CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-May-2018

Day Change Summary
	Previous	Current
	29-May-2018	30-May-2018	Change	Change %	Previous Week
Open	0.7730	0.7716	-0.0015	-0.2%	0.7800
High	0.7737	0.7820	0.0084	1.1%	0.7880
Low	0.7700	0.7703	0.0003	0.0%	0.7734
Close	0.7712	0.7796	0.0084	1.1%	0.7739
Range	0.0037	0.0118	0.0081	221.9%	0.0146
ATR	0.0047	0.0052	0.0005	10.9%	0.0000
Volume	457	676	219	47.9%	883

Daily Pivots for day following 30-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8125	0.8078	0.7861
R3	0.8008	0.7961	0.7828
R2	0.7890	0.7890	0.7818
R1	0.7843	0.7843	0.7807	0.7867
PP	0.7773	0.7773	0.7773	0.7785
S1	0.7726	0.7726	0.7785	0.7749
S2	0.7655	0.7655	0.7774
S3	0.7538	0.7608	0.7764
S4	0.7420	0.7491	0.7731

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8126	0.7819
R3	0.8076	0.7980	0.7779
R2	0.7930	0.7930	0.7765
R1	0.7834	0.7834	0.7752	0.7809
PP	0.7784	0.7784	0.7784	0.7772
S1	0.7688	0.7688	0.7725	0.7663
S2	0.7638	0.7638	0.7712
S3	0.7492	0.7542	0.7698
S4	0.7346	0.7396	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7827	0.7700	0.0127	1.6%	0.0058	0.7%	76%	False	False	350
10	0.7880	0.7700	0.0180	2.3%	0.0052	0.7%	53%	False	False	261
20	0.7880	0.7700	0.0180	2.3%	0.0046	0.6%	53%	False	False	178
40	0.8014	0.7700	0.0314	4.0%	0.0042	0.5%	31%	False	False	141
60	0.8014	0.7679	0.0335	4.3%	0.0040	0.5%	35%	False	False	131
80	0.8077	0.7679	0.0399	5.1%	0.0039	0.5%	29%	False	False	117
100	0.8177	0.7679	0.0498	6.4%	0.0038	0.5%	24%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 102 trading days

Fibonacci Retracements and Extensions
4.250	0.8319
2.618	0.8128
1.618	0.8010
1.000	0.7938
0.618	0.7893
HIGH	0.7820
0.618	0.7775
0.500	0.7761
0.382	0.7747
LOW	0.7703
0.618	0.7630
1.000	0.7585
1.618	0.7512
2.618	0.7395
4.250	0.7203

Fisher Pivots for day following 30-May-2018
Pivot	1 day	3 day
R1	0.7784	0.7784
PP	0.7773	0.7772
S1	0.7761	0.7760

Download as Excel Spreadsheet

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

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