CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 21-Sep-2018

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	0.7751	0.7763	0.0013	0.2%	0.7682
High	0.7775	0.7774	-0.0002	0.0%	0.7775
Low	0.7749	0.7739	-0.0010	-0.1%	0.7667
Close	0.7759	0.7751	-0.0008	-0.1%	0.7751
Range	0.0027	0.0035	0.0009	32.1%	0.0108
ATR	0.0049	0.0048	-0.0001	-2.0%	0.0000
Volume	70,832	72,613	1,781	2.5%	308,682

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7840	0.7770
R3	0.7824	0.7805	0.7761
R2	0.7789	0.7789	0.7757
R1	0.7770	0.7770	0.7754	0.7762
PP	0.7754	0.7754	0.7754	0.7750
S1	0.7735	0.7735	0.7748	0.7727
S2	0.7719	0.7719	0.7745
S3	0.7684	0.7700	0.7741
S4	0.7649	0.7665	0.7732

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8011	0.7810
R3	0.7947	0.7903	0.7781
R2	0.7839	0.7839	0.7771
R1	0.7795	0.7795	0.7761	0.7817
PP	0.7731	0.7731	0.7731	0.7742
S1	0.7687	0.7687	0.7741	0.7709
S2	0.7623	0.7623	0.7731
S3	0.7515	0.7579	0.7721
S4	0.7407	0.7471	0.7692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7775	0.7667	0.0108	1.4%	0.0043	0.6%	78%	False	False	61,736
10	0.7775	0.7591	0.0184	2.4%	0.0045	0.6%	87%	False	False	55,479
20	0.7775	0.7575	0.0200	2.6%	0.0049	0.6%	88%	False	False	29,000
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	88%	False	False	14,611
60	0.7775	0.7520	0.0256	3.3%	0.0044	0.6%	91%	False	False	9,785
80	0.7831	0.7500	0.0331	4.3%	0.0044	0.6%	76%	False	False	7,388
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	66%	False	False	5,946
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	49%	False	False	4,973

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7922
2.618	0.7865
1.618	0.7830
1.000	0.7809
0.618	0.7795
HIGH	0.7774
0.618	0.7760
0.500	0.7756
0.382	0.7752
LOW	0.7739
0.618	0.7717
1.000	0.7704
1.618	0.7682
2.618	0.7647
4.250	0.7590

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	0.7756	0.7746
PP	0.7754	0.7741
S1	0.7753	0.7735

Download as Excel Spreadsheet

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

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