CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 06-Dec-2017

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	0.7886	0.7880	-0.0006	-0.1%	0.7869
High	0.7923	0.7904	-0.0018	-0.2%	0.7888
Low	0.7873	0.7809	-0.0063	-0.8%	0.7748
Close	0.7876	0.7814	-0.0063	-0.8%	0.7878
Range	0.0050	0.0095	0.0045	90.0%	0.0140
ATR	0.0054	0.0057	0.0003	5.5%	0.0000
Volume	62,736	87,079	24,343	38.8%	458,657

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8065	0.7866
R3	0.8032	0.7970	0.7840
R2	0.7937	0.7937	0.7831
R1	0.7875	0.7875	0.7822	0.7859
PP	0.7842	0.7842	0.7842	0.7834
S1	0.7780	0.7780	0.7805	0.7764
S2	0.7747	0.7747	0.7796
S3	0.7652	0.7685	0.7787
S4	0.7557	0.7590	0.7761

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	0.7923	0.7748	0.0175	2.2%	0.0072	0.9%	38%	False	False	93,762
10	0.7923	0.7748	0.0175	2.2%	0.0060	0.8%	38%	False	False	81,272
20	0.7923	0.7748	0.0175	2.2%	0.0051	0.7%	38%	False	False	72,590
40	0.8047	0.7745	0.0302	3.9%	0.0053	0.7%	23%	False	False	73,836
60	0.8255	0.7745	0.0510	6.5%	0.0055	0.7%	13%	False	False	72,606
80	0.8293	0.7745	0.0548	7.0%	0.0059	0.7%	13%	False	False	55,766
100	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	13%	False	False	44,691
120	0.8293	0.7514	0.0780	10.0%	0.0057	0.7%	38%	False	False	37,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8308
2.618	0.8153
1.618	0.8058
1.000	0.7999
0.618	0.7963
HIGH	0.7904
0.618	0.7868
0.500	0.7857
0.382	0.7845
LOW	0.7809
0.618	0.7750
1.000	0.7714
1.618	0.7655
2.618	0.7560
4.250	0.7405

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	0.7857	0.7866
PP	0.7842	0.7848
S1	0.7828	0.7831

Download as Excel Spreadsheet

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

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