CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	0.7673	0.7698	0.0025	0.3%	0.7609
High	0.7703	0.7700	-0.0004	0.0%	0.7667
Low	0.7670	0.7637	-0.0033	-0.4%	0.7594
Close	0.7692	0.7642	-0.0050	-0.7%	0.7665
Range	0.0033	0.0063	0.0030	90.9%	0.0073
ATR	0.0048	0.0049	0.0001	2.2%	0.0000
Volume	74,683	59,557	-15,126	-20.3%	319,631

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7808	0.7676
R3	0.7785	0.7745	0.7659
R2	0.7722	0.7722	0.7653
R1	0.7682	0.7682	0.7647	0.7671
PP	0.7659	0.7659	0.7659	0.7654
S1	0.7619	0.7619	0.7636	0.7608
S2	0.7596	0.7596	0.7630
S3	0.7533	0.7556	0.7624
S4	0.7470	0.7493	0.7607

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	0.7597	0.0106	1.4%	0.0045	0.6%	42%	False	False	65,345
10	0.7703	0.7594	0.0110	1.4%	0.0049	0.6%	44%	False	False	66,506
20	0.7720	0.7594	0.0126	1.6%	0.0047	0.6%	38%	False	False	66,520
40	0.7720	0.7501	0.0219	2.9%	0.0050	0.6%	64%	False	False	67,707
60	0.7817	0.7481	0.0337	4.4%	0.0051	0.7%	48%	False	False	61,272
80	0.7875	0.7481	0.0395	5.2%	0.0053	0.7%	41%	False	False	46,326
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	31%	False	False	37,091
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	31%	False	False	30,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7967
2.618	0.7864
1.618	0.7801
1.000	0.7762
0.618	0.7738
HIGH	0.7700
0.618	0.7675
0.500	0.7668
0.382	0.7661
LOW	0.7637
0.618	0.7598
1.000	0.7574
1.618	0.7535
2.618	0.7472
4.250	0.7369

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	0.7668	0.7670
PP	0.7659	0.7660
S1	0.7650	0.7651

Download as Excel Spreadsheet

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

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