CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Aug-2018

Day Change Summary
	Previous	Current
	06-Aug-2018	07-Aug-2018	Change	Change %	Previous Week
Open	0.7702	0.7721	0.0019	0.2%	0.7672
High	0.7711	0.7730	0.0020	0.3%	0.7725
Low	0.7690	0.7666	-0.0025	-0.3%	0.7662
Close	0.7707	0.7670	-0.0037	-0.5%	0.7722
Range	0.0020	0.0065	0.0044	214.7%	0.0063
ATR	0.0041	0.0043	0.0002	4.0%	0.0000
Volume	84	354	270	321.4%	990

Daily Pivots for day following 07-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7882	0.7841	0.7705
R3	0.7818	0.7776	0.7688
R2	0.7753	0.7753	0.7682
R1	0.7712	0.7712	0.7676	0.7700
PP	0.7689	0.7689	0.7689	0.7683
S1	0.7647	0.7647	0.7664	0.7635
S2	0.7624	0.7624	0.7658
S3	0.7559	0.7582	0.7652
S4	0.7495	0.7518	0.7635

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7870	0.7756
R3	0.7829	0.7807	0.7739
R2	0.7766	0.7766	0.7733
R1	0.7744	0.7744	0.7727	0.7755
PP	0.7703	0.7703	0.7703	0.7708
S1	0.7681	0.7681	0.7716	0.7692
S2	0.7640	0.7640	0.7710
S3	0.7577	0.7618	0.7704
S4	0.7514	0.7555	0.7687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7666	0.0065	0.8%	0.0036	0.5%	7%	True	True	194
10	0.7730	0.7628	0.0102	1.3%	0.0037	0.5%	41%	True	False	187
20	0.7730	0.7547	0.0184	2.4%	0.0043	0.6%	67%	True	False	185
40	0.7750	0.7500	0.0250	3.3%	0.0041	0.5%	68%	False	False	170
60	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	45%	False	False	183
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	33%	False	False	166
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	33%	False	False	149
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	31%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8004
2.618	0.7899
1.618	0.7834
1.000	0.7795
0.618	0.7770
HIGH	0.7730
0.618	0.7705
0.500	0.7698
0.382	0.7690
LOW	0.7666
0.618	0.7626
1.000	0.7601
1.618	0.7561
2.618	0.7497
4.250	0.7391

Fisher Pivots for day following 07-Aug-2018
Pivot	1 day	3 day
R1	0.7698	0.7698
PP	0.7689	0.7689
S1	0.7679	0.7679

Download as Excel Spreadsheet

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

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