CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	0.7683	0.7691	0.0008	0.1%	0.7620
High	0.7697	0.7713	0.0016	0.2%	0.7677
Low	0.7675	0.7684	0.0010	0.1%	0.7606
Close	0.7680	0.7703	0.0023	0.3%	0.7677
Range	0.0023	0.0029	0.0006	28.9%	0.0071
ATR	0.0044	0.0043	-0.0001	-1.7%	0.0000
Volume	241	497	256	106.2%	990

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7774	0.7718
R3	0.7758	0.7745	0.7710
R2	0.7729	0.7729	0.7708
R1	0.7716	0.7716	0.7705	0.7722
PP	0.7700	0.7700	0.7700	0.7703
S1	0.7687	0.7687	0.7700	0.7693
S2	0.7671	0.7671	0.7697
S3	0.7642	0.7658	0.7695
S4	0.7613	0.7629	0.7687

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7842	0.7716
R3	0.7795	0.7771	0.7696
R2	0.7724	0.7724	0.7690
R1	0.7700	0.7700	0.7683	0.7712
PP	0.7653	0.7653	0.7653	0.7659
S1	0.7629	0.7629	0.7670	0.7641
S2	0.7582	0.7582	0.7663
S3	0.7511	0.7558	0.7657
S4	0.7440	0.7487	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7713	0.7609	0.0104	1.4%	0.0036	0.5%	90%	True	False	292
10	0.7713	0.7606	0.0107	1.4%	0.0042	0.5%	90%	True	False	238
20	0.7730	0.7606	0.0124	1.6%	0.0039	0.5%	78%	False	False	206
40	0.7730	0.7500	0.0230	3.0%	0.0041	0.5%	88%	False	False	171
60	0.7831	0.7500	0.0331	4.3%	0.0044	0.6%	61%	False	False	188
80	0.7880	0.7500	0.0380	4.9%	0.0043	0.6%	53%	False	False	181
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	39%	False	False	167
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	39%	False	False	154

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7836
2.618	0.7789
1.618	0.7760
1.000	0.7742
0.618	0.7731
HIGH	0.7713
0.618	0.7702
0.500	0.7699
0.382	0.7695
LOW	0.7684
0.618	0.7666
1.000	0.7655
1.618	0.7637
2.618	0.7608
4.250	0.7561

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	0.7701	0.7696
PP	0.7700	0.7690
S1	0.7699	0.7684

Download as Excel Spreadsheet

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

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