CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 12-Dec-2017

Day Change Summary
	Previous	Current
	11-Dec-2017	12-Dec-2017	Change	Change %	Previous Week
Open	0.7780	0.7779	-0.0001	0.0%	0.7872
High	0.7794	0.7805	0.0011	0.1%	0.7923
Low	0.7772	0.7756	-0.0016	-0.2%	0.7764
Close	0.7782	0.7770	-0.0012	-0.2%	0.7773
Range	0.0023	0.0049	0.0027	117.8%	0.0158
ATR	0.0053	0.0053	0.0000	-0.5%	0.0000
Volume	60,657	75,927	15,270	25.2%	369,644

Daily Pivots for day following 12-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7896	0.7796
R3	0.7875	0.7847	0.7783
R2	0.7826	0.7826	0.7778
R1	0.7798	0.7798	0.7774	0.7787
PP	0.7777	0.7777	0.7777	0.7772
S1	0.7749	0.7749	0.7765	0.7738
S2	0.7728	0.7728	0.7761
S3	0.7679	0.7700	0.7756
S4	0.7630	0.7651	0.7743

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	0.7904	0.7756	0.0148	1.9%	0.0053	0.7%	9%	False	True	73,855
10	0.7923	0.7748	0.0175	2.2%	0.0057	0.7%	12%	False	False	83,088
20	0.7923	0.7748	0.0175	2.2%	0.0053	0.7%	12%	False	False	75,807
40	0.8035	0.7745	0.0290	3.7%	0.0052	0.7%	8%	False	False	74,590
60	0.8202	0.7745	0.0457	5.9%	0.0053	0.7%	5%	False	False	71,298
80	0.8293	0.7745	0.0548	7.1%	0.0057	0.7%	4%	False	False	59,266
100	0.8293	0.7745	0.0548	7.1%	0.0057	0.7%	4%	False	False	47,505
120	0.8293	0.7536	0.0757	9.7%	0.0057	0.7%	31%	False	False	39,642

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7933
1.618	0.7884
1.000	0.7854
0.618	0.7835
HIGH	0.7805
0.618	0.7786
0.500	0.7781
0.382	0.7775
LOW	0.7756
0.618	0.7726
1.000	0.7707
1.618	0.7677
2.618	0.7628
4.250	0.7548

Fisher Pivots for day following 12-Dec-2017
Pivot	1 day	3 day
R1	0.7781	0.7783
PP	0.7777	0.7779
S1	0.7773	0.7774

Download as Excel Spreadsheet

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

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