CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	0.7633	0.7673	0.0040	0.5%	0.7702
High	0.7673	0.7673	0.0000	0.0%	0.7730
Low	0.7633	0.7606	-0.0027	-0.4%	0.7620
Close	0.7659	0.7627	-0.0032	-0.4%	0.7628
Range	0.0040	0.0067	0.0027	67.5%	0.0110
ATR	0.0044	0.0046	0.0002	3.7%	0.0000
Volume	135	315	180	133.3%	878

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7799	0.7664
R3	0.7769	0.7732	0.7645
R2	0.7702	0.7702	0.7639
R1	0.7665	0.7665	0.7633	0.7650
PP	0.7635	0.7635	0.7635	0.7628
S1	0.7598	0.7598	0.7621	0.7583
S2	0.7568	0.7568	0.7615
S3	0.7501	0.7531	0.7609
S4	0.7434	0.7464	0.7590

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	0.7606	0.0097	1.3%	0.0047	0.6%	22%	False	True	184
10	0.7730	0.7606	0.0124	1.6%	0.0044	0.6%	17%	False	True	178
20	0.7730	0.7547	0.0184	2.4%	0.0044	0.6%	44%	False	False	183
40	0.7730	0.7500	0.0231	3.0%	0.0041	0.5%	55%	False	False	151
60	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	34%	False	False	186
80	0.7880	0.7500	0.0380	5.0%	0.0043	0.6%	34%	False	False	169
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	25%	False	False	154
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	25%	False	False	146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7958
2.618	0.7848
1.618	0.7781
1.000	0.7740
0.618	0.7714
HIGH	0.7673
0.618	0.7647
0.500	0.7640
0.382	0.7632
LOW	0.7606
0.618	0.7565
1.000	0.7539
1.618	0.7498
2.618	0.7431
4.250	0.7321

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	0.7640	0.7640
PP	0.7635	0.7635
S1	0.7631	0.7631

Download as Excel Spreadsheet

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

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