CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 18-Dec-2017

Day Change Summary
	Previous	Current
	15-Dec-2017	18-Dec-2017	Change	Change %	Previous Week
Open	0.7813	0.7771	-0.0042	-0.5%	0.7780
High	0.7849	0.7786	-0.0064	-0.8%	0.7866
Low	0.7755	0.7763	0.0008	0.1%	0.7755
Close	0.7764	0.7770	0.0006	0.1%	0.7764
Range	0.0095	0.0023	-0.0072	-75.7%	0.0111
ATR	0.0058	0.0056	-0.0003	-4.3%	0.0000
Volume	32,661	6,005	-26,656	-81.6%	387,949

Daily Pivots for day following 18-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7828	0.7782
R3	0.7818	0.7805	0.7776
R2	0.7795	0.7795	0.7774
R1	0.7783	0.7783	0.7772	0.7778
PP	0.7773	0.7773	0.7773	0.7770
S1	0.7760	0.7760	0.7767	0.7755
S2	0.7750	0.7750	0.7765
S3	0.7727	0.7737	0.7763
S4	0.7704	0.7714	0.7757

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8058	0.7825
R3	0.8018	0.7946	0.7794
R2	0.7906	0.7906	0.7784
R1	0.7835	0.7835	0.7774	0.7815
PP	0.7795	0.7795	0.7795	0.7785
S1	0.7723	0.7723	0.7753	0.7703
S2	0.7683	0.7683	0.7743
S3	0.7572	0.7612	0.7733
S4	0.7460	0.7500	0.7702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7866	0.7755	0.0111	1.4%	0.0063	0.8%	13%	False	False	66,659
10	0.7923	0.7755	0.0168	2.2%	0.0058	0.7%	9%	False	False	68,938
20	0.7923	0.7748	0.0175	2.2%	0.0056	0.7%	12%	False	False	74,045
40	0.7931	0.7745	0.0186	2.4%	0.0053	0.7%	13%	False	False	73,335
60	0.8125	0.7745	0.0380	4.9%	0.0053	0.7%	6%	False	False	70,724
80	0.8293	0.7745	0.0548	7.1%	0.0059	0.8%	4%	False	False	62,465
100	0.8293	0.7745	0.0548	7.1%	0.0057	0.7%	4%	False	False	50,059
120	0.8293	0.7687	0.0606	7.8%	0.0057	0.7%	14%	False	False	41,773

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7883
2.618	0.7846
1.618	0.7823
1.000	0.7808
0.618	0.7800
HIGH	0.7786
0.618	0.7777
0.500	0.7774
0.382	0.7771
LOW	0.7763
0.618	0.7748
1.000	0.7740
1.618	0.7725
2.618	0.7702
4.250	0.7665

Fisher Pivots for day following 18-Dec-2017
Pivot	1 day	3 day
R1	0.7774	0.7810
PP	0.7773	0.7797
S1	0.7771	0.7783

Download as Excel Spreadsheet

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

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