CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 08-Oct-2018

Day Change Summary
	Previous	Current
	05-Oct-2018	08-Oct-2018	Change	Change %	Previous Week
Open	0.7749	0.7737	-0.0011	-0.1%	0.7794
High	0.7770	0.7737	-0.0033	-0.4%	0.7836
Low	0.7729	0.7696	-0.0033	-0.4%	0.7729
Close	0.7739	0.7726	-0.0013	-0.2%	0.7739
Range	0.0041	0.0041	0.0000	0.0%	0.0107
ATR	0.0049	0.0049	0.0000	-1.0%	0.0000
Volume	62,347	43,260	-19,087	-30.6%	367,234

Daily Pivots for day following 08-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7825	0.7748
R3	0.7802	0.7784	0.7737
R2	0.7761	0.7761	0.7733
R1	0.7743	0.7743	0.7729	0.7731
PP	0.7720	0.7720	0.7720	0.7714
S1	0.7702	0.7702	0.7722	0.7690
S2	0.7678	0.7678	0.7718
S3	0.7637	0.7661	0.7714
S4	0.7596	0.7620	0.7703

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	0.7825	0.7696	0.0129	1.7%	0.0041	0.5%	23%	False	True	60,387
10	0.7836	0.7656	0.0180	2.3%	0.0046	0.6%	39%	False	False	69,454
20	0.7836	0.7604	0.0231	3.0%	0.0046	0.6%	52%	False	False	64,308
40	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	58%	False	False	33,159
60	0.7836	0.7547	0.0289	3.7%	0.0045	0.6%	62%	False	False	22,164
80	0.7836	0.7500	0.0336	4.3%	0.0043	0.6%	67%	False	False	16,662
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	59%	False	False	13,373
120	0.7972	0.7500	0.0472	6.1%	0.0044	0.6%	48%	False	False	11,165

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7844
1.618	0.7803
1.000	0.7778
0.618	0.7762
HIGH	0.7737
0.618	0.7721
0.500	0.7717
0.382	0.7712
LOW	0.7696
0.618	0.7671
1.000	0.7655
1.618	0.7630
2.618	0.7589
4.250	0.7522

Fisher Pivots for day following 08-Oct-2018
Pivot	1 day	3 day
R1	0.7723	0.7743
PP	0.7720	0.7737
S1	0.7717	0.7731

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

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