CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Oct-2018

Day Change Summary
	Previous	Current
	10-Oct-2018	11-Oct-2018	Change	Change %	Previous Week
Open	0.7736	0.7670	-0.0066	-0.8%	0.7794
High	0.7746	0.7694	-0.0052	-0.7%	0.7836
Low	0.7661	0.7660	-0.0002	0.0%	0.7729
Close	0.7683	0.7674	-0.0008	-0.1%	0.7739
Range	0.0085	0.0034	-0.0051	-59.8%	0.0107
ATR	0.0051	0.0049	-0.0001	-2.3%	0.0000
Volume	70,790	94,135	23,345	33.0%	367,234

Daily Pivots for day following 11-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7778	0.7760	0.7693
R3	0.7744	0.7726	0.7683
R2	0.7710	0.7710	0.7680
R1	0.7692	0.7692	0.7677	0.7701
PP	0.7676	0.7676	0.7676	0.7680
S1	0.7658	0.7658	0.7671	0.7667
S2	0.7642	0.7642	0.7668
S3	0.7608	0.7624	0.7665
S4	0.7574	0.7590	0.7655

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	0.7770	0.7660	0.0110	1.4%	0.0048	0.6%	13%	False	True	65,439
10	0.7836	0.7660	0.0176	2.3%	0.0051	0.7%	8%	False	True	71,478
20	0.7836	0.7656	0.0180	2.3%	0.0045	0.6%	10%	False	False	67,703
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	38%	False	False	38,685
60	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	44%	False	False	25,851
80	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	52%	False	False	19,418
100	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	46%	False	False	15,585
120	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	46%	False	False	13,007

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7783
1.618	0.7749
1.000	0.7728
0.618	0.7715
HIGH	0.7694
0.618	0.7681
0.500	0.7677
0.382	0.7672
LOW	0.7660
0.618	0.7638
1.000	0.7626
1.618	0.7604
2.618	0.7570
4.250	0.7515

Fisher Pivots for day following 11-Oct-2018
Pivot	1 day	3 day
R1	0.7677	0.7703
PP	0.7676	0.7693
S1	0.7675	0.7684

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

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