CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	0.7780	0.7780	-0.0001	0.0%	0.7872
High	0.7810	0.7794	-0.0016	-0.2%	0.7923
Low	0.7764	0.7772	0.0007	0.1%	0.7764
Close	0.7773	0.7782	0.0009	0.1%	0.7773
Range	0.0046	0.0023	-0.0023	-51.1%	0.0158
ATR	0.0055	0.0053	-0.0002	-4.2%	0.0000
Volume	72,106	60,657	-11,449	-15.9%	369,644

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7839	0.7794
R3	0.7828	0.7816	0.7788
R2	0.7805	0.7805	0.7786
R1	0.7794	0.7794	0.7784	0.7799
PP	0.7783	0.7783	0.7783	0.7785
S1	0.7771	0.7771	0.7780	0.7777
S2	0.7760	0.7760	0.7778
S3	0.7737	0.7748	0.7776
S4	0.7715	0.7726	0.7770

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%	0.0053	0.7%	11%	False	False	71,217
10	0.7923	0.7748	0.0175	2.2%	0.0056	0.7%	19%	False	False	82,372
20	0.7923	0.7748	0.0175	2.2%	0.0052	0.7%	19%	False	False	74,243
40	0.8035	0.7745	0.0290	3.7%	0.0052	0.7%	13%	False	False	74,375
60	0.8219	0.7745	0.0474	6.1%	0.0054	0.7%	8%	False	False	71,496
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	7%	False	False	58,324
100	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	7%	False	False	46,748
120	0.8293	0.7521	0.0772	9.9%	0.0057	0.7%	34%	False	False	39,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7890
2.618	0.7853
1.618	0.7830
1.000	0.7817
0.618	0.7808
HIGH	0.7794
0.618	0.7785
0.500	0.7783
0.382	0.7780
LOW	0.7772
0.618	0.7758
1.000	0.7749
1.618	0.7735
2.618	0.7713
4.250	0.7676

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	0.7783	0.7793
PP	0.7783	0.7789
S1	0.7782	0.7786

Download as Excel Spreadsheet

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

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