CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	0.7783	0.7749	-0.0034	-0.4%	0.7794
High	0.7789	0.7770	-0.0020	-0.3%	0.7836
Low	0.7740	0.7729	-0.0012	-0.1%	0.7729
Close	0.7748	0.7739	-0.0009	-0.1%	0.7739
Range	0.0049	0.0041	-0.0008	-16.3%	0.0107
ATR	0.0050	0.0049	-0.0001	-1.2%	0.0000
Volume	63,398	62,347	-1,051	-1.7%	367,234

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7869	0.7845	0.7761
R3	0.7828	0.7804	0.7750
R2	0.7787	0.7787	0.7746
R1	0.7763	0.7763	0.7742	0.7754
PP	0.7746	0.7746	0.7746	0.7741
S1	0.7721	0.7721	0.7735	0.7713
S2	0.7704	0.7704	0.7731
S3	0.7663	0.7680	0.7727
S4	0.7622	0.7639	0.7716

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8021	0.7797
R3	0.7982	0.7914	0.7768
R2	0.7875	0.7875	0.7758
R1	0.7807	0.7807	0.7748	0.7787
PP	0.7768	0.7768	0.7768	0.7758
S1	0.7700	0.7700	0.7729	0.7680
S2	0.7661	0.7661	0.7719
S3	0.7554	0.7593	0.7709
S4	0.7447	0.7486	0.7680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7836	0.7729	0.0107	1.4%	0.0046	0.6%	9%	False	True	73,446
10	0.7836	0.7656	0.0180	2.3%	0.0045	0.6%	46%	False	False	70,064
20	0.7836	0.7591	0.0245	3.2%	0.0045	0.6%	60%	False	False	62,772
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	63%	False	False	32,084
60	0.7836	0.7547	0.0289	3.7%	0.0045	0.6%	66%	False	False	21,447
80	0.7836	0.7500	0.0336	4.3%	0.0044	0.6%	71%	False	False	16,124
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	63%	False	False	12,943
120	0.7995	0.7500	0.0495	6.4%	0.0044	0.6%	48%	False	False	10,806

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7944
2.618	0.7877
1.618	0.7836
1.000	0.7811
0.618	0.7795
HIGH	0.7770
0.618	0.7754
0.500	0.7749
0.382	0.7744
LOW	0.7729
0.618	0.7703
1.000	0.7687
1.618	0.7662
2.618	0.7621
4.250	0.7554

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	0.7749	0.7774
PP	0.7746	0.7762
S1	0.7742	0.7750

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols