CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	0.7637	0.7636	-0.0002	0.0%	0.7625
High	0.7644	0.7663	0.0018	0.2%	0.7663
Low	0.7620	0.7635	0.0015	0.2%	0.7587
Close	0.7629	0.7653	0.0025	0.3%	0.7653
Range	0.0024	0.0028	0.0004	16.7%	0.0075
ATR	0.0046	0.0045	-0.0001	-1.9%	0.0000
Volume	59	30	-29	-49.2%	199

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7734	0.7722	0.7668
R3	0.7706	0.7694	0.7661
R2	0.7678	0.7678	0.7658
R1	0.7666	0.7666	0.7656	0.7672
PP	0.7650	0.7650	0.7650	0.7653
S1	0.7638	0.7638	0.7650	0.7644
S2	0.7622	0.7622	0.7648
S3	0.7594	0.7610	0.7645
S4	0.7566	0.7582	0.7638

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7832	0.7695
R3	0.7785	0.7757	0.7674
R2	0.7710	0.7710	0.7667
R1	0.7681	0.7681	0.7660	0.7695
PP	0.7634	0.7634	0.7634	0.7641
S1	0.7606	0.7606	0.7646	0.7620
S2	0.7559	0.7559	0.7639
S3	0.7483	0.7530	0.7632
S4	0.7408	0.7455	0.7611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7663	0.7570	0.0093	1.2%	0.0035	0.5%	90%	True	False	72
10	0.7663	0.7500	0.0163	2.1%	0.0038	0.5%	94%	True	False	110
20	0.7766	0.7500	0.0266	3.5%	0.0042	0.5%	58%	False	False	169
40	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	40%	False	False	181
60	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	30%	False	False	159
80	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	30%	False	False	147
100	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	28%	False	False	134
120	0.8177	0.7500	0.0677	8.8%	0.0040	0.5%	23%	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7736
1.618	0.7708
1.000	0.7691
0.618	0.7680
HIGH	0.7663
0.618	0.7652
0.500	0.7649
0.382	0.7645
LOW	0.7635
0.618	0.7617
1.000	0.7607
1.618	0.7589
2.618	0.7561
4.250	0.7516

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	0.7652	0.7648
PP	0.7650	0.7643
S1	0.7649	0.7638

Download as Excel Spreadsheet

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

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