CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	0.7634	0.7627	-0.0007	-0.1%	0.7613
High	0.7643	0.7669	0.0027	0.3%	0.7656
Low	0.7616	0.7575	-0.0041	-0.5%	0.7570
Close	0.7631	0.7586	-0.0046	-0.6%	0.7641
Range	0.0027	0.0094	0.0068	254.7%	0.0086
ATR	0.0049	0.0052	0.0003	6.6%	0.0000
Volume	45,781	107,732	61,951	135.3%	245,346

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7833	0.7637
R3	0.7798	0.7739	0.7611
R2	0.7704	0.7704	0.7603
R1	0.7645	0.7645	0.7594	0.7627
PP	0.7610	0.7610	0.7610	0.7601
S1	0.7551	0.7551	0.7577	0.7533
S2	0.7516	0.7516	0.7568
S3	0.7422	0.7457	0.7560
S4	0.7328	0.7363	0.7534

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	0.7669	0.7575	0.0094	1.2%	0.0045	0.6%	11%	True	True	66,430
10	0.7669	0.7481	0.0189	2.5%	0.0052	0.7%	56%	True	False	74,963
20	0.7737	0.7481	0.0256	3.4%	0.0051	0.7%	41%	False	False	76,305
40	0.7866	0.7481	0.0386	5.1%	0.0056	0.7%	27%	False	False	41,077
60	0.8000	0.7481	0.0520	6.8%	0.0053	0.7%	20%	False	False	27,452
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	20%	False	False	20,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8069
2.618	0.7915
1.618	0.7821
1.000	0.7763
0.618	0.7727
HIGH	0.7669
0.618	0.7633
0.500	0.7622
0.382	0.7611
LOW	0.7575
0.618	0.7517
1.000	0.7481
1.618	0.7423
2.618	0.7329
4.250	0.7176

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	0.7622	0.7622
PP	0.7610	0.7610
S1	0.7598	0.7598

Download as Excel Spreadsheet

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

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