CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	0.7609	0.7619	0.0010	0.1%	0.7704
High	0.7636	0.7663	0.0028	0.4%	0.7720
Low	0.7597	0.7617	0.0020	0.3%	0.7607
Close	0.7612	0.7647	0.0035	0.5%	0.7616
Range	0.0039	0.0046	0.0008	19.2%	0.0113
ATR	0.0050	0.0050	0.0000	0.1%	0.0000
Volume	60,865	61,215	350	0.6%	337,662

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7782	0.7761	0.7673
R3	0.7735	0.7714	0.7660
R2	0.7689	0.7689	0.7656
R1	0.7668	0.7668	0.7651	0.7678
PP	0.7642	0.7642	0.7642	0.7647
S1	0.7621	0.7621	0.7643	0.7632
S2	0.7596	0.7596	0.7638
S3	0.7549	0.7575	0.7634
S4	0.7503	0.7528	0.7621

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7914	0.7678
R3	0.7873	0.7801	0.7647
R2	0.7760	0.7760	0.7637
R1	0.7688	0.7688	0.7626	0.7668
PP	0.7647	0.7647	0.7647	0.7637
S1	0.7575	0.7575	0.7606	0.7555
S2	0.7534	0.7534	0.7595
S3	0.7421	0.7462	0.7585
S4	0.7308	0.7349	0.7554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7697	0.7597	0.0101	1.3%	0.0052	0.7%	50%	False	False	70,083
10	0.7720	0.7597	0.0123	1.6%	0.0046	0.6%	41%	False	False	66,386
20	0.7720	0.7531	0.0189	2.5%	0.0052	0.7%	62%	False	False	69,868
40	0.7720	0.7481	0.0239	3.1%	0.0049	0.6%	70%	False	False	70,876
60	0.7866	0.7481	0.0386	5.0%	0.0053	0.7%	43%	False	False	54,142
80	0.7875	0.7481	0.0395	5.2%	0.0052	0.7%	42%	False	False	40,674
100	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	32%	False	False	32,560

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7785
1.618	0.7738
1.000	0.7709
0.618	0.7692
HIGH	0.7663
0.618	0.7645
0.500	0.7640
0.382	0.7634
LOW	0.7617
0.618	0.7588
1.000	0.7570
1.618	0.7541
2.618	0.7495
4.250	0.7419

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	0.7645	0.7643
PP	0.7642	0.7640
S1	0.7640	0.7636

Download as Excel Spreadsheet

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

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