CME Canadian Dollar Future September 2018

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

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	0.7612	0.7603	-0.0009	-0.1%	0.7609
High	0.7630	0.7666	0.0036	0.5%	0.7667
Low	0.7595	0.7597	0.0003	0.0%	0.7594
Close	0.7604	0.7665	0.0061	0.8%	0.7665
Range	0.0035	0.0068	0.0033	95.7%	0.0073
ATR	0.0051	0.0052	0.0001	2.5%	0.0000
Volume	65,799	70,423	4,624	7.0%	319,631

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7825	0.7702
R3	0.7779	0.7756	0.7683
R2	0.7711	0.7711	0.7677
R1	0.7688	0.7688	0.7671	0.7699
PP	0.7642	0.7642	0.7642	0.7648
S1	0.7619	0.7619	0.7658	0.7631
S2	0.7574	0.7574	0.7652
S3	0.7505	0.7551	0.7646
S4	0.7437	0.7482	0.7627

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7836	0.7705
R3	0.7788	0.7763	0.7685
R2	0.7715	0.7715	0.7678
R1	0.7690	0.7690	0.7671	0.7702
PP	0.7642	0.7642	0.7642	0.7648
S1	0.7616	0.7616	0.7658	0.7629
S2	0.7568	0.7568	0.7651
S3	0.7495	0.7543	0.7644
S4	0.7422	0.7470	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7667	0.7594	0.0073	1.0%	0.0052	0.7%	97%	False	False	63,926
10	0.7720	0.7594	0.0126	1.6%	0.0054	0.7%	56%	False	False	65,729
20	0.7720	0.7587	0.0133	1.7%	0.0049	0.6%	58%	False	False	67,723
40	0.7720	0.7481	0.0239	3.1%	0.0051	0.7%	77%	False	False	70,088
60	0.7817	0.7481	0.0337	4.4%	0.0053	0.7%	55%	False	False	57,116
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	47%	False	False	43,134
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	35%	False	False	34,531
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	35%	False	False	28,797

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	0.7957
2.618	0.7845
1.618	0.7776
1.000	0.7734
0.618	0.7708
HIGH	0.7666
0.618	0.7639
0.500	0.7631
0.382	0.7623
LOW	0.7597
0.618	0.7555
1.000	0.7529
1.618	0.7486
2.618	0.7418
4.250	0.7306

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	0.7653	0.7653
PP	0.7642	0.7642
S1	0.7631	0.7630

Download as Excel Spreadsheet

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

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