CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 26-Sep-2018

Day Change Summary
	Previous	Current
	25-Sep-2018	26-Sep-2018	Change	Change %	Previous Week
Open	0.7735	0.7734	-0.0002	0.0%	0.7682
High	0.7743	0.7737	-0.0006	-0.1%	0.7775
Low	0.7720	0.7690	-0.0031	-0.4%	0.7667
Close	0.7734	0.7703	-0.0031	-0.4%	0.7751
Range	0.0023	0.0048	0.0025	106.5%	0.0108
ATR	0.0045	0.0045	0.0000	0.4%	0.0000
Volume	52,500	71,108	18,608	35.4%	308,682

Daily Pivots for day following 26-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7852	0.7825	0.7729
R3	0.7805	0.7778	0.7716
R2	0.7757	0.7757	0.7712
R1	0.7730	0.7730	0.7707	0.7720
PP	0.7710	0.7710	0.7710	0.7705
S1	0.7683	0.7683	0.7699	0.7672
S2	0.7662	0.7662	0.7694
S3	0.7615	0.7635	0.7690
S4	0.7567	0.7588	0.7677

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	0.7690	0.0086	1.1%	0.0032	0.4%	16%	False	True	63,283
10	0.7775	0.7667	0.0108	1.4%	0.0038	0.5%	33%	False	False	61,892
20	0.7775	0.7575	0.0200	2.6%	0.0046	0.6%	64%	False	False	37,510
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	64%	False	False	18,921
60	0.7775	0.7547	0.0228	3.0%	0.0043	0.6%	68%	False	False	12,664
80	0.7805	0.7500	0.0306	4.0%	0.0044	0.6%	67%	False	False	9,547
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	53%	False	False	7,674
120	0.8014	0.7500	0.0514	6.7%	0.0044	0.6%	40%	False	False	6,413

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	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7939
2.618	0.7861
1.618	0.7814
1.000	0.7785
0.618	0.7766
HIGH	0.7737
0.618	0.7719
0.500	0.7713
0.382	0.7708
LOW	0.7690
0.618	0.7660
1.000	0.7642
1.618	0.7613
2.618	0.7565
4.250	0.7488

Fisher Pivots for day following 26-Sep-2018
Pivot	1 day	3 day
R1	0.7713	0.7724
PP	0.7710	0.7717
S1	0.7706	0.7710

Download as Excel Spreadsheet

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

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