CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 19-Jul-2018

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	0.7586	0.7605	0.0019	0.3%	0.7663
High	0.7615	0.7614	-0.0001	0.0%	0.7679
Low	0.7565	0.7549	-0.0017	-0.2%	0.7588
Close	0.7610	0.7566	-0.0044	-0.6%	0.7618
Range	0.0050	0.0066	0.0016	31.0%	0.0091
ATR	0.0043	0.0045	0.0002	3.7%	0.0000
Volume	76	173	97	127.6%	781

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7735	0.7602
R3	0.7707	0.7669	0.7584
R2	0.7642	0.7642	0.7578
R1	0.7604	0.7604	0.7572	0.7590
PP	0.7576	0.7576	0.7576	0.7569
S1	0.7538	0.7538	0.7559	0.7524
S2	0.7511	0.7511	0.7553
S3	0.7445	0.7473	0.7547
S4	0.7380	0.7407	0.7529

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	0.7646	0.7549	0.0097	1.3%	0.0043	0.6%	18%	False	True	157
10	0.7679	0.7549	0.0131	1.7%	0.0041	0.5%	13%	False	True	135
20	0.7679	0.7500	0.0179	2.4%	0.0039	0.5%	37%	False	False	125
40	0.7831	0.7500	0.0331	4.4%	0.0045	0.6%	20%	False	False	185
60	0.7880	0.7500	0.0380	5.0%	0.0043	0.6%	17%	False	False	164
80	0.8014	0.7500	0.0514	6.8%	0.0042	0.6%	13%	False	False	149
100	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	13%	False	False	139
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	10%	False	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7892
2.618	0.7785
1.618	0.7720
1.000	0.7680
0.618	0.7654
HIGH	0.7614
0.618	0.7589
0.500	0.7581
0.382	0.7574
LOW	0.7549
0.618	0.7508
1.000	0.7483
1.618	0.7443
2.618	0.7377
4.250	0.7270

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	0.7581	0.7596
PP	0.7576	0.7586
S1	0.7571	0.7576

Download as Excel Spreadsheet

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

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