CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	0.7734	0.7654	-0.0080	-1.0%	0.7740
High	0.7750	0.7654	-0.0097	-1.2%	0.7750
Low	0.7660	0.7600	-0.0060	-0.8%	0.7600
Close	0.7661	0.7614	-0.0048	-0.6%	0.7614
Range	0.0090	0.0053	-0.0037	-40.6%	0.0150
ATR	0.0054	0.0055	0.0000	0.9%	0.0000
Volume	254	438	184	72.4%	1,324

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7752	0.7643
R3	0.7729	0.7698	0.7628
R2	0.7676	0.7676	0.7623
R1	0.7645	0.7645	0.7618	0.7634
PP	0.7622	0.7622	0.7622	0.7617
S1	0.7591	0.7591	0.7609	0.7580
S2	0.7569	0.7569	0.7604
S3	0.7515	0.7538	0.7599
S4	0.7462	0.7484	0.7584

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8009	0.7696
R3	0.7954	0.7859	0.7655
R2	0.7804	0.7804	0.7641
R1	0.7709	0.7709	0.7627	0.7682
PP	0.7655	0.7655	0.7655	0.7641
S1	0.7559	0.7559	0.7600	0.7532
S2	0.7505	0.7505	0.7586
S3	0.7355	0.7409	0.7572
S4	0.7205	0.7259	0.7531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7750	0.7600	0.0150	2.0%	0.0051	0.7%	9%	False	True	264
10	0.7805	0.7600	0.0205	2.7%	0.0051	0.7%	7%	False	True	226
20	0.7880	0.7600	0.0280	3.7%	0.0053	0.7%	5%	False	True	226
40	0.7928	0.7600	0.0328	4.3%	0.0046	0.6%	4%	False	True	179
60	0.8014	0.7600	0.0413	5.4%	0.0043	0.6%	3%	False	True	148
80	0.8014	0.7600	0.0413	5.4%	0.0041	0.5%	3%	False	True	137
100	0.8177	0.7600	0.0577	7.6%	0.0040	0.5%	2%	False	True	119

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	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7794
1.618	0.7740
1.000	0.7707
0.618	0.7687
HIGH	0.7654
0.618	0.7633
0.500	0.7627
0.382	0.7620
LOW	0.7600
0.618	0.7567
1.000	0.7547
1.618	0.7513
2.618	0.7460
4.250	0.7373

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	0.7627	0.7675
PP	0.7622	0.7655
S1	0.7618	0.7634

Download as Excel Spreadsheet

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

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