CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	0.7684	0.7683	-0.0001	0.0%	0.7752
High	0.7695	0.7762	0.0068	0.9%	0.7762
Low	0.7656	0.7681	0.0025	0.3%	0.7656
Close	0.7681	0.7751	0.0070	0.9%	0.7751
Range	0.0039	0.0082	0.0043	111.7%	0.0106
ATR	0.0045	0.0048	0.0003	5.8%	0.0000
Volume	77,739	82,704	4,965	6.4%	333,413

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7945	0.7795
R3	0.7894	0.7863	0.7773
R2	0.7813	0.7813	0.7765
R1	0.7782	0.7782	0.7758	0.7797
PP	0.7731	0.7731	0.7731	0.7739
S1	0.7700	0.7700	0.7743	0.7716
S2	0.7649	0.7649	0.7736
S3	0.7568	0.7618	0.7728
S4	0.7486	0.7537	0.7706

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8002	0.7809
R3	0.7935	0.7896	0.7780
R2	0.7829	0.7829	0.7770
R1	0.7790	0.7790	0.7760	0.7756
PP	0.7723	0.7723	0.7723	0.7706
S1	0.7684	0.7684	0.7741	0.7650
S2	0.7617	0.7617	0.7731
S3	0.7511	0.7578	0.7721
S4	0.7405	0.7472	0.7692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7762	0.7656	0.0106	1.4%	0.0044	0.6%	89%	True	False	66,682
10	0.7775	0.7656	0.0119	1.5%	0.0043	0.6%	79%	False	False	64,209
20	0.7775	0.7575	0.0200	2.6%	0.0047	0.6%	88%	False	False	45,474
40	0.7775	0.7575	0.0200	2.6%	0.0046	0.6%	88%	False	False	22,924
60	0.7775	0.7547	0.0228	2.9%	0.0044	0.6%	89%	False	False	15,336
80	0.7775	0.7500	0.0275	3.6%	0.0044	0.6%	91%	False	False	11,547
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	66%	False	False	9,275
120	0.8014	0.7500	0.0514	6.6%	0.0043	0.6%	49%	False	False	7,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7975
1.618	0.7894
1.000	0.7844
0.618	0.7812
HIGH	0.7762
0.618	0.7731
0.500	0.7721
0.382	0.7712
LOW	0.7681
0.618	0.7630
1.000	0.7599
1.618	0.7549
2.618	0.7467
4.250	0.7334

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	0.7741	0.7737
PP	0.7731	0.7723
S1	0.7721	0.7709

Download as Excel Spreadsheet

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

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