CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	0.7785	0.7789	0.0005	0.1%	0.7790
High	0.7803	0.7797	-0.0006	-0.1%	0.7880
Low	0.7779	0.7753	-0.0026	-0.3%	0.7768
Close	0.7785	0.7779	-0.0006	-0.1%	0.7780
Range	0.0024	0.0044	0.0020	83.3%	0.0112
ATR	0.0054	0.0053	-0.0001	-1.3%	0.0000
Volume	51,170	57,612	6,442	12.6%	261,568

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7888	0.7803
R3	0.7864	0.7844	0.7791
R2	0.7820	0.7820	0.7787
R1	0.7800	0.7800	0.7783	0.7788
PP	0.7776	0.7776	0.7776	0.7770
S1	0.7756	0.7756	0.7775	0.7744
S2	0.7732	0.7732	0.7771
S3	0.7688	0.7712	0.7767
S4	0.7644	0.7668	0.7755

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8073	0.7841
R3	0.8032	0.7962	0.7810
R2	0.7921	0.7921	0.7800
R1	0.7850	0.7850	0.7790	0.7830
PP	0.7809	0.7809	0.7809	0.7799
S1	0.7739	0.7739	0.7769	0.7718
S2	0.7698	0.7698	0.7759
S3	0.7586	0.7627	0.7749
S4	0.7475	0.7516	0.7718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7880	0.7753	0.0127	1.6%	0.0062	0.8%	21%	False	True	63,130
10	0.7914	0.7753	0.0161	2.1%	0.0057	0.7%	16%	False	True	38,475
20	0.7931	0.7753	0.0179	2.3%	0.0055	0.7%	15%	False	True	19,759
40	0.7931	0.7753	0.0179	2.3%	0.0050	0.6%	15%	False	True	10,006
60	0.8114	0.7753	0.0362	4.6%	0.0048	0.6%	7%	False	True	6,711
80	0.8290	0.7753	0.0537	6.9%	0.0053	0.7%	5%	False	True	5,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7984
2.618	0.7912
1.618	0.7868
1.000	0.7841
0.618	0.7824
HIGH	0.7797
0.618	0.7780
0.500	0.7775
0.382	0.7769
LOW	0.7753
0.618	0.7725
1.000	0.7709
1.618	0.7681
2.618	0.7637
4.250	0.7566

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	0.7778	0.7808
PP	0.7776	0.7798
S1	0.7775	0.7789

Download as Excel Spreadsheet

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

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