CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 21-Dec-2017

Day Change Summary
	Previous	Current
	20-Dec-2017	21-Dec-2017	Change	Change %	Previous Week
Open	0.7777	0.7805	0.0028	0.4%	0.7790
High	0.7814	0.7889	0.0076	1.0%	0.7880
Low	0.7777	0.7802	0.0025	0.3%	0.7768
Close	0.7808	0.7869	0.0061	0.8%	0.7780
Range	0.0037	0.0088	0.0051	136.5%	0.0112
ATR	0.0052	0.0055	0.0003	4.8%	0.0000
Volume	47,773	94,749	46,976	98.3%	261,568

Daily Pivots for day following 21-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8116	0.8080	0.7917
R3	0.8028	0.7992	0.7893
R2	0.7941	0.7941	0.7885
R1	0.7905	0.7905	0.7877	0.7923
PP	0.7853	0.7853	0.7853	0.7862
S1	0.7817	0.7817	0.7860	0.7835
S2	0.7766	0.7766	0.7852
S3	0.7678	0.7730	0.7844
S4	0.7591	0.7642	0.7820

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	0.7889	0.7753	0.0137	1.7%	0.0057	0.7%	85%	True	False	67,866
10	0.7889	0.7753	0.0137	1.7%	0.0055	0.7%	85%	True	False	52,118
20	0.7931	0.7753	0.0179	2.3%	0.0056	0.7%	65%	False	False	26,856
40	0.7931	0.7753	0.0179	2.3%	0.0050	0.6%	65%	False	False	13,556
60	0.8060	0.7753	0.0307	3.9%	0.0048	0.6%	38%	False	False	9,082
80	0.8290	0.7753	0.0537	6.8%	0.0054	0.7%	22%	False	False	6,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8261
2.618	0.8118
1.618	0.8031
1.000	0.7977
0.618	0.7943
HIGH	0.7889
0.618	0.7856
0.500	0.7845
0.382	0.7835
LOW	0.7802
0.618	0.7747
1.000	0.7714
1.618	0.7660
2.618	0.7572
4.250	0.7430

Fisher Pivots for day following 21-Dec-2017
Pivot	1 day	3 day
R1	0.7861	0.7853
PP	0.7853	0.7837
S1	0.7845	0.7821

Download as Excel Spreadsheet

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

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