
R1	0.7928	0.7928	0.7891	0.7953
PP	0.7838	0.7838	0.7838	0.7851
S1	0.7788	0.7788	0.7865	0.7813
S2	0.7698	0.7698	0.7852
S3	0.7558	0.7648	0.7840
S4	0.7418	0.7508	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7888	0.7748	0.0140	1.8%	0.0062	0.8%	93%	False	False	91,731
10	0.7893	0.7748	0.0145	1.8%	0.0057	0.7%	90%	False	False	80,351
20	0.7898	0.7748	0.0150	1.9%	0.0052	0.7%	87%	False	False	71,325
40	0.8047	0.7745	0.0302	3.8%	0.0051	0.6%	44%	False	False	71,976
60	0.8293	0.7745	0.0548	7.0%	0.0055	0.7%	24%	False	False	69,943
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	24%	False	False	52,980
100	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	24%	False	False	42,456
120	0.8293	0.7514	0.0780	9.9%	0.0057	0.7%	47%	False	False	35,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.8452
2.618	0.8235
1.618	0.8102
1.000	0.8020
0.618	0.7969
HIGH	0.7887
0.618	0.7836
0.500	0.7821
0.382	0.7805
LOW	0.7754
0.618	0.7672
1.000	0.7621
1.618	0.7539
2.618	0.7406
4.250	0.7189

Fisher Pivots for day following 01-Dec-2017
Pivot	1 day	3 day
R1	0.7859	0.7858
PP	0.7840	0.7838
S1	0.7821	0.7818

Download as Excel Spreadsheet

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

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