CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.7696	0.7693	-0.0004	0.0%	0.7591
High	0.7707	0.7703	-0.0005	-0.1%	0.7707
Low	0.7678	0.7661	-0.0017	-0.2%	0.7578
Close	0.7699	0.7674	-0.0025	-0.3%	0.7674
Range	0.0029	0.0042	0.0013	43.1%	0.0129
ATR	0.0054	0.0053	-0.0001	-1.6%	0.0000
Volume	94,352	40,823	-53,529	-56.7%	398,323

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7780	0.7697
R3	0.7762	0.7739	0.7685
R2	0.7721	0.7721	0.7682
R1	0.7697	0.7697	0.7678	0.7688
PP	0.7679	0.7679	0.7679	0.7675
S1	0.7656	0.7656	0.7670	0.7647
S2	0.7638	0.7638	0.7666
S3	0.7596	0.7614	0.7663
S4	0.7555	0.7573	0.7651

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.7986	0.7745
R3	0.7911	0.7857	0.7709
R2	0.7782	0.7782	0.7698
R1	0.7728	0.7728	0.7686	0.7755
PP	0.7653	0.7653	0.7653	0.7667
S1	0.7599	0.7599	0.7662	0.7626
S2	0.7524	0.7524	0.7650
S3	0.7395	0.7470	0.7639
S4	0.7266	0.7341	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7707	0.7578	0.0129	1.7%	0.0047	0.6%	74%	False	False	79,664
10	0.7709	0.7562	0.0147	1.9%	0.0053	0.7%	76%	False	False	87,642
20	0.7763	0.7562	0.0201	2.6%	0.0051	0.7%	56%	False	False	78,765
40	0.7763	0.7531	0.0232	3.0%	0.0051	0.7%	62%	False	False	73,782
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	68%	False	False	73,145
80	0.7823	0.7481	0.0343	4.5%	0.0053	0.7%	56%	False	False	61,790
100	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	49%	False	False	49,560
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	37%	False	False	41,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7879
2.618	0.7811
1.618	0.7770
1.000	0.7744
0.618	0.7728
HIGH	0.7703
0.618	0.7687
0.500	0.7682
0.382	0.7677
LOW	0.7661
0.618	0.7635
1.000	0.7620
1.618	0.7594
2.618	0.7552
4.250	0.7485

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.7682	0.7677
PP	0.7679	0.7676
S1	0.7677	0.7675

Download as Excel Spreadsheet

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

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