CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 08-Dec-2017

Day Change Summary
	Previous	Current
	07-Dec-2017	08-Dec-2017	Change	Change %	Previous Week
Open	0.7818	0.7780	-0.0037	-0.5%	0.7872
High	0.7822	0.7810	-0.0012	-0.2%	0.7923
Low	0.7772	0.7764	-0.0008	-0.1%	0.7764
Close	0.7776	0.7773	-0.0003	0.0%	0.7773
Range	0.0050	0.0046	-0.0004	-8.0%	0.0158
ATR	0.0056	0.0055	-0.0001	-1.3%	0.0000
Volume	73,507	72,106	-1,401	-1.9%	369,644

Daily Pivots for day following 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7893	0.7798
R3	0.7874	0.7847	0.7786
R2	0.7828	0.7828	0.7781
R1	0.7801	0.7801	0.7777	0.7792
PP	0.7782	0.7782	0.7782	0.7778
S1	0.7755	0.7755	0.7769	0.7746
S2	0.7736	0.7736	0.7765
S3	0.7690	0.7709	0.7760
S4	0.7644	0.7663	0.7748

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8295	0.8193	0.7860
R3	0.8137	0.8034	0.7817
R2	0.7978	0.7978	0.7802
R1	0.7876	0.7876	0.7788	0.7848
PP	0.7820	0.7820	0.7820	0.7806
S1	0.7717	0.7717	0.7758	0.7689
S2	0.7661	0.7661	0.7744
S3	0.7503	0.7559	0.7729
S4	0.7344	0.7400	0.7686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7923	0.7764	0.0158	2.0%	0.0057	0.7%	6%	False	True	73,928
10	0.7923	0.7748	0.0175	2.2%	0.0060	0.8%	14%	False	False	82,830
20	0.7923	0.7748	0.0175	2.2%	0.0052	0.7%	14%	False	False	73,943
40	0.8035	0.7745	0.0290	3.7%	0.0053	0.7%	10%	False	False	74,498
60	0.8255	0.7745	0.0510	6.6%	0.0055	0.7%	5%	False	False	72,364
80	0.8293	0.7745	0.0548	7.1%	0.0058	0.7%	5%	False	False	57,570
100	0.8293	0.7745	0.0548	7.1%	0.0058	0.7%	5%	False	False	46,144
120	0.8293	0.7514	0.0780	10.0%	0.0057	0.7%	33%	False	False	38,512

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8005
2.618	0.7930
1.618	0.7884
1.000	0.7856
0.618	0.7838
HIGH	0.7810
0.618	0.7792
0.500	0.7787
0.382	0.7782
LOW	0.7764
0.618	0.7736
1.000	0.7718
1.618	0.7690
2.618	0.7644
4.250	0.7569

Fisher Pivots for day following 08-Dec-2017
Pivot	1 day	3 day
R1	0.7787	0.7834
PP	0.7782	0.7814
S1	0.7778	0.7793

Download as Excel Spreadsheet

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

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