CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	0.7748	0.7709	-0.0039	-0.5%	0.7684
High	0.7753	0.7709	-0.0043	-0.6%	0.7763
Low	0.7695	0.7642	-0.0053	-0.7%	0.7642
Close	0.7701	0.7665	-0.0037	-0.5%	0.7665
Range	0.0058	0.0068	0.0010	16.4%	0.0121
ATR	0.0051	0.0052	0.0001	2.4%	0.0000
Volume	79,586	117,833	38,247	48.1%	423,771

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7837	0.7702
R3	0.7807	0.7769	0.7683
R2	0.7739	0.7739	0.7677
R1	0.7702	0.7702	0.7671	0.7687
PP	0.7672	0.7672	0.7672	0.7664
S1	0.7634	0.7634	0.7658	0.7619
S2	0.7604	0.7604	0.7652
S3	0.7537	0.7567	0.7646
S4	0.7469	0.7499	0.7627

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7981	0.7731
R3	0.7933	0.7859	0.7698
R2	0.7811	0.7811	0.7687
R1	0.7738	0.7738	0.7676	0.7714
PP	0.7690	0.7690	0.7690	0.7678
S1	0.7616	0.7616	0.7653	0.7592
S2	0.7568	0.7568	0.7642
S3	0.7447	0.7495	0.7631
S4	0.7325	0.7373	0.7598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7763	0.7642	0.0121	1.6%	0.0057	0.8%	19%	False	True	84,754
10	0.7763	0.7634	0.0129	1.7%	0.0050	0.6%	24%	False	False	74,630
20	0.7763	0.7594	0.0170	2.2%	0.0052	0.7%	42%	False	False	70,179
40	0.7763	0.7531	0.0232	3.0%	0.0051	0.7%	58%	False	False	68,734
60	0.7763	0.7481	0.0283	3.7%	0.0051	0.7%	65%	False	False	69,063
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	47%	False	False	52,435
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	35%	False	False	41,985
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	35%	False	False	35,005

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7996
2.618	0.7886
1.618	0.7818
1.000	0.7777
0.618	0.7751
HIGH	0.7709
0.618	0.7683
0.500	0.7675
0.382	0.7667
LOW	0.7642
0.618	0.7600
1.000	0.7574
1.618	0.7532
2.618	0.7465
4.250	0.7355

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	0.7675	0.7697
PP	0.7672	0.7686
S1	0.7668	0.7675

Download as Excel Spreadsheet

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

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