CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.7649	0.7684	0.0036	0.5%	0.7665
High	0.7689	0.7724	0.0035	0.4%	0.7703
Low	0.7634	0.7656	0.0021	0.3%	0.7634
Close	0.7679	0.7716	0.0038	0.5%	0.7679
Range	0.0055	0.0068	0.0013	23.6%	0.0069
ATR	0.0049	0.0051	0.0001	2.7%	0.0000
Volume	66,224	77,711	11,487	17.3%	322,530

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7902	0.7877	0.7753
R3	0.7834	0.7809	0.7735
R2	0.7766	0.7766	0.7728
R1	0.7741	0.7741	0.7722	0.7754
PP	0.7698	0.7698	0.7698	0.7705
S1	0.7673	0.7673	0.7710	0.7686
S2	0.7630	0.7630	0.7704
S3	0.7562	0.7605	0.7697
S4	0.7494	0.7537	0.7679

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7848	0.7716
R3	0.7810	0.7779	0.7697
R2	0.7741	0.7741	0.7691
R1	0.7710	0.7710	0.7685	0.7725
PP	0.7672	0.7672	0.7672	0.7680
S1	0.7641	0.7641	0.7672	0.7656
S2	0.7603	0.7603	0.7666
S3	0.7534	0.7572	0.7660
S4	0.7465	0.7503	0.7641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7724	0.7634	0.0089	1.2%	0.0049	0.6%	92%	True	False	69,833
10	0.7724	0.7594	0.0130	1.7%	0.0050	0.6%	94%	True	False	65,900
20	0.7724	0.7594	0.0130	1.7%	0.0049	0.6%	94%	True	False	68,333
40	0.7724	0.7531	0.0193	2.5%	0.0049	0.6%	96%	True	False	66,216
60	0.7795	0.7481	0.0314	4.1%	0.0051	0.7%	75%	False	False	63,491
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	60%	False	False	48,123
100	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	45%	False	False	38,529
120	0.8000	0.7481	0.0520	6.7%	0.0050	0.6%	45%	False	False	32,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7902
1.618	0.7834
1.000	0.7792
0.618	0.7766
HIGH	0.7724
0.618	0.7698
0.500	0.7690
0.382	0.7681
LOW	0.7656
0.618	0.7613
1.000	0.7588
1.618	0.7545
2.618	0.7477
4.250	0.7367

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.7707	0.7704
PP	0.7698	0.7691
S1	0.7690	0.7679

Download as Excel Spreadsheet

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

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