CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 01-Oct-2018

Day Change Summary
	Previous	Current
	28-Sep-2018	01-Oct-2018	Change	Change %	Previous Week
Open	0.7683	0.7794	0.0112	1.5%	0.7752
High	0.7762	0.7836	0.0073	0.9%	0.7762
Low	0.7681	0.7768	0.0088	1.1%	0.7656
Close	0.7751	0.7833	0.0082	1.1%	0.7751
Range	0.0082	0.0068	-0.0014	-17.2%	0.0106
ATR	0.0048	0.0050	0.0003	5.6%	0.0000
Volume	82,704	108,556	25,852	31.3%	333,413

Daily Pivots for day following 01-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8015	0.7991	0.7870
R3	0.7947	0.7924	0.7851
R2	0.7880	0.7880	0.7845
R1	0.7856	0.7856	0.7839	0.7868
PP	0.7812	0.7812	0.7812	0.7818
S1	0.7789	0.7789	0.7826	0.7800
S2	0.7745	0.7745	0.7820
S3	0.7677	0.7721	0.7814
S4	0.7610	0.7654	0.7795

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8002	0.7809
R3	0.7935	0.7896	0.7780
R2	0.7829	0.7829	0.7770
R1	0.7790	0.7790	0.7760	0.7756
PP	0.7723	0.7723	0.7723	0.7706
S1	0.7684	0.7684	0.7741	0.7650
S2	0.7617	0.7617	0.7731
S3	0.7511	0.7578	0.7721
S4	0.7405	0.7472	0.7692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7836	0.7656	0.0180	2.3%	0.0052	0.7%	98%	True	False	78,521
10	0.7836	0.7656	0.0180	2.3%	0.0047	0.6%	98%	True	False	70,925
20	0.7836	0.7575	0.0260	3.3%	0.0047	0.6%	99%	True	False	50,821
40	0.7836	0.7575	0.0260	3.3%	0.0047	0.6%	99%	True	False	25,633
60	0.7836	0.7547	0.0289	3.7%	0.0045	0.6%	99%	True	False	17,145
80	0.7836	0.7500	0.0336	4.3%	0.0044	0.6%	99%	True	False	12,901
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	88%	False	False	10,359
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	65%	False	False	8,652

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8012
1.618	0.7945
1.000	0.7903
0.618	0.7877
HIGH	0.7836
0.618	0.7810
0.500	0.7802
0.382	0.7794
LOW	0.7768
0.618	0.7726
1.000	0.7701
1.618	0.7659
2.618	0.7591
4.250	0.7481

Fisher Pivots for day following 01-Oct-2018
Pivot	1 day	3 day
R1	0.7822	0.7804
PP	0.7812	0.7775
S1	0.7802	0.7746

Download as Excel Spreadsheet

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

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