CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	0.7698	0.7649	-0.0049	-0.6%	0.7665
High	0.7700	0.7689	-0.0011	-0.1%	0.7703
Low	0.7637	0.7634	-0.0003	0.0%	0.7634
Close	0.7642	0.7679	0.0037	0.5%	0.7679
Range	0.0063	0.0055	-0.0008	-12.7%	0.0069
ATR	0.0049	0.0049	0.0000	0.9%	0.0000
Volume	59,557	66,224	6,667	11.2%	322,530

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7810	0.7709
R3	0.7777	0.7755	0.7694
R2	0.7722	0.7722	0.7689
R1	0.7700	0.7700	0.7684	0.7711
PP	0.7667	0.7667	0.7667	0.7673
S1	0.7645	0.7645	0.7673	0.7656
S2	0.7612	0.7612	0.7668
S3	0.7557	0.7590	0.7663
S4	0.7502	0.7535	0.7648

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7848	0.7716
R3	0.7810	0.7779	0.7697
R2	0.7741	0.7741	0.7691
R1	0.7710	0.7710	0.7685	0.7725
PP	0.7672	0.7672	0.7672	0.7680
S1	0.7641	0.7641	0.7672	0.7656
S2	0.7603	0.7603	0.7666
S3	0.7534	0.7572	0.7660
S4	0.7465	0.7503	0.7641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7703	0.7634	0.0069	0.9%	0.0042	0.5%	64%	False	True	64,506
10	0.7703	0.7594	0.0110	1.4%	0.0047	0.6%	78%	False	False	64,216
20	0.7720	0.7594	0.0126	1.6%	0.0048	0.6%	67%	False	False	67,301
40	0.7720	0.7531	0.0189	2.5%	0.0049	0.6%	78%	False	False	67,099
60	0.7795	0.7481	0.0314	4.1%	0.0050	0.7%	63%	False	False	62,230
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	50%	False	False	47,153
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	38%	False	False	37,752
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	38%	False	False	31,478

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7923
2.618	0.7833
1.618	0.7778
1.000	0.7744
0.618	0.7723
HIGH	0.7689
0.618	0.7668
0.500	0.7662
0.382	0.7655
LOW	0.7634
0.618	0.7600
1.000	0.7579
1.618	0.7545
2.618	0.7490
4.250	0.7400

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	0.7673	0.7675
PP	0.7667	0.7672
S1	0.7662	0.7669

Download as Excel Spreadsheet

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

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