CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	0.7625	0.7637	0.0013	0.2%	0.7547
High	0.7636	0.7644	0.0009	0.1%	0.7632
Low	0.7614	0.7620	0.0006	0.1%	0.7500
Close	0.7618	0.7629	0.0011	0.1%	0.7628
Range	0.0022	0.0024	0.0003	11.6%	0.0131
ATR	0.0048	0.0046	-0.0002	-3.2%	0.0000
Volume	88	59	-29	-33.0%	460

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7690	0.7642
R3	0.7679	0.7666	0.7635
R2	0.7655	0.7655	0.7633
R1	0.7642	0.7642	0.7631	0.7636
PP	0.7631	0.7631	0.7631	0.7628
S1	0.7618	0.7618	0.7626	0.7612
S2	0.7607	0.7607	0.7624
S3	0.7583	0.7594	0.7622
S4	0.7559	0.7570	0.7615

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7936	0.7700
R3	0.7849	0.7804	0.7664
R2	0.7718	0.7718	0.7652
R1	0.7673	0.7673	0.7640	0.7695
PP	0.7587	0.7587	0.7587	0.7598
S1	0.7542	0.7542	0.7616	0.7564
S2	0.7455	0.7455	0.7604
S3	0.7324	0.7410	0.7592
S4	0.7192	0.7279	0.7556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7644	0.7520	0.0125	1.6%	0.0039	0.5%	88%	True	False	77
10	0.7644	0.7500	0.0145	1.9%	0.0038	0.5%	89%	True	False	115
20	0.7766	0.7500	0.0266	3.5%	0.0042	0.5%	48%	False	False	180
40	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	34%	False	False	185
60	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	25%	False	False	160
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	25%	False	False	149
100	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	23%	False	False	134
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	19%	False	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7746
2.618	0.7707
1.618	0.7683
1.000	0.7668
0.618	0.7659
HIGH	0.7644
0.618	0.7635
0.500	0.7632
0.382	0.7629
LOW	0.7620
0.618	0.7605
1.000	0.7596
1.618	0.7581
2.618	0.7557
4.250	0.7518

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	0.7632	0.7624
PP	0.7631	0.7620
S1	0.7630	0.7616

Download as Excel Spreadsheet

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

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