CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	0.7598	0.7654	0.0057	0.7%	0.7655
High	0.7668	0.7705	0.0037	0.5%	0.7668
Low	0.7591	0.7647	0.0057	0.7%	0.7562
Close	0.7617	0.7701	0.0084	1.1%	0.7594
Range	0.0078	0.0058	-0.0020	-25.8%	0.0105
ATR	0.0053	0.0055	0.0003	4.7%	0.0000
Volume	83,897	130,594	46,697	55.7%	360,268

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7857	0.7836	0.7733
R3	0.7799	0.7779	0.7717
R2	0.7742	0.7742	0.7712
R1	0.7721	0.7721	0.7706	0.7732
PP	0.7684	0.7684	0.7684	0.7689
S1	0.7664	0.7664	0.7696	0.7674
S2	0.7627	0.7627	0.7690
S3	0.7569	0.7606	0.7685
S4	0.7512	0.7549	0.7669

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7864	0.7652
R3	0.7819	0.7759	0.7623
R2	0.7713	0.7713	0.7613
R1	0.7653	0.7653	0.7603	0.7631
PP	0.7608	0.7608	0.7608	0.7596
S1	0.7548	0.7548	0.7584	0.7525
S2	0.7502	0.7502	0.7574
S3	0.7397	0.7442	0.7564
S4	0.7291	0.7337	0.7535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7705	0.7562	0.0143	1.9%	0.0053	0.7%	98%	True	False	87,744
10	0.7753	0.7562	0.0191	2.5%	0.0055	0.7%	73%	False	False	89,773
20	0.7763	0.7562	0.0201	2.6%	0.0053	0.7%	69%	False	False	78,363
40	0.7763	0.7531	0.0232	3.0%	0.0052	0.7%	73%	False	False	74,115
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	78%	False	False	73,372
80	0.7866	0.7481	0.0386	5.0%	0.0053	0.7%	57%	False	False	60,197
100	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	56%	False	False	48,212
120	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	42%	False	False	40,194

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7855
1.618	0.7798
1.000	0.7762
0.618	0.7740
HIGH	0.7705
0.618	0.7683
0.500	0.7676
0.382	0.7669
LOW	0.7647
0.618	0.7611
1.000	0.7590
1.618	0.7554
2.618	0.7496
4.250	0.7403

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	0.7693	0.7681
PP	0.7684	0.7661
S1	0.7676	0.7641

Download as Excel Spreadsheet

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

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