CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Oct-2018

Day Change Summary
	Previous	Current
	12-Oct-2018	15-Oct-2018	Change	Change %	Previous Week
Open	0.7684	0.7689	0.0005	0.1%	0.7737
High	0.7700	0.7728	0.0028	0.4%	0.7746
Low	0.7671	0.7671	0.0001	0.0%	0.7660
Close	0.7673	0.7710	0.0037	0.5%	0.7673
Range	0.0030	0.0057	0.0027	91.5%	0.0086
ATR	0.0048	0.0049	0.0001	1.3%	0.0000
Volume	54,204	71,768	17,564	32.4%	319,053

Daily Pivots for day following 15-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7847	0.7741
R3	0.7816	0.7791	0.7725
R2	0.7759	0.7759	0.7720
R1	0.7734	0.7734	0.7715	0.7747
PP	0.7703	0.7703	0.7703	0.7709
S1	0.7678	0.7678	0.7704	0.7690
S2	0.7646	0.7646	0.7699
S3	0.7590	0.7621	0.7694
S4	0.7533	0.7565	0.7678

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7898	0.7720
R3	0.7865	0.7812	0.7697
R2	0.7779	0.7779	0.7689
R1	0.7726	0.7726	0.7681	0.7709
PP	0.7693	0.7693	0.7693	0.7684
S1	0.7640	0.7640	0.7665	0.7623
S2	0.7607	0.7607	0.7657
S3	0.7521	0.7554	0.7649
S4	0.7435	0.7468	0.7626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7746	0.7660	0.0086	1.1%	0.0049	0.6%	58%	False	False	69,512
10	0.7825	0.7660	0.0165	2.1%	0.0045	0.6%	30%	False	False	64,949
20	0.7836	0.7656	0.0180	2.3%	0.0046	0.6%	30%	False	False	67,937
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	52%	False	False	41,824
60	0.7836	0.7575	0.0260	3.4%	0.0045	0.6%	52%	False	False	27,943
80	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	62%	False	False	20,991
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	62%	False	False	16,841
120	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	55%	False	False	14,055

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7968
2.618	0.7875
1.618	0.7819
1.000	0.7784
0.618	0.7762
HIGH	0.7728
0.618	0.7706
0.500	0.7699
0.382	0.7693
LOW	0.7671
0.618	0.7636
1.000	0.7615
1.618	0.7580
2.618	0.7523
4.250	0.7431

Fisher Pivots for day following 15-Oct-2018
Pivot	1 day	3 day
R1	0.7706	0.7704
PP	0.7703	0.7699
S1	0.7699	0.7694

Download as Excel Spreadsheet

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

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