CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 19-Sep-2018

Day Change Summary
	Previous	Current
	18-Sep-2018	19-Sep-2018	Change	Change %	Previous Week
Open	0.7684	0.7717	0.0034	0.4%	0.7606
High	0.7723	0.7766	0.0043	0.6%	0.7720
Low	0.7667	0.7696	0.0029	0.4%	0.7591
Close	0.7716	0.7755	0.0039	0.5%	0.7687
Range	0.0056	0.0071	0.0015	27.0%	0.0129
ATR	0.0049	0.0050	0.0002	3.1%	0.0000
Volume	52,170	71,673	19,503	37.4%	246,111

Daily Pivots for day following 19-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7950	0.7923	0.7794
R3	0.7880	0.7853	0.7774
R2	0.7809	0.7809	0.7768
R1	0.7782	0.7782	0.7761	0.7796
PP	0.7739	0.7739	0.7739	0.7746
S1	0.7712	0.7712	0.7749	0.7725
S2	0.7668	0.7668	0.7742
S3	0.7598	0.7641	0.7736
S4	0.7527	0.7571	0.7716

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.7999	0.7758
R3	0.7924	0.7870	0.7722
R2	0.7795	0.7795	0.7711
R1	0.7741	0.7741	0.7699	0.7768
PP	0.7666	0.7666	0.7666	0.7680
S1	0.7612	0.7612	0.7675	0.7639
S2	0.7537	0.7537	0.7663
S3	0.7408	0.7483	0.7652
S4	0.7279	0.7354	0.7616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7766	0.7667	0.0099	1.3%	0.0045	0.6%	89%	True	False	60,501
10	0.7766	0.7575	0.0191	2.5%	0.0049	0.6%	94%	True	False	42,502
20	0.7774	0.7575	0.0199	2.6%	0.0051	0.7%	90%	False	False	21,875
40	0.7774	0.7575	0.0199	2.6%	0.0046	0.6%	90%	False	False	11,033
60	0.7774	0.7500	0.0274	3.5%	0.0044	0.6%	93%	False	False	7,398
80	0.7831	0.7500	0.0331	4.3%	0.0046	0.6%	77%	False	False	5,609
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	67%	False	False	4,516
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	50%	False	False	3,781

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	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7951
1.618	0.7880
1.000	0.7837
0.618	0.7810
HIGH	0.7766
0.618	0.7739
0.500	0.7731
0.382	0.7722
LOW	0.7696
0.618	0.7652
1.000	0.7625
1.618	0.7581
2.618	0.7511
4.250	0.7396

Fisher Pivots for day following 19-Sep-2018
Pivot	1 day	3 day
R1	0.7747	0.7742
PP	0.7739	0.7729
S1	0.7731	0.7717

Download as Excel Spreadsheet

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

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