CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Oct-2018

Day Change Summary
	Previous	Current
	22-Oct-2018	23-Oct-2018	Change	Change %	Previous Week
Open	0.7636	0.7641	0.0005	0.1%	0.7689
High	0.7653	0.7655	0.0002	0.0%	0.7751
Low	0.7626	0.7628	0.0002	0.0%	0.7623
Close	0.7640	0.7649	0.0010	0.1%	0.7632
Range	0.0027	0.0028	0.0001	1.9%	0.0128
ATR	0.0048	0.0047	-0.0001	-3.1%	0.0000
Volume	54,926	64,489	9,563	17.4%	345,444

Daily Pivots for day following 23-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7715	0.7664
R3	0.7699	0.7688	0.7657
R2	0.7671	0.7671	0.7654
R1	0.7660	0.7660	0.7652	0.7666
PP	0.7644	0.7644	0.7644	0.7647
S1	0.7633	0.7633	0.7646	0.7638
S2	0.7616	0.7616	0.7644
S3	0.7589	0.7605	0.7641
S4	0.7561	0.7578	0.7634

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8052	0.7970	0.7702
R3	0.7924	0.7842	0.7667
R2	0.7796	0.7796	0.7655
R1	0.7714	0.7714	0.7643	0.7691
PP	0.7668	0.7668	0.7668	0.7657
S1	0.7586	0.7586	0.7620	0.7563
S2	0.7540	0.7540	0.7608
S3	0.7412	0.7458	0.7596
S4	0.7284	0.7330	0.7561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7741	0.7623	0.0118	1.5%	0.0042	0.6%	22%	False	False	67,540
10	0.7751	0.7623	0.0128	1.7%	0.0047	0.6%	21%	False	False	68,398
20	0.7836	0.7623	0.0213	2.8%	0.0047	0.6%	12%	False	False	69,134
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	28%	False	False	51,572
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	28%	False	False	34,479
80	0.7836	0.7547	0.0289	3.8%	0.0044	0.6%	35%	False	False	25,893
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	44%	False	False	20,754
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	39%	False	False	17,325

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7727
1.618	0.7699
1.000	0.7683
0.618	0.7672
HIGH	0.7655
0.618	0.7644
0.500	0.7641
0.382	0.7638
LOW	0.7628
0.618	0.7611
1.000	0.7600
1.618	0.7583
2.618	0.7556
4.250	0.7511

Fisher Pivots for day following 23-Oct-2018
Pivot	1 day	3 day
R1	0.7646	0.7653
PP	0.7644	0.7652
S1	0.7641	0.7650

Download as Excel Spreadsheet

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

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