CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Oct-2018

Day Change Summary
	Previous	Current
	01-Oct-2018	02-Oct-2018	Change	Change %	Previous Week
Open	0.7794	0.7816	0.0021	0.3%	0.7752
High	0.7836	0.7825	-0.0011	-0.1%	0.7762
Low	0.7768	0.7799	0.0031	0.4%	0.7656
Close	0.7833	0.7815	-0.0018	-0.2%	0.7751
Range	0.0068	0.0025	-0.0042	-62.2%	0.0106
ATR	0.0050	0.0049	-0.0001	-2.4%	0.0000
Volume	108,556	69,614	-38,942	-35.9%	333,413

Daily Pivots for day following 02-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7877	0.7829
R3	0.7864	0.7852	0.7822
R2	0.7838	0.7838	0.7819
R1	0.7826	0.7826	0.7817	0.7820
PP	0.7813	0.7813	0.7813	0.7809
S1	0.7801	0.7801	0.7812	0.7794
S2	0.7787	0.7787	0.7810
S3	0.7762	0.7775	0.7807
S4	0.7736	0.7750	0.7800

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	0.7836	0.7656	0.0180	2.3%	0.0052	0.7%	88%	False	False	81,944
10	0.7836	0.7656	0.0180	2.3%	0.0044	0.6%	88%	False	False	72,670
20	0.7836	0.7575	0.0260	3.3%	0.0044	0.6%	92%	False	False	54,187
40	0.7836	0.7575	0.0260	3.3%	0.0047	0.6%	92%	False	False	27,371
60	0.7836	0.7547	0.0289	3.7%	0.0045	0.6%	93%	False	False	18,304
80	0.7836	0.7500	0.0336	4.3%	0.0044	0.6%	94%	False	False	13,769
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	83%	False	False	11,055
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	61%	False	False	9,232

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7933
2.618	0.7891
1.618	0.7866
1.000	0.7850
0.618	0.7840
HIGH	0.7825
0.618	0.7815
0.500	0.7812
0.382	0.7809
LOW	0.7799
0.618	0.7783
1.000	0.7774
1.618	0.7758
2.618	0.7732
4.250	0.7691

Fisher Pivots for day following 02-Oct-2018
Pivot	1 day	3 day
R1	0.7814	0.7796
PP	0.7813	0.7777
S1	0.7812	0.7758

Download as Excel Spreadsheet

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

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