CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 16-Oct-2018

Day Change Summary
	Previous	Current
	15-Oct-2018	16-Oct-2018	Change	Change %	Previous Week
Open	0.7700	0.7739	0.0039	0.5%	0.7725
High	0.7740	0.7761	0.0022	0.3%	0.7758
Low	0.7688	0.7723	0.0035	0.5%	0.7675
Close	0.7725	0.7752	0.0027	0.3%	0.7688
Range	0.0052	0.0038	-0.0014	-26.2%	0.0083
ATR	0.0041	0.0041	0.0000	-0.5%	0.0000
Volume	72	260	188	261.1%	324

Daily Pivots for day following 16-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7843	0.7772
R3	0.7821	0.7805	0.7762
R2	0.7783	0.7783	0.7758
R1	0.7767	0.7767	0.7755	0.7775
PP	0.7745	0.7745	0.7745	0.7749
S1	0.7729	0.7729	0.7748	0.7737
S2	0.7707	0.7707	0.7745
S3	0.7669	0.7691	0.7741
S4	0.7631	0.7653	0.7731

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7954	0.7903	0.7733
R3	0.7872	0.7821	0.7710
R2	0.7789	0.7789	0.7703
R1	0.7738	0.7738	0.7695	0.7723
PP	0.7707	0.7707	0.7707	0.7699
S1	0.7656	0.7656	0.7680	0.7640
S2	0.7624	0.7624	0.7672
S3	0.7542	0.7573	0.7665
S4	0.7459	0.7491	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7761	0.7675	0.0086	1.1%	0.0044	0.6%	89%	True	False	121
10	0.7820	0.7675	0.0145	1.9%	0.0037	0.5%	53%	False	False	71
20	0.7846	0.7675	0.0171	2.2%	0.0035	0.5%	45%	False	False	71
40	0.7846	0.7590	0.0256	3.3%	0.0033	0.4%	63%	False	False	56
60	0.7846	0.7590	0.0256	3.3%	0.0029	0.4%	63%	False	False	44
80	0.7846	0.7540	0.0306	3.9%	0.0027	0.3%	69%	False	False	35
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	69%	False	False	34
120	0.7898	0.7540	0.0358	4.6%	0.0027	0.4%	59%	False	False	29

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7923
2.618	0.7860
1.618	0.7822
1.000	0.7799
0.618	0.7784
HIGH	0.7761
0.618	0.7746
0.500	0.7742
0.382	0.7738
LOW	0.7723
0.618	0.7700
1.000	0.7685
1.618	0.7662
2.618	0.7624
4.250	0.7562

Fisher Pivots for day following 16-Oct-2018
Pivot	1 day	3 day
R1	0.7748	0.7742
PP	0.7745	0.7733
S1	0.7742	0.7724

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

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