CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Jul-2018

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	0.7628	0.7641	0.0013	0.2%	0.7663
High	0.7646	0.7643	-0.0003	0.0%	0.7679
Low	0.7624	0.7587	-0.0036	-0.5%	0.7588
Close	0.7628	0.7601	-0.0027	-0.3%	0.7618
Range	0.0022	0.0056	0.0034	154.5%	0.0091
ATR	0.0042	0.0043	0.0001	2.4%	0.0000
Volume	230	66	-164	-71.3%	781

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7778	0.7746	0.7632
R3	0.7722	0.7690	0.7616
R2	0.7666	0.7666	0.7611
R1	0.7634	0.7634	0.7606	0.7622
PP	0.7610	0.7610	0.7610	0.7605
S1	0.7578	0.7578	0.7596	0.7566
S2	0.7554	0.7554	0.7591
S3	0.7498	0.7522	0.7586
S4	0.7442	0.7466	0.7570

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7851	0.7668
R3	0.7810	0.7760	0.7643
R2	0.7719	0.7719	0.7635
R1	0.7669	0.7669	0.7626	0.7649
PP	0.7628	0.7628	0.7628	0.7618
S1	0.7578	0.7578	0.7610	0.7558
S2	0.7537	0.7537	0.7601
S3	0.7446	0.7487	0.7593
S4	0.7355	0.7396	0.7568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7679	0.7587	0.0092	1.2%	0.0045	0.6%	15%	False	True	194
10	0.7679	0.7587	0.0092	1.2%	0.0034	0.4%	15%	False	True	125
20	0.7679	0.7500	0.0179	2.4%	0.0037	0.5%	57%	False	False	129
40	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	27%	False	False	186
60	0.7880	0.7500	0.0380	5.0%	0.0043	0.6%	27%	False	False	166
80	0.8014	0.7500	0.0514	6.8%	0.0042	0.5%	20%	False	False	147
100	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	20%	False	False	138
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	15%	False	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7790
1.618	0.7734
1.000	0.7699
0.618	0.7678
HIGH	0.7643
0.618	0.7622
0.500	0.7615
0.382	0.7608
LOW	0.7587
0.618	0.7552
1.000	0.7531
1.618	0.7496
2.618	0.7440
4.250	0.7349

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	0.7615	0.7616
PP	0.7610	0.7611
S1	0.7606	0.7606

Download as Excel Spreadsheet

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

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