CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	0.7588	0.7593	0.0005	0.1%	0.7684
High	0.7602	0.7619	0.0018	0.2%	0.7763
Low	0.7574	0.7562	-0.0011	-0.2%	0.7642
Close	0.7584	0.7615	0.0032	0.4%	0.7665
Range	0.0028	0.0057	0.0029	103.6%	0.0121
ATR	0.0053	0.0053	0.0000	0.5%	0.0000
Volume	77,341	80,839	3,498	4.5%	423,771

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7749	0.7646
R3	0.7713	0.7692	0.7631
R2	0.7656	0.7656	0.7625
R1	0.7635	0.7635	0.7620	0.7646
PP	0.7599	0.7599	0.7599	0.7604
S1	0.7578	0.7578	0.7610	0.7589
S2	0.7542	0.7542	0.7605
S3	0.7485	0.7521	0.7599
S4	0.7428	0.7464	0.7584

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	0.7753	0.7562	0.0190	2.5%	0.0061	0.8%	28%	False	True	92,590
10	0.7763	0.7562	0.0201	2.6%	0.0059	0.8%	26%	False	True	81,508
20	0.7763	0.7562	0.0201	2.6%	0.0052	0.7%	26%	False	True	73,461
40	0.7763	0.7531	0.0232	3.0%	0.0051	0.7%	36%	False	False	70,420
60	0.7763	0.7481	0.0283	3.7%	0.0051	0.7%	48%	False	False	72,382
80	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	35%	False	False	55,749
100	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	26%	False	False	44,639
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	26%	False	False	37,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7768
1.618	0.7711
1.000	0.7676
0.618	0.7654
HIGH	0.7619
0.618	0.7597
0.500	0.7591
0.382	0.7584
LOW	0.7562
0.618	0.7527
1.000	0.7505
1.618	0.7470
2.618	0.7413
4.250	0.7320

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	0.7607	0.7615
PP	0.7599	0.7615
S1	0.7591	0.7615

Download as Excel Spreadsheet

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

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