CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Sep-2018

Day Change Summary
	Previous	Current
	26-Sep-2018	27-Sep-2018	Change	Change %	Previous Week
Open	0.7734	0.7684	-0.0050	-0.6%	0.7682
High	0.7737	0.7695	-0.0043	-0.5%	0.7775
Low	0.7690	0.7656	-0.0034	-0.4%	0.7667
Close	0.7703	0.7681	-0.0023	-0.3%	0.7751
Range	0.0048	0.0039	-0.0009	-18.9%	0.0108
ATR	0.0045	0.0045	0.0000	0.3%	0.0000
Volume	71,108	77,739	6,631	9.3%	308,682

Daily Pivots for day following 27-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7775	0.7702
R3	0.7754	0.7737	0.7691
R2	0.7716	0.7716	0.7688
R1	0.7698	0.7698	0.7684	0.7688
PP	0.7677	0.7677	0.7677	0.7672
S1	0.7659	0.7659	0.7677	0.7649
S2	0.7638	0.7638	0.7673
S3	0.7600	0.7621	0.7670
S4	0.7561	0.7582	0.7659

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	0.7774	0.7656	0.0118	1.5%	0.0034	0.4%	21%	False	True	64,664
10	0.7775	0.7656	0.0119	1.5%	0.0039	0.5%	21%	False	True	63,929
20	0.7775	0.7575	0.0200	2.6%	0.0046	0.6%	53%	False	False	41,367
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	53%	False	False	20,860
60	0.7775	0.7547	0.0228	3.0%	0.0044	0.6%	59%	False	False	13,958
80	0.7805	0.7500	0.0306	4.0%	0.0043	0.6%	59%	False	False	10,518
100	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	48%	False	False	8,450
120	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	35%	False	False	7,060

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7858
2.618	0.7795
1.618	0.7757
1.000	0.7733
0.618	0.7718
HIGH	0.7695
0.618	0.7680
0.500	0.7675
0.382	0.7671
LOW	0.7656
0.618	0.7632
1.000	0.7617
1.618	0.7594
2.618	0.7555
4.250	0.7492

Fisher Pivots for day following 27-Sep-2018
Pivot	1 day	3 day
R1	0.7679	0.7700
PP	0.7677	0.7693
S1	0.7675	0.7687

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

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