CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	0.7606	0.7612	0.0006	0.1%	0.7674
High	0.7617	0.7681	0.0064	0.8%	0.7675
Low	0.7591	0.7604	0.0013	0.2%	0.7575
Close	0.7614	0.7630	0.0016	0.2%	0.7606
Range	0.0026	0.0076	0.0050	194.2%	0.0100
ATR	0.0048	0.0050	0.0002	4.3%	0.0000
Volume	12,530	33,874	21,344	170.3%	19,675

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7867	0.7825	0.7672
R3	0.7791	0.7748	0.7651
R2	0.7714	0.7714	0.7644
R1	0.7672	0.7672	0.7637	0.7693
PP	0.7638	0.7638	0.7638	0.7649
S1	0.7596	0.7596	0.7622	0.7617
S2	0.7562	0.7562	0.7615
S3	0.7485	0.7519	0.7608
S4	0.7409	0.7443	0.7587

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7862	0.7661
R3	0.7819	0.7762	0.7633
R2	0.7719	0.7719	0.7624
R1	0.7662	0.7662	0.7615	0.7641
PP	0.7619	0.7619	0.7619	0.7608
S1	0.7562	0.7562	0.7597	0.7541
S2	0.7519	0.7519	0.7588
S3	0.7419	0.7462	0.7579
S4	0.7319	0.7362	0.7551

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7681	0.7575	0.0105	1.4%	0.0046	0.6%	52%	True	False	12,755
10	0.7774	0.7575	0.0199	2.6%	0.0053	0.7%	27%	False	False	6,996
20	0.7774	0.7575	0.0199	2.6%	0.0049	0.6%	27%	False	False	3,699
40	0.7774	0.7547	0.0228	3.0%	0.0047	0.6%	36%	False	False	1,933
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	47%	False	False	1,337
80	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	34%	False	False	1,059
100	0.7928	0.7500	0.0428	5.6%	0.0044	0.6%	30%	False	False	874
120	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	25%	False	False	742

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	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8006
2.618	0.7881
1.618	0.7804
1.000	0.7757
0.618	0.7728
HIGH	0.7681
0.618	0.7651
0.500	0.7642
0.382	0.7633
LOW	0.7604
0.618	0.7557
1.000	0.7528
1.618	0.7480
2.618	0.7404
4.250	0.7279

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	0.7642	0.7636
PP	0.7638	0.7634
S1	0.7634	0.7632

Download as Excel Spreadsheet

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

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