CME Canadian Dollar Future June 2018

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

Day Change Summary
	Previous	Current
	30-Apr-2018	01-May-2018	Change	Change %	Previous Week
Open	0.7799	0.7797	-0.0002	0.0%	0.7848
High	0.7817	0.7807	-0.0010	-0.1%	0.7851
Low	0.7775	0.7751	-0.0025	-0.3%	0.7760
Close	0.7794	0.7790	-0.0004	-0.1%	0.7800
Range	0.0042	0.0057	0.0015	36.1%	0.0091
ATR	0.0052	0.0053	0.0000	0.6%	0.0000
Volume	62,698	84,860	22,162	35.3%	323,273

Daily Pivots for day following 01-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7928	0.7821
R3	0.7896	0.7871	0.7806
R2	0.7839	0.7839	0.7800
R1	0.7815	0.7815	0.7795	0.7799
PP	0.7783	0.7783	0.7783	0.7775
S1	0.7758	0.7758	0.7785	0.7742
S2	0.7726	0.7726	0.7780
S3	0.7670	0.7702	0.7774
S4	0.7613	0.7645	0.7759

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8078	0.8030	0.7850
R3	0.7986	0.7939	0.7825
R2	0.7895	0.7895	0.7817
R1	0.7847	0.7847	0.7808	0.7826
PP	0.7804	0.7804	0.7804	0.7793
S1	0.7756	0.7756	0.7792	0.7734
S2	0.7712	0.7712	0.7783
S3	0.7621	0.7665	0.7775
S4	0.7529	0.7573	0.7750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7817	0.7751	0.0066	0.8%	0.0046	0.6%	60%	False	True	66,768
10	0.7978	0.7751	0.0228	2.9%	0.0054	0.7%	17%	False	True	74,462
20	0.7992	0.7751	0.0242	3.1%	0.0051	0.7%	16%	False	True	73,322
40	0.7992	0.7633	0.0359	4.6%	0.0055	0.7%	44%	False	False	65,493
60	0.8077	0.7633	0.0444	5.7%	0.0056	0.7%	35%	False	False	43,897
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	29%	False	False	32,956
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	29%	False	False	26,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8047
2.618	0.7955
1.618	0.7898
1.000	0.7864
0.618	0.7842
HIGH	0.7807
0.618	0.7785
0.500	0.7779
0.382	0.7772
LOW	0.7751
0.618	0.7716
1.000	0.7694
1.618	0.7659
2.618	0.7603
4.250	0.7510

Fisher Pivots for day following 01-May-2018
Pivot	1 day	3 day
R1	0.7786	0.7788
PP	0.7783	0.7786
S1	0.7779	0.7784

Download as Excel Spreadsheet

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

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