CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	0.7752	0.7735	-0.0017	-0.2%	0.7682
High	0.7759	0.7743	-0.0016	-0.2%	0.7775
Low	0.7731	0.7720	-0.0011	-0.1%	0.7667
Close	0.7740	0.7734	-0.0007	-0.1%	0.7751
Range	0.0028	0.0023	-0.0005	-17.9%	0.0108
ATR	0.0046	0.0045	-0.0002	-3.6%	0.0000
Volume	49,362	52,500	3,138	6.4%	308,682

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7790	0.7746
R3	0.7778	0.7767	0.7740
R2	0.7755	0.7755	0.7738
R1	0.7744	0.7744	0.7736	0.7738
PP	0.7732	0.7732	0.7732	0.7729
S1	0.7721	0.7721	0.7731	0.7715
S2	0.7709	0.7709	0.7729
S3	0.7686	0.7698	0.7727
S4	0.7663	0.7675	0.7721

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	0.7696	0.0080	1.0%	0.0037	0.5%	48%	False	False	63,396
10	0.7775	0.7659	0.0116	1.5%	0.0039	0.5%	64%	False	False	61,025
20	0.7775	0.7575	0.0200	2.6%	0.0046	0.6%	79%	False	False	34,010
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	79%	False	False	17,151
60	0.7775	0.7547	0.0228	3.0%	0.0043	0.6%	82%	False	False	11,480
80	0.7805	0.7500	0.0306	4.0%	0.0044	0.6%	77%	False	False	8,659
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	61%	False	False	6,963
120	0.8014	0.7500	0.0514	6.6%	0.0043	0.6%	46%	False	False	5,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7803
1.618	0.7780
1.000	0.7766
0.618	0.7757
HIGH	0.7743
0.618	0.7734
0.500	0.7732
0.382	0.7729
LOW	0.7720
0.618	0.7706
1.000	0.7697
1.618	0.7683
2.618	0.7660
4.250	0.7622

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	0.7733	0.7747
PP	0.7732	0.7742
S1	0.7732	0.7738

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

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