CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 22-May-2018

Day Change Summary
	Previous	Current
	21-May-2018	22-May-2018	Change	Change %	Previous Week
Open	0.7800	0.7864	0.0064	0.8%	0.7856
High	0.7851	0.7880	0.0030	0.4%	0.7872
Low	0.7799	0.7835	0.0036	0.5%	0.7773
Close	0.7841	0.7839	-0.0002	0.0%	0.7798
Range	0.0051	0.0045	-0.0006	-11.7%	0.0099
ATR	0.0045	0.0045	0.0000	0.0%	0.0000
Volume	27	237	210	777.8%	849

Daily Pivots for day following 22-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7988	0.7959	0.7864
R3	0.7942	0.7913	0.7852
R2	0.7897	0.7897	0.7847
R1	0.7868	0.7868	0.7843	0.7860
PP	0.7851	0.7851	0.7851	0.7847
S1	0.7822	0.7822	0.7835	0.7814
S2	0.7806	0.7806	0.7831
S3	0.7760	0.7777	0.7826
S4	0.7715	0.7731	0.7814

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8112	0.8054	0.7852
R3	0.8013	0.7955	0.7825
R2	0.7913	0.7913	0.7816
R1	0.7855	0.7855	0.7807	0.7835
PP	0.7814	0.7814	0.7814	0.7804
S1	0.7756	0.7756	0.7788	0.7735
S2	0.7715	0.7715	0.7779
S3	0.7615	0.7657	0.7770
S4	0.7516	0.7557	0.7743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7880	0.7785	0.0095	1.2%	0.0046	0.6%	57%	True	False	173
10	0.7880	0.7760	0.0120	1.5%	0.0045	0.6%	66%	True	False	132
20	0.7880	0.7728	0.0152	1.9%	0.0040	0.5%	73%	True	False	121
40	0.8014	0.7728	0.0286	3.6%	0.0039	0.5%	39%	False	False	113
60	0.8014	0.7679	0.0335	4.3%	0.0038	0.5%	48%	False	False	108
80	0.8177	0.7679	0.0498	6.4%	0.0038	0.5%	32%	False	False	96

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8073
2.618	0.7999
1.618	0.7954
1.000	0.7925
0.618	0.7908
HIGH	0.7880
0.618	0.7863
0.500	0.7857
0.382	0.7852
LOW	0.7835
0.618	0.7806
1.000	0.7789
1.618	0.7761
2.618	0.7715
4.250	0.7641

Fisher Pivots for day following 22-May-2018
Pivot	1 day	3 day
R1	0.7857	0.7837
PP	0.7851	0.7835
S1	0.7845	0.7833

Download as Excel Spreadsheet

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

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