CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	0.7669	0.7672	0.0003	0.0%	0.7641
High	0.7677	0.7714	0.0036	0.5%	0.7692
Low	0.7667	0.7668	0.0001	0.0%	0.7603
Close	0.7672	0.7698	0.0027	0.3%	0.7672
Range	0.0010	0.0046	0.0036	360.0%	0.0089
ATR	0.0044	0.0044	0.0000	0.4%	0.0000
Volume	86	146	60	69.8%	775

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7831	0.7811	0.7723
R3	0.7785	0.7765	0.7711
R2	0.7739	0.7739	0.7706
R1	0.7719	0.7719	0.7702	0.7729
PP	0.7693	0.7693	0.7693	0.7698
S1	0.7673	0.7673	0.7694	0.7683
S2	0.7647	0.7647	0.7690
S3	0.7601	0.7627	0.7685
S4	0.7555	0.7581	0.7673

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7886	0.7720
R3	0.7834	0.7797	0.7696
R2	0.7745	0.7745	0.7688
R1	0.7708	0.7708	0.7680	0.7726
PP	0.7656	0.7656	0.7656	0.7665
S1	0.7619	0.7619	0.7663	0.7637
S2	0.7567	0.7567	0.7655
S3	0.7478	0.7530	0.7647
S4	0.7389	0.7441	0.7623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7714	0.7603	0.0111	1.4%	0.0035	0.4%	86%	True	False	142
10	0.7714	0.7547	0.0167	2.2%	0.0047	0.6%	91%	True	False	151
20	0.7714	0.7547	0.0167	2.2%	0.0039	0.5%	91%	True	False	136
40	0.7805	0.7500	0.0306	4.0%	0.0042	0.6%	65%	False	False	166
60	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	52%	False	False	171
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	39%	False	False	154
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	39%	False	False	146
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	36%	False	False	134

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	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7909
2.618	0.7834
1.618	0.7788
1.000	0.7760
0.618	0.7742
HIGH	0.7714
0.618	0.7696
0.500	0.7691
0.382	0.7685
LOW	0.7668
0.618	0.7639
1.000	0.7622
1.618	0.7593
2.618	0.7547
4.250	0.7472

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	0.7696	0.7695
PP	0.7693	0.7692
S1	0.7691	0.7689

Download as Excel Spreadsheet

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

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