CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	0.7674	0.7673	-0.0001	0.0%	0.7609
High	0.7688	0.7703	0.0015	0.2%	0.7667
Low	0.7662	0.7670	0.0008	0.1%	0.7594
Close	0.7669	0.7692	0.0023	0.3%	0.7665
Range	0.0026	0.0033	0.0007	26.9%	0.0073
ATR	0.0049	0.0048	-0.0001	-2.1%	0.0000
Volume	70,990	74,683	3,693	5.2%	319,631

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7772	0.7710
R3	0.7754	0.7739	0.7701
R2	0.7721	0.7721	0.7698
R1	0.7706	0.7706	0.7695	0.7714
PP	0.7688	0.7688	0.7688	0.7692
S1	0.7673	0.7673	0.7688	0.7681
S2	0.7655	0.7655	0.7685
S3	0.7622	0.7640	0.7682
S4	0.7589	0.7607	0.7673

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	0.7703	0.7595	0.0108	1.4%	0.0039	0.5%	89%	True	False	66,594
10	0.7703	0.7594	0.0110	1.4%	0.0046	0.6%	89%	True	False	65,415
20	0.7720	0.7594	0.0126	1.6%	0.0046	0.6%	78%	False	False	67,441
40	0.7720	0.7481	0.0239	3.1%	0.0050	0.6%	88%	False	False	68,784
60	0.7817	0.7481	0.0337	4.4%	0.0052	0.7%	63%	False	False	60,328
80	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	53%	False	False	45,585
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	41%	False	False	36,497
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	41%	False	False	30,432

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7789
1.618	0.7756
1.000	0.7736
0.618	0.7723
HIGH	0.7703
0.618	0.7690
0.500	0.7687
0.382	0.7683
LOW	0.7670
0.618	0.7650
1.000	0.7637
1.618	0.7617
2.618	0.7584
4.250	0.7530

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	0.7690	0.7685
PP	0.7688	0.7679
S1	0.7687	0.7672

Download as Excel Spreadsheet

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

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