CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 04-Dec-2017

Day Change Summary
	Previous	Current
	01-Dec-2017	04-Dec-2017	Change	Change %	Previous Week
Open	0.7755	0.7872	0.0117	1.5%	0.7869
High	0.7887	0.7903	0.0016	0.2%	0.7888
Low	0.7754	0.7859	0.0105	1.3%	0.7748
Close	0.7878	0.7877	-0.0002	0.0%	0.7878
Range	0.0133	0.0044	-0.0089	-66.9%	0.0140
ATR	0.0055	0.0054	-0.0001	-1.4%	0.0000
Volume	159,130	74,216	-84,914	-53.4%	458,657

Daily Pivots for day following 04-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7988	0.7901
R3	0.7967	0.7944	0.7889
R2	0.7923	0.7923	0.7885
R1	0.7900	0.7900	0.7881	0.7912
PP	0.7879	0.7879	0.7879	0.7885
S1	0.7856	0.7856	0.7872	0.7868
S2	0.7835	0.7835	0.7868
S3	0.7791	0.7812	0.7864
S4	0.7747	0.7768	0.7852

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	0.7903	0.7748	0.0155	2.0%	0.0060	0.8%	83%	True	False	93,527
10	0.7903	0.7748	0.0155	2.0%	0.0055	0.7%	83%	True	False	79,151
20	0.7903	0.7748	0.0155	2.0%	0.0050	0.6%	83%	True	False	70,638
40	0.8047	0.7745	0.0302	3.8%	0.0051	0.6%	44%	False	False	72,074
60	0.8279	0.7745	0.0534	6.8%	0.0055	0.7%	25%	False	False	70,913
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	24%	False	False	53,902
100	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	24%	False	False	43,197
120	0.8293	0.7514	0.0780	9.9%	0.0057	0.7%	47%	False	False	36,063

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.8018
1.618	0.7974
1.000	0.7947
0.618	0.7930
HIGH	0.7903
0.618	0.7886
0.500	0.7881
0.382	0.7875
LOW	0.7859
0.618	0.7831
1.000	0.7814
1.618	0.7787
2.618	0.7743
4.250	0.7671

Fisher Pivots for day following 04-Dec-2017
Pivot	1 day	3 day
R1	0.7881	0.7859
PP	0.7879	0.7842
S1	0.7878	0.7825

Download as Excel Spreadsheet

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

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