CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	0.7779	0.7770	-0.0009	-0.1%	0.7872
High	0.7805	0.7818	0.0013	0.2%	0.7923
Low	0.7756	0.7765	0.0009	0.1%	0.7764
Close	0.7770	0.7813	0.0043	0.6%	0.7773
Range	0.0049	0.0054	0.0004	9.2%	0.0158
ATR	0.0053	0.0053	0.0000	0.1%	0.0000
Volume	75,927	100,995	25,068	33.0%	369,644

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7939	0.7842
R3	0.7905	0.7886	0.7827
R2	0.7852	0.7852	0.7822
R1	0.7832	0.7832	0.7817	0.7842
PP	0.7798	0.7798	0.7798	0.7803
S1	0.7779	0.7779	0.7808	0.7789
S2	0.7745	0.7745	0.7803
S3	0.7691	0.7725	0.7798
S4	0.7638	0.7672	0.7783

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	0.7822	0.7756	0.0066	0.8%	0.0044	0.6%	86%	False	False	76,638
10	0.7923	0.7748	0.0175	2.2%	0.0058	0.7%	37%	False	False	85,200
20	0.7923	0.7748	0.0175	2.2%	0.0053	0.7%	37%	False	False	77,054
40	0.8035	0.7745	0.0290	3.7%	0.0052	0.7%	23%	False	False	75,465
60	0.8202	0.7745	0.0457	5.8%	0.0053	0.7%	15%	False	False	71,960
80	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	12%	False	False	60,523
100	0.8293	0.7745	0.0548	7.0%	0.0057	0.7%	12%	False	False	48,512
120	0.8293	0.7558	0.0735	9.4%	0.0057	0.7%	35%	False	False	40,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8045
2.618	0.7958
1.618	0.7905
1.000	0.7872
0.618	0.7851
HIGH	0.7818
0.618	0.7798
0.500	0.7791
0.382	0.7785
LOW	0.7765
0.618	0.7731
1.000	0.7711
1.618	0.7678
2.618	0.7624
4.250	0.7537

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	0.7805	0.7804
PP	0.7798	0.7796
S1	0.7791	0.7787

Download as Excel Spreadsheet

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

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