CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.7658	0.7697	0.0040	0.5%	0.7675
High	0.7699	0.7734	0.0034	0.4%	0.7713
Low	0.7648	0.7667	0.0019	0.3%	0.7648
Close	0.7690	0.7728	0.0038	0.5%	0.7690
Range	0.0052	0.0067	0.0015	29.1%	0.0065
ATR	0.0044	0.0046	0.0002	3.5%	0.0000
Volume	755	897	142	18.8%	2,251

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7885	0.7765
R3	0.7843	0.7819	0.7746
R2	0.7776	0.7776	0.7740
R1	0.7752	0.7752	0.7734	0.7764
PP	0.7710	0.7710	0.7710	0.7716
S1	0.7686	0.7686	0.7722	0.7698
S2	0.7643	0.7643	0.7716
S3	0.7577	0.7619	0.7710
S4	0.7510	0.7553	0.7691

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7850	0.7726
R3	0.7814	0.7785	0.7708
R2	0.7749	0.7749	0.7702
R1	0.7720	0.7720	0.7696	0.7734
PP	0.7684	0.7684	0.7684	0.7691
S1	0.7654	0.7654	0.7684	0.7669
S2	0.7618	0.7618	0.7678
S3	0.7553	0.7589	0.7672
S4	0.7487	0.7523	0.7654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7734	0.7648	0.0086	1.1%	0.0046	0.6%	94%	True	False	568
10	0.7734	0.7606	0.0128	1.6%	0.0046	0.6%	96%	True	False	401
20	0.7734	0.7606	0.0128	1.6%	0.0044	0.6%	96%	True	False	293
40	0.7734	0.7547	0.0187	2.4%	0.0042	0.5%	97%	True	False	214
60	0.7805	0.7500	0.0306	4.0%	0.0043	0.6%	75%	False	False	208
80	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	60%	False	False	201
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	44%	False	False	182
120	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	44%	False	False	170

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

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7908
1.618	0.7841
1.000	0.7800
0.618	0.7775
HIGH	0.7734
0.618	0.7708
0.500	0.7700
0.382	0.7692
LOW	0.7667
0.618	0.7626
1.000	0.7601
1.618	0.7559
2.618	0.7493
4.250	0.7384

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.7719	0.7716
PP	0.7710	0.7703
S1	0.7700	0.7691

Download as Excel Spreadsheet

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

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