CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 17-Jul-2018

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	0.7606	0.7617	0.0011	0.1%	0.7643
High	0.7635	0.7635	-0.0001	0.0%	0.7669
Low	0.7605	0.7573	-0.0033	-0.4%	0.7574
Close	0.7616	0.7589	-0.0027	-0.4%	0.7606
Range	0.0030	0.0062	0.0032	106.7%	0.0095
ATR	0.0048	0.0049	0.0001	2.0%	0.0000
Volume	50,661	55,091	4,430	8.7%	302,399

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7749	0.7623
R3	0.7723	0.7687	0.7606
R2	0.7661	0.7661	0.7600
R1	0.7625	0.7625	0.7594	0.7612
PP	0.7599	0.7599	0.7599	0.7592
S1	0.7563	0.7563	0.7583	0.7550
S2	0.7537	0.7537	0.7577
S3	0.7475	0.7501	0.7571
S4	0.7413	0.7439	0.7554

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7849	0.7658
R3	0.7806	0.7754	0.7632
R2	0.7711	0.7711	0.7623
R1	0.7659	0.7659	0.7615	0.7638
PP	0.7616	0.7616	0.7616	0.7606
S1	0.7564	0.7564	0.7597	0.7542
S2	0.7521	0.7521	0.7589
S3	0.7426	0.7469	0.7580
S4	0.7331	0.7374	0.7554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7573	0.0097	1.3%	0.0052	0.7%	17%	False	True	63,559
10	0.7669	0.7573	0.0097	1.3%	0.0043	0.6%	17%	False	True	59,838
20	0.7669	0.7481	0.0189	2.5%	0.0046	0.6%	57%	False	False	71,885
40	0.7866	0.7481	0.0386	5.1%	0.0054	0.7%	28%	False	False	46,279
60	0.7875	0.7481	0.0395	5.2%	0.0052	0.7%	27%	False	False	30,943
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	21%	False	False	23,233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7797
1.618	0.7735
1.000	0.7697
0.618	0.7673
HIGH	0.7635
0.618	0.7611
0.500	0.7604
0.382	0.7596
LOW	0.7573
0.618	0.7534
1.000	0.7511
1.618	0.7472
2.618	0.7410
4.250	0.7309

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	0.7604	0.7604
PP	0.7599	0.7599
S1	0.7594	0.7594

Download as Excel Spreadsheet

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

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