CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 25-Jul-2018

Day Change Summary
	Previous	Current
	24-Jul-2018	25-Jul-2018	Change	Change %	Previous Week
Open	0.7600	0.7605	0.0006	0.1%	0.7606
High	0.7620	0.7685	0.0065	0.9%	0.7635
Low	0.7587	0.7602	0.0015	0.2%	0.7531
Close	0.7607	0.7667	0.0060	0.8%	0.7622
Range	0.0033	0.0083	0.0050	155.4%	0.0104
ATR	0.0052	0.0055	0.0002	4.2%	0.0000
Volume	52,351	98,859	46,508	88.8%	346,191

Daily Pivots for day following 25-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7900	0.7866	0.7712
R3	0.7817	0.7783	0.7689
R2	0.7734	0.7734	0.7682
R1	0.7700	0.7700	0.7674	0.7717
PP	0.7651	0.7651	0.7651	0.7659
S1	0.7617	0.7617	0.7659	0.7634
S2	0.7568	0.7568	0.7651
S3	0.7485	0.7534	0.7644
S4	0.7402	0.7451	0.7621

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7869	0.7679
R3	0.7804	0.7765	0.7651
R2	0.7700	0.7700	0.7641
R1	0.7661	0.7661	0.7632	0.7681
PP	0.7596	0.7596	0.7596	0.7606
S1	0.7557	0.7557	0.7612	0.7577
S2	0.7492	0.7492	0.7603
S3	0.7388	0.7453	0.7593
S4	0.7284	0.7349	0.7565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7685	0.7531	0.0154	2.0%	0.0066	0.9%	88%	True	False	75,992
10	0.7685	0.7531	0.0154	2.0%	0.0055	0.7%	88%	True	False	65,290
20	0.7685	0.7481	0.0204	2.7%	0.0054	0.7%	91%	True	False	70,126
40	0.7817	0.7481	0.0337	4.4%	0.0055	0.7%	55%	False	False	56,772
60	0.7875	0.7481	0.0395	5.1%	0.0055	0.7%	47%	False	False	38,300
80	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	36%	False	False	28,761
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	36%	False	False	23,030

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8037
2.618	0.7902
1.618	0.7819
1.000	0.7767
0.618	0.7736
HIGH	0.7685
0.618	0.7653
0.500	0.7643
0.382	0.7633
LOW	0.7602
0.618	0.7550
1.000	0.7519
1.618	0.7467
2.618	0.7384
4.250	0.7249

Fisher Pivots for day following 25-Jul-2018
Pivot	1 day	3 day
R1	0.7659	0.7656
PP	0.7651	0.7646
S1	0.7643	0.7636

Download as Excel Spreadsheet

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

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