CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	0.7591	0.7598	0.0007	0.1%	0.7655
High	0.7605	0.7668	0.0063	0.8%	0.7668
Low	0.7578	0.7591	0.0013	0.2%	0.7562
Close	0.7601	0.7617	0.0016	0.2%	0.7594
Range	0.0027	0.0078	0.0051	187.0%	0.0105
ATR	0.0051	0.0053	0.0002	3.7%	0.0000
Volume	48,657	83,897	35,240	72.4%	360,268

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7815	0.7659
R3	0.7780	0.7737	0.7638
R2	0.7703	0.7703	0.7631
R1	0.7660	0.7660	0.7624	0.7681
PP	0.7625	0.7625	0.7625	0.7636
S1	0.7582	0.7582	0.7609	0.7604
S2	0.7548	0.7548	0.7602
S3	0.7470	0.7505	0.7595
S4	0.7393	0.7427	0.7574

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7864	0.7652
R3	0.7819	0.7759	0.7623
R2	0.7713	0.7713	0.7613
R1	0.7653	0.7653	0.7603	0.7631
PP	0.7608	0.7608	0.7608	0.7596
S1	0.7548	0.7548	0.7584	0.7525
S2	0.7502	0.7502	0.7574
S3	0.7397	0.7442	0.7564
S4	0.7291	0.7337	0.7535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7562	0.0106	1.4%	0.0047	0.6%	51%	True	False	77,093
10	0.7763	0.7562	0.0201	2.6%	0.0055	0.7%	27%	False	False	83,888
20	0.7763	0.7562	0.0201	2.6%	0.0053	0.7%	27%	False	False	74,894
40	0.7763	0.7531	0.0232	3.0%	0.0052	0.7%	37%	False	False	72,228
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	48%	False	False	72,410
80	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	35%	False	False	58,571
100	0.7931	0.7481	0.0450	5.9%	0.0052	0.7%	30%	False	False	46,909
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	26%	False	False	39,106

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	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7997
2.618	0.7871
1.618	0.7793
1.000	0.7746
0.618	0.7716
HIGH	0.7668
0.618	0.7638
0.500	0.7629
0.382	0.7620
LOW	0.7591
0.618	0.7543
1.000	0.7513
1.618	0.7465
2.618	0.7388
4.250	0.7261

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	0.7629	0.7623
PP	0.7625	0.7621
S1	0.7621	0.7619

Download as Excel Spreadsheet

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

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