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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |