CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	0.7792	0.7773	-0.0020	-0.3%	0.7848
High	0.7818	0.7809	-0.0010	-0.1%	0.7851
Low	0.7766	0.7752	-0.0014	-0.2%	0.7760
Close	0.7787	0.7789	0.0001	0.0%	0.7800
Range	0.0052	0.0056	0.0004	8.7%	0.0091
ATR	0.0053	0.0053	0.0000	0.5%	0.0000
Volume	90,938	71,658	-19,280	-21.2%	323,273

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7927	0.7820
R3	0.7896	0.7870	0.7804
R2	0.7839	0.7839	0.7799
R1	0.7814	0.7814	0.7794	0.7827
PP	0.7783	0.7783	0.7783	0.7789
S1	0.7758	0.7758	0.7783	0.7770
S2	0.7727	0.7727	0.7778
S3	0.7670	0.7701	0.7773
S4	0.7614	0.7645	0.7757

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	0.7818	0.7751	0.0068	0.9%	0.0050	0.6%	56%	False	False	73,373
10	0.7924	0.7751	0.0174	2.2%	0.0052	0.7%	22%	False	False	71,183
20	0.7992	0.7751	0.0242	3.1%	0.0052	0.7%	16%	False	False	73,846
40	0.7992	0.7633	0.0359	4.6%	0.0054	0.7%	43%	False	False	69,445
60	0.8046	0.7633	0.0413	5.3%	0.0055	0.7%	38%	False	False	46,601
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	29%	False	False	34,987
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	29%	False	False	28,012

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8049
2.618	0.7956
1.618	0.7900
1.000	0.7865
0.618	0.7843
HIGH	0.7809
0.618	0.7787
0.500	0.7780
0.382	0.7774
LOW	0.7752
0.618	0.7717
1.000	0.7696
1.618	0.7661
2.618	0.7604
4.250	0.7512

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	0.7786	0.7787
PP	0.7783	0.7786
S1	0.7780	0.7784

Download as Excel Spreadsheet

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

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