CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Oct-2018

Day Change Summary
	Previous	Current
	08-Oct-2018	09-Oct-2018	Change	Change %	Previous Week
Open	0.7737	0.7730	-0.0007	-0.1%	0.7794
High	0.7737	0.7741	0.0003	0.0%	0.7836
Low	0.7696	0.7700	0.0004	0.0%	0.7729
Close	0.7726	0.7736	0.0010	0.1%	0.7739
Range	0.0041	0.0041	0.0000	0.0%	0.0107
ATR	0.0049	0.0048	-0.0001	-1.1%	0.0000
Volume	43,260	56,664	13,404	31.0%	367,234

Daily Pivots for day following 09-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7833	0.7758
R3	0.7807	0.7792	0.7747
R2	0.7766	0.7766	0.7743
R1	0.7751	0.7751	0.7739	0.7759
PP	0.7725	0.7725	0.7725	0.7729
S1	0.7710	0.7710	0.7732	0.7718
S2	0.7684	0.7684	0.7728
S3	0.7643	0.7669	0.7724
S4	0.7602	0.7628	0.7713

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	0.7820	0.7696	0.0124	1.6%	0.0044	0.6%	32%	False	False	57,797
10	0.7836	0.7656	0.0180	2.3%	0.0048	0.6%	44%	False	False	69,870
20	0.7836	0.7656	0.0180	2.3%	0.0044	0.6%	44%	False	False	65,448
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	62%	False	False	34,573
60	0.7836	0.7547	0.0289	3.7%	0.0046	0.6%	65%	False	False	23,104
80	0.7836	0.7500	0.0336	4.3%	0.0043	0.6%	70%	False	False	17,364
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	62%	False	False	13,937
120	0.7928	0.7500	0.0428	5.5%	0.0044	0.6%	55%	False	False	11,636

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7915
2.618	0.7848
1.618	0.7807
1.000	0.7782
0.618	0.7766
HIGH	0.7741
0.618	0.7725
0.500	0.7720
0.382	0.7715
LOW	0.7700
0.618	0.7674
1.000	0.7659
1.618	0.7633
2.618	0.7592
4.250	0.7525

Fisher Pivots for day following 09-Oct-2018
Pivot	1 day	3 day
R1	0.7730	0.7735
PP	0.7725	0.7734
S1	0.7720	0.7733

Download as Excel Spreadsheet

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

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