CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	0.7761	0.7717	-0.0044	-0.6%	0.7697
High	0.7763	0.7720	-0.0043	-0.6%	0.7774
Low	0.7707	0.7656	-0.0051	-0.7%	0.7656
Close	0.7714	0.7678	-0.0037	-0.5%	0.7678
Range	0.0056	0.0064	0.0008	13.4%	0.0118
ATR	0.0046	0.0048	0.0001	2.6%	0.0000
Volume	555	1,612	1,057	190.5%	4,783

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7875	0.7840	0.7712
R3	0.7811	0.7776	0.7695
R2	0.7748	0.7748	0.7689
R1	0.7713	0.7713	0.7683	0.7699
PP	0.7684	0.7684	0.7684	0.7677
S1	0.7649	0.7649	0.7672	0.7635
S2	0.7621	0.7621	0.7666
S3	0.7557	0.7586	0.7660
S4	0.7494	0.7522	0.7643

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.7985	0.7742
R3	0.7939	0.7867	0.7710
R2	0.7821	0.7821	0.7699
R1	0.7749	0.7749	0.7688	0.7726
PP	0.7703	0.7703	0.7703	0.7691
S1	0.7631	0.7631	0.7667	0.7608
S2	0.7584	0.7584	0.7656
S3	0.7466	0.7513	0.7645
S4	0.7348	0.7395	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7774	0.7656	0.0118	1.5%	0.0055	0.7%	18%	False	True	956
10	0.7774	0.7648	0.0127	1.6%	0.0046	0.6%	24%	False	False	703
20	0.7774	0.7606	0.0168	2.2%	0.0047	0.6%	43%	False	False	445
40	0.7774	0.7547	0.0228	3.0%	0.0044	0.6%	58%	False	False	306
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	65%	False	False	261
80	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	47%	False	False	244
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	35%	False	False	218
120	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	35%	False	False	200

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7989
2.618	0.7886
1.618	0.7822
1.000	0.7783
0.618	0.7759
HIGH	0.7720
0.618	0.7695
0.500	0.7688
0.382	0.7680
LOW	0.7656
0.618	0.7617
1.000	0.7592
1.618	0.7553
2.618	0.7490
4.250	0.7386

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	0.7688	0.7710
PP	0.7684	0.7699
S1	0.7681	0.7688

Download as Excel Spreadsheet

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

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