CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Oct-2018

Day Change Summary
	Previous	Current
	03-Oct-2018	04-Oct-2018	Change	Change %	Previous Week
Open	0.7809	0.7783	-0.0026	-0.3%	0.7752
High	0.7820	0.7789	-0.0031	-0.4%	0.7762
Low	0.7773	0.7740	-0.0033	-0.4%	0.7656
Close	0.7799	0.7748	-0.0051	-0.7%	0.7751
Range	0.0047	0.0049	0.0002	4.3%	0.0106
ATR	0.0049	0.0050	0.0001	1.4%	0.0000
Volume	63,319	63,398	79	0.1%	333,413

Daily Pivots for day following 04-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7876	0.7774
R3	0.7857	0.7827	0.7761
R2	0.7808	0.7808	0.7756
R1	0.7778	0.7778	0.7752	0.7768
PP	0.7759	0.7759	0.7759	0.7754
S1	0.7729	0.7729	0.7743	0.7719
S2	0.7710	0.7710	0.7739
S3	0.7661	0.7680	0.7734
S4	0.7612	0.7631	0.7721

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	0.7681	0.0155	2.0%	0.0054	0.7%	43%	False	False	77,518
10	0.7836	0.7656	0.0180	2.3%	0.0044	0.6%	51%	False	False	71,091
20	0.7836	0.7591	0.0245	3.2%	0.0045	0.6%	64%	False	False	60,200
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	66%	False	False	30,528
60	0.7836	0.7547	0.0289	3.7%	0.0045	0.6%	70%	False	False	20,411
80	0.7836	0.7500	0.0336	4.3%	0.0044	0.6%	74%	False	False	15,347
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	65%	False	False	12,320
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	48%	False	False	10,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7997
2.618	0.7917
1.618	0.7868
1.000	0.7838
0.618	0.7819
HIGH	0.7789
0.618	0.7770
0.500	0.7765
0.382	0.7759
LOW	0.7740
0.618	0.7710
1.000	0.7691
1.618	0.7661
2.618	0.7612
4.250	0.7532

Fisher Pivots for day following 04-Oct-2018
Pivot	1 day	3 day
R1	0.7765	0.7782
PP	0.7759	0.7771
S1	0.7753	0.7759

Download as Excel Spreadsheet

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

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