CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 24-Sep-2018

Day Change Summary
	Previous	Current
	21-Sep-2018	24-Sep-2018	Change	Change %	Previous Week
Open	0.7763	0.7752	-0.0011	-0.1%	0.7682
High	0.7774	0.7759	-0.0015	-0.2%	0.7775
Low	0.7739	0.7731	-0.0008	-0.1%	0.7667
Close	0.7751	0.7740	-0.0011	-0.1%	0.7751
Range	0.0035	0.0028	-0.0007	-20.0%	0.0108
ATR	0.0048	0.0046	-0.0001	-3.0%	0.0000
Volume	72,613	49,362	-23,251	-32.0%	308,682

Daily Pivots for day following 24-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7827	0.7812	0.7755
R3	0.7799	0.7784	0.7748
R2	0.7771	0.7771	0.7745
R1	0.7756	0.7756	0.7743	0.7749
PP	0.7743	0.7743	0.7743	0.7740
S1	0.7728	0.7728	0.7737	0.7721
S2	0.7715	0.7715	0.7735
S3	0.7687	0.7700	0.7732
S4	0.7659	0.7672	0.7725

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%	68%	False	False	63,330
10	0.7775	0.7604	0.0171	2.2%	0.0045	0.6%	80%	False	False	59,162
20	0.7775	0.7575	0.0200	2.6%	0.0048	0.6%	82%	False	False	31,430
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	82%	False	False	15,843
60	0.7775	0.7547	0.0228	3.0%	0.0044	0.6%	85%	False	False	10,607
80	0.7805	0.7500	0.0306	3.9%	0.0044	0.6%	79%	False	False	8,003
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	63%	False	False	6,439
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	47%	False	False	5,383

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7878
2.618	0.7832
1.618	0.7804
1.000	0.7787
0.618	0.7776
HIGH	0.7759
0.618	0.7748
0.500	0.7745
0.382	0.7741
LOW	0.7731
0.618	0.7713
1.000	0.7703
1.618	0.7685
2.618	0.7657
4.250	0.7612

Fisher Pivots for day following 24-Sep-2018
Pivot	1 day	3 day
R1	0.7745	0.7753
PP	0.7743	0.7749
S1	0.7742	0.7744

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

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