CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 18-Apr-2018

Day Change Summary
	Previous	Current
	17-Apr-2018	18-Apr-2018	Change	Change %	Previous Week
Open	0.8000	0.7984	-0.0017	-0.2%	0.7863
High	0.8014	0.7995	-0.0019	-0.2%	0.8004
Low	0.7994	0.7948	-0.0046	-0.6%	0.7839
Close	0.8002	0.7954	-0.0048	-0.6%	0.7968
Range	0.0019	0.0047	0.0028	141.0%	0.0166
ATR	0.0040	0.0041	0.0001	2.4%	0.0000
Volume	64	104	40	62.5%	359

Daily Pivots for day following 18-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8077	0.7979
R3	0.8060	0.8030	0.7966
R2	0.8013	0.8013	0.7962
R1	0.7983	0.7983	0.7958	0.7974
PP	0.7966	0.7966	0.7966	0.7961
S1	0.7936	0.7936	0.7949	0.7927
S2	0.7919	0.7919	0.7945
S3	0.7872	0.7889	0.7941
S4	0.7825	0.7842	0.7928

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8433	0.8366	0.8059
R3	0.8268	0.8201	0.8014
R2	0.8102	0.8102	0.7998
R1	0.8035	0.8035	0.7983	0.8069
PP	0.7937	0.7937	0.7937	0.7954
S1	0.7870	0.7870	0.7953	0.7903
S2	0.7771	0.7771	0.7938
S3	0.7606	0.7704	0.7922
S4	0.7440	0.7539	0.7877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8014	0.7948	0.0066	0.8%	0.0027	0.3%	8%	False	True	57
10	0.8014	0.7839	0.0175	2.2%	0.0037	0.5%	66%	False	False	64
20	0.8014	0.7715	0.0299	3.8%	0.0038	0.5%	80%	False	False	82
40	0.8014	0.7679	0.0335	4.2%	0.0036	0.5%	82%	False	False	95
60	0.8177	0.7679	0.0498	6.3%	0.0036	0.5%	55%	False	False	76

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	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8195
2.618	0.8118
1.618	0.8071
1.000	0.8042
0.618	0.8024
HIGH	0.7995
0.618	0.7977
0.500	0.7972
0.382	0.7966
LOW	0.7948
0.618	0.7919
1.000	0.7901
1.618	0.7872
2.618	0.7825
4.250	0.7748

Fisher Pivots for day following 18-Apr-2018
Pivot	1 day	3 day
R1	0.7972	0.7981
PP	0.7966	0.7972
S1	0.7960	0.7963

Download as Excel Spreadsheet

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

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