CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	0.7620	0.7633	0.0013	0.2%	0.7702
High	0.7647	0.7673	0.0027	0.3%	0.7730
Low	0.7610	0.7633	0.0023	0.3%	0.7620
Close	0.7624	0.7659	0.0035	0.5%	0.7628
Range	0.0037	0.0040	0.0004	9.6%	0.0110
ATR	0.0044	0.0044	0.0000	0.9%	0.0000
Volume	119	135	16	13.4%	878

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7757	0.7681
R3	0.7735	0.7717	0.7670
R2	0.7695	0.7695	0.7666
R1	0.7677	0.7677	0.7662	0.7686
PP	0.7655	0.7655	0.7655	0.7659
S1	0.7637	0.7637	0.7655	0.7646
S2	0.7615	0.7615	0.7651
S3	0.7575	0.7597	0.7648
S4	0.7535	0.7557	0.7637

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7918	0.7688
R3	0.7879	0.7808	0.7658
R2	0.7769	0.7769	0.7648
R1	0.7698	0.7698	0.7638	0.7679
PP	0.7659	0.7659	0.7659	0.7649
S1	0.7588	0.7588	0.7617	0.7569
S2	0.7549	0.7549	0.7607
S3	0.7439	0.7478	0.7597
S4	0.7329	0.7368	0.7567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7703	0.7610	0.0093	1.2%	0.0045	0.6%	52%	False	False	138
10	0.7730	0.7610	0.0120	1.6%	0.0040	0.5%	40%	False	False	166
20	0.7730	0.7547	0.0184	2.4%	0.0043	0.6%	61%	False	False	171
40	0.7730	0.7500	0.0231	3.0%	0.0040	0.5%	69%	False	False	150
60	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	42%	False	False	181
80	0.7880	0.7500	0.0380	5.0%	0.0043	0.6%	42%	False	False	167
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	31%	False	False	152
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	31%	False	False	143

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7778
1.618	0.7738
1.000	0.7713
0.618	0.7698
HIGH	0.7673
0.618	0.7658
0.500	0.7653
0.382	0.7648
LOW	0.7633
0.618	0.7608
1.000	0.7593
1.618	0.7568
2.618	0.7528
4.250	0.7463

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	0.7657	0.7654
PP	0.7655	0.7650
S1	0.7653	0.7646

Download as Excel Spreadsheet

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

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