CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.7664	0.7681	0.0017	0.2%	0.7619
High	0.7702	0.7710	0.0008	0.1%	0.7685
Low	0.7652	0.7642	-0.0010	-0.1%	0.7587
Close	0.7686	0.7700	0.0014	0.2%	0.7659
Range	0.0050	0.0068	0.0018	37.0%	0.0097
ATR	0.0051	0.0052	0.0001	2.4%	0.0000
Volume	57,077	105,014	47,937	84.0%	330,974

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7863	0.7737
R3	0.7821	0.7794	0.7718
R2	0.7752	0.7752	0.7712
R1	0.7726	0.7726	0.7706	0.7739
PP	0.7684	0.7684	0.7684	0.7690
S1	0.7657	0.7657	0.7693	0.7671
S2	0.7615	0.7615	0.7687
S3	0.7547	0.7589	0.7681
S4	0.7478	0.7520	0.7662

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7895	0.7713
R3	0.7838	0.7797	0.7686
R2	0.7741	0.7741	0.7677
R1	0.7700	0.7700	0.7668	0.7721
PP	0.7644	0.7644	0.7644	0.7654
S1	0.7603	0.7603	0.7650	0.7623
S2	0.7546	0.7546	0.7641
S3	0.7449	0.7505	0.7632
S4	0.7351	0.7408	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7710	0.7602	0.0108	1.4%	0.0053	0.7%	90%	True	False	77,905
10	0.7710	0.7531	0.0179	2.3%	0.0057	0.7%	94%	True	False	73,350
20	0.7710	0.7531	0.0179	2.3%	0.0050	0.6%	94%	True	False	66,594
40	0.7795	0.7481	0.0314	4.1%	0.0052	0.7%	70%	False	False	63,668
60	0.7875	0.7481	0.0395	5.1%	0.0055	0.7%	56%	False	False	43,134
80	0.8000	0.7481	0.0520	6.7%	0.0052	0.7%	42%	False	False	32,391
100	0.8000	0.7481	0.0520	6.7%	0.0050	0.7%	42%	False	False	25,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
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	0.8001
2.618	0.7889
1.618	0.7821
1.000	0.7778
0.618	0.7752
HIGH	0.7710
0.618	0.7684
0.500	0.7676
0.382	0.7668
LOW	0.7642
0.618	0.7599
1.000	0.7573
1.618	0.7531
2.618	0.7462
4.250	0.7350

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.7692	0.7692
PP	0.7684	0.7684
S1	0.7676	0.7676

Download as Excel Spreadsheet

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

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