CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Aug-2018

Day Change Summary
	Previous	Current
	29-Aug-2018	30-Aug-2018	Change	Change %	Previous Week
Open	0.7749	0.7761	0.0013	0.2%	0.7675
High	0.7763	0.7763	0.0000	0.0%	0.7713
Low	0.7730	0.7707	-0.0023	-0.3%	0.7648
Close	0.7758	0.7714	-0.0044	-0.6%	0.7690
Range	0.0033	0.0056	0.0023	69.7%	0.0065
ATR	0.0046	0.0046	0.0001	1.6%	0.0000
Volume	613	555	-58	-9.5%	2,251

Daily Pivots for day following 30-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7861	0.7745
R3	0.7840	0.7805	0.7729
R2	0.7784	0.7784	0.7724
R1	0.7749	0.7749	0.7719	0.7739
PP	0.7728	0.7728	0.7728	0.7723
S1	0.7693	0.7693	0.7709	0.7683
S2	0.7672	0.7672	0.7704
S3	0.7616	0.7637	0.7699
S4	0.7560	0.7581	0.7683

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	0.7774	0.7648	0.0127	1.6%	0.0052	0.7%	53%	False	False	785
10	0.7774	0.7610	0.0164	2.1%	0.0047	0.6%	63%	False	False	576
20	0.7774	0.7606	0.0168	2.2%	0.0046	0.6%	64%	False	False	373
40	0.7774	0.7547	0.0228	2.9%	0.0043	0.6%	74%	False	False	267
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	78%	False	False	238
80	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	56%	False	False	226
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	42%	False	False	203
120	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	42%	False	False	188

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8001
2.618	0.7910
1.618	0.7854
1.000	0.7819
0.618	0.7798
HIGH	0.7763
0.618	0.7742
0.500	0.7735
0.382	0.7728
LOW	0.7707
0.618	0.7672
1.000	0.7651
1.618	0.7616
2.618	0.7560
4.250	0.7469

Fisher Pivots for day following 30-Aug-2018
Pivot	1 day	3 day
R1	0.7735	0.7741
PP	0.7728	0.7732
S1	0.7721	0.7723

Download as Excel Spreadsheet

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

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