CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	0.7618	0.7621	0.0004	0.0%	0.7613
High	0.7636	0.7656	0.0020	0.3%	0.7656
Low	0.7608	0.7614	0.0006	0.1%	0.7570
Close	0.7617	0.7641	0.0024	0.3%	0.7641
Range	0.0028	0.0043	0.0014	49.1%	0.0086
ATR	0.0053	0.0052	-0.0001	-1.4%	0.0000
Volume	73,097	60,973	-12,124	-16.6%	245,346

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7745	0.7664
R3	0.7722	0.7703	0.7653
R2	0.7679	0.7679	0.7649
R1	0.7660	0.7660	0.7645	0.7670
PP	0.7637	0.7637	0.7637	0.7642
S1	0.7618	0.7618	0.7637	0.7627
S2	0.7594	0.7594	0.7633
S3	0.7552	0.7575	0.7629
S4	0.7509	0.7533	0.7618

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7847	0.7688
R3	0.7794	0.7761	0.7665
R2	0.7708	0.7708	0.7657
R1	0.7675	0.7675	0.7649	0.7692
PP	0.7622	0.7622	0.7622	0.7631
S1	0.7589	0.7589	0.7633	0.7606
S2	0.7536	0.7536	0.7625
S3	0.7450	0.7503	0.7617
S4	0.7364	0.7417	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7656	0.7546	0.0110	1.4%	0.0049	0.6%	86%	True	False	71,676
10	0.7656	0.7481	0.0176	2.3%	0.0050	0.7%	91%	True	False	80,045
20	0.7754	0.7481	0.0274	3.6%	0.0051	0.7%	59%	False	False	69,723
40	0.7875	0.7481	0.0395	5.2%	0.0055	0.7%	41%	False	False	36,135
60	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	31%	False	False	24,153
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	31%	False	False	18,140

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7837
2.618	0.7767
1.618	0.7725
1.000	0.7699
0.618	0.7682
HIGH	0.7656
0.618	0.7640
0.500	0.7635
0.382	0.7630
LOW	0.7614
0.618	0.7587
1.000	0.7571
1.618	0.7545
2.618	0.7502
4.250	0.7433

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	0.7639	0.7633
PP	0.7637	0.7626
S1	0.7635	0.7618

Download as Excel Spreadsheet

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

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