CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	0.7880	0.7818	-0.0063	-0.8%	0.7869
High	0.7904	0.7822	-0.0082	-1.0%	0.7888
Low	0.7809	0.7772	-0.0037	-0.5%	0.7748
Close	0.7814	0.7776	-0.0038	-0.5%	0.7878
Range	0.0095	0.0050	-0.0045	-47.4%	0.0140
ATR	0.0057	0.0056	0.0000	-0.8%	0.0000
Volume	87,079	73,507	-13,572	-15.6%	458,657

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7908	0.7803
R3	0.7890	0.7858	0.7789
R2	0.7840	0.7840	0.7785
R1	0.7808	0.7808	0.7780	0.7799
PP	0.7790	0.7790	0.7790	0.7785
S1	0.7758	0.7758	0.7771	0.7749
S2	0.7740	0.7740	0.7766
S3	0.7690	0.7708	0.7762
S4	0.7640	0.7658	0.7748

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	0.7754	0.0169	2.2%	0.0074	1.0%	13%	False	False	91,333
10	0.7923	0.7748	0.0175	2.2%	0.0060	0.8%	16%	False	False	82,021
20	0.7923	0.7748	0.0175	2.2%	0.0052	0.7%	16%	False	False	73,587
40	0.8047	0.7745	0.0302	3.9%	0.0053	0.7%	10%	False	False	74,305
60	0.8255	0.7745	0.0510	6.6%	0.0055	0.7%	6%	False	False	72,782
80	0.8293	0.7745	0.0548	7.0%	0.0059	0.8%	6%	False	False	56,675
100	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	6%	False	False	45,425
120	0.8293	0.7514	0.0780	10.0%	0.0057	0.7%	34%	False	False	37,915

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7953
1.618	0.7903
1.000	0.7872
0.618	0.7853
HIGH	0.7822
0.618	0.7803
0.500	0.7797
0.382	0.7791
LOW	0.7772
0.618	0.7741
1.000	0.7722
1.618	0.7691
2.618	0.7641
4.250	0.7560

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	0.7797	0.7847
PP	0.7790	0.7823
S1	0.7783	0.7799

Download as Excel Spreadsheet

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

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