CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Oct-2018

Day Change Summary
	Previous	Current
	15-Oct-2018	16-Oct-2018	Change	Change %	Previous Week
Open	0.7689	0.7711	0.0022	0.3%	0.7737
High	0.7728	0.7751	0.0023	0.3%	0.7746
Low	0.7671	0.7702	0.0031	0.4%	0.7660
Close	0.7710	0.7737	0.0028	0.4%	0.7673
Range	0.0057	0.0049	-0.0008	-13.3%	0.0086
ATR	0.0049	0.0049	0.0000	0.1%	0.0000
Volume	71,768	55,388	-16,380	-22.8%	319,053

Daily Pivots for day following 16-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7856	0.7764
R3	0.7828	0.7807	0.7750
R2	0.7779	0.7779	0.7746
R1	0.7758	0.7758	0.7741	0.7768
PP	0.7730	0.7730	0.7730	0.7735
S1	0.7709	0.7709	0.7733	0.7719
S2	0.7681	0.7681	0.7728
S3	0.7632	0.7660	0.7724
S4	0.7583	0.7611	0.7710

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	0.7751	0.7660	0.0091	1.2%	0.0051	0.7%	85%	True	False	69,257
10	0.7820	0.7660	0.0161	2.1%	0.0047	0.6%	48%	False	False	63,527
20	0.7836	0.7656	0.0180	2.3%	0.0046	0.6%	45%	False	False	68,098
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	62%	False	False	43,201
60	0.7836	0.7575	0.0260	3.4%	0.0045	0.6%	62%	False	False	28,863
80	0.7836	0.7500	0.0335	4.3%	0.0044	0.6%	71%	False	False	21,678
100	0.7836	0.7500	0.0336	4.3%	0.0045	0.6%	71%	False	False	17,392
120	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	62%	False	False	14,517

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7959
2.618	0.7879
1.618	0.7830
1.000	0.7799
0.618	0.7781
HIGH	0.7751
0.618	0.7732
0.500	0.7726
0.382	0.7720
LOW	0.7702
0.618	0.7671
1.000	0.7653
1.618	0.7622
2.618	0.7573
4.250	0.7493

Fisher Pivots for day following 16-Oct-2018
Pivot	1 day	3 day
R1	0.7733	0.7728
PP	0.7730	0.7719
S1	0.7726	0.7711

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

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