CME Canadian Dollar Future March 2019

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

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	0.7641	0.7635	-0.0007	-0.1%	0.7665
High	0.7647	0.7643	-0.0004	-0.1%	0.7725
Low	0.7627	0.7612	-0.0015	-0.2%	0.7620
Close	0.7635	0.7612	-0.0022	-0.3%	0.7659
Range	0.0020	0.0030	0.0011	52.5%	0.0105
ATR	0.0040	0.0039	-0.0001	-1.7%	0.0000
Volume	159	66	-93	-58.5%	554

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7693	0.7629
R3	0.7683	0.7663	0.7620
R2	0.7653	0.7653	0.7618
R1	0.7632	0.7632	0.7615	0.7627
PP	0.7622	0.7622	0.7622	0.7620
S1	0.7602	0.7602	0.7609	0.7597
S2	0.7592	0.7592	0.7606
S3	0.7561	0.7571	0.7604
S4	0.7531	0.7541	0.7595

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7926	0.7717
R3	0.7878	0.7821	0.7688
R2	0.7773	0.7773	0.7678
R1	0.7716	0.7716	0.7669	0.7692
PP	0.7668	0.7668	0.7668	0.7656
S1	0.7611	0.7611	0.7649	0.7587
S2	0.7563	0.7563	0.7640
S3	0.7458	0.7506	0.7630
S4	0.7353	0.7401	0.7601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7699	0.7612	0.0086	1.1%	0.0034	0.4%	0%	False	True	130
10	0.7725	0.7612	0.0113	1.5%	0.0037	0.5%	0%	False	True	125
20	0.7797	0.7612	0.0185	2.4%	0.0038	0.5%	0%	False	True	101
40	0.7846	0.7590	0.0256	3.4%	0.0035	0.5%	9%	False	False	81
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	9%	False	False	63
80	0.7846	0.7570	0.0276	3.6%	0.0030	0.4%	15%	False	False	50
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	24%	False	False	45
120	0.7891	0.7540	0.0351	4.6%	0.0028	0.4%	21%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7722
1.618	0.7692
1.000	0.7673
0.618	0.7661
HIGH	0.7643
0.618	0.7631
0.500	0.7627
0.382	0.7624
LOW	0.7612
0.618	0.7593
1.000	0.7582
1.618	0.7563
2.618	0.7532
4.250	0.7482

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	0.7627	0.7635
PP	0.7622	0.7627
S1	0.7617	0.7620

Download as Excel Spreadsheet

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

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