CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 26-Mar-2018

Day Change Summary
	Previous	Current
	23-Mar-2018	26-Mar-2018	Change	Change %	Previous Week
Open	0.7744	0.7767	0.0023	0.3%	0.7650
High	0.7810	0.7801	-0.0010	-0.1%	0.7810
Low	0.7742	0.7751	0.0009	0.1%	0.7633
Close	0.7787	0.7784	-0.0003	0.0%	0.7787
Range	0.0068	0.0050	-0.0018	-27.0%	0.0177
ATR	0.0060	0.0060	-0.0001	-1.2%	0.0000
Volume	89,191	67,836	-21,355	-23.9%	458,305

Daily Pivots for day following 26-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7906	0.7811
R3	0.7878	0.7856	0.7797
R2	0.7828	0.7828	0.7793
R1	0.7806	0.7806	0.7788	0.7817
PP	0.7778	0.7778	0.7778	0.7784
S1	0.7756	0.7756	0.7779	0.7767
S2	0.7728	0.7728	0.7774
S3	0.7678	0.7706	0.7770
S4	0.7628	0.7656	0.7756

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8207	0.7884
R3	0.8097	0.8030	0.7835
R2	0.7920	0.7920	0.7819
R1	0.7853	0.7853	0.7803	0.7887
PP	0.7743	0.7743	0.7743	0.7760
S1	0.7676	0.7676	0.7770	0.7710
S2	0.7566	0.7566	0.7754
S3	0.7389	0.7499	0.7738
S4	0.7212	0.7322	0.7689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7810	0.7645	0.0165	2.1%	0.0066	0.8%	84%	False	False	88,870
10	0.7810	0.7633	0.0177	2.3%	0.0061	0.8%	85%	False	False	74,665
20	0.7906	0.7633	0.0273	3.5%	0.0059	0.8%	55%	False	False	40,134
40	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	28%	False	False	20,206
60	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	28%	False	False	13,521
80	0.8175	0.7633	0.0542	7.0%	0.0053	0.7%	28%	False	False	10,166

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7931
1.618	0.7881
1.000	0.7851
0.618	0.7831
HIGH	0.7801
0.618	0.7781
0.500	0.7776
0.382	0.7770
LOW	0.7751
0.618	0.7720
1.000	0.7701
1.618	0.7670
2.618	0.7620
4.250	0.7538

Fisher Pivots for day following 26-Mar-2018
Pivot	1 day	3 day
R1	0.7781	0.7780
PP	0.7778	0.7776
S1	0.7776	0.7773

Download as Excel Spreadsheet

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

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