CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 25-Jun-2018

Day Change Summary
	Previous	Current
	22-Jun-2018	25-Jun-2018	Change	Change %	Previous Week
Open	0.7537	0.7547	0.0010	0.1%	0.7612
High	0.7562	0.7554	-0.0008	-0.1%	0.7622
Low	0.7500	0.7530	0.0030	0.4%	0.7500
Close	0.7555	0.7539	-0.0016	-0.2%	0.7555
Range	0.0063	0.0024	-0.0038	-61.6%	0.0123
ATR	0.0050	0.0048	-0.0002	-3.6%	0.0000
Volume	443	45	-398	-89.8%	1,217

Daily Pivots for day following 25-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7600	0.7552
R3	0.7589	0.7576	0.7546
R2	0.7565	0.7565	0.7543
R1	0.7552	0.7552	0.7541	0.7547
PP	0.7541	0.7541	0.7541	0.7538
S1	0.7528	0.7528	0.7537	0.7523
S2	0.7517	0.7517	0.7535
S3	0.7493	0.7504	0.7532
S4	0.7469	0.7480	0.7526

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7926	0.7863	0.7622
R3	0.7804	0.7741	0.7589
R2	0.7681	0.7681	0.7577
R1	0.7618	0.7618	0.7566	0.7589
PP	0.7559	0.7559	0.7559	0.7544
S1	0.7496	0.7496	0.7544	0.7466
S2	0.7436	0.7436	0.7533
S3	0.7314	0.7373	0.7521
S4	0.7191	0.7251	0.7488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7500	0.0099	1.3%	0.0036	0.5%	40%	False	False	178
10	0.7750	0.7500	0.0250	3.3%	0.0044	0.6%	16%	False	False	238
20	0.7831	0.7500	0.0331	4.4%	0.0050	0.7%	12%	False	False	243
40	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	10%	False	False	193
60	0.8014	0.7500	0.0514	6.8%	0.0044	0.6%	8%	False	False	164
80	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	8%	False	False	147
100	0.8177	0.7500	0.0677	9.0%	0.0041	0.5%	6%	False	False	131

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7656
2.618	0.7617
1.618	0.7593
1.000	0.7578
0.618	0.7569
HIGH	0.7554
0.618	0.7545
0.500	0.7542
0.382	0.7539
LOW	0.7530
0.618	0.7515
1.000	0.7506
1.618	0.7491
2.618	0.7467
4.250	0.7428

Fisher Pivots for day following 25-Jun-2018
Pivot	1 day	3 day
R1	0.7542	0.7536
PP	0.7541	0.7534
S1	0.7540	0.7531

Download as Excel Spreadsheet

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

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