CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 14-Dec-2017

Day Change Summary
	Previous	Current
	13-Dec-2017	14-Dec-2017	Change	Change %	Previous Week
Open	0.7770	0.7801	0.0031	0.4%	0.7872
High	0.7818	0.7866	0.0048	0.6%	0.7923
Low	0.7765	0.7773	0.0009	0.1%	0.7764
Close	0.7813	0.7845	0.0033	0.4%	0.7773
Range	0.0054	0.0093	0.0040	73.8%	0.0158
ATR	0.0053	0.0056	0.0003	5.4%	0.0000
Volume	100,995	117,709	16,714	16.5%	369,644

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8069	0.7896
R3	0.8014	0.7976	0.7871
R2	0.7921	0.7921	0.7862
R1	0.7883	0.7883	0.7854	0.7902
PP	0.7828	0.7828	0.7828	0.7838
S1	0.7790	0.7790	0.7836	0.7809
S2	0.7735	0.7735	0.7828
S3	0.7642	0.7697	0.7819
S4	0.7549	0.7604	0.7794

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	0.7866	0.7756	0.0110	1.4%	0.0053	0.7%	81%	True	False	85,478
10	0.7923	0.7754	0.0169	2.1%	0.0064	0.8%	54%	False	False	88,406
20	0.7923	0.7748	0.0175	2.2%	0.0056	0.7%	56%	False	False	79,244
40	0.8035	0.7745	0.0290	3.7%	0.0053	0.7%	34%	False	False	76,612
60	0.8165	0.7745	0.0420	5.3%	0.0052	0.7%	24%	False	False	72,298
80	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	18%	False	False	61,989
100	0.8293	0.7745	0.0548	7.0%	0.0058	0.7%	18%	False	False	49,686
120	0.8293	0.7564	0.0730	9.3%	0.0058	0.7%	39%	False	False	41,461

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8261
2.618	0.8109
1.618	0.8016
1.000	0.7959
0.618	0.7923
HIGH	0.7866
0.618	0.7830
0.500	0.7820
0.382	0.7809
LOW	0.7773
0.618	0.7716
1.000	0.7680
1.618	0.7623
2.618	0.7530
4.250	0.7378

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	0.7837	0.7834
PP	0.7828	0.7822
S1	0.7820	0.7811

Download as Excel Spreadsheet

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

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