CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Oct-2018

Day Change Summary
	Previous	Current
	16-Oct-2018	17-Oct-2018	Change	Change %	Previous Week
Open	0.7711	0.7740	0.0030	0.4%	0.7737
High	0.7751	0.7741	-0.0010	-0.1%	0.7746
Low	0.7702	0.7686	-0.0016	-0.2%	0.7660
Close	0.7737	0.7694	-0.0044	-0.6%	0.7673
Range	0.0049	0.0056	0.0007	13.3%	0.0086
ATR	0.0049	0.0049	0.0000	1.0%	0.0000
Volume	55,388	63,905	8,517	15.4%	319,053

Daily Pivots for day following 17-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7839	0.7724
R3	0.7818	0.7783	0.7709
R2	0.7762	0.7762	0.7704
R1	0.7728	0.7728	0.7699	0.7717
PP	0.7707	0.7707	0.7707	0.7701
S1	0.7672	0.7672	0.7688	0.7662
S2	0.7651	0.7651	0.7683
S3	0.7596	0.7617	0.7678
S4	0.7540	0.7561	0.7663

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%	0.0045	0.6%	37%	False	False	67,880
10	0.7789	0.7660	0.0130	1.7%	0.0048	0.6%	26%	False	False	63,585
20	0.7836	0.7656	0.0180	2.3%	0.0045	0.6%	21%	False	False	67,710
40	0.7836	0.7575	0.0260	3.4%	0.0048	0.6%	45%	False	False	44,792
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	45%	False	False	29,926
80	0.7836	0.7500	0.0335	4.4%	0.0044	0.6%	58%	False	False	22,476
100	0.7836	0.7500	0.0336	4.4%	0.0046	0.6%	58%	False	False	18,029
120	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	51%	False	False	15,048

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7977
2.618	0.7886
1.618	0.7831
1.000	0.7797
0.618	0.7775
HIGH	0.7741
0.618	0.7720
0.500	0.7713
0.382	0.7707
LOW	0.7686
0.618	0.7651
1.000	0.7630
1.618	0.7596
2.618	0.7540
4.250	0.7450

Fisher Pivots for day following 17-Oct-2018
Pivot	1 day	3 day
R1	0.7713	0.7711
PP	0.7707	0.7705
S1	0.7700	0.7699

Download as Excel Spreadsheet

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

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