CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 24-Oct-2018

Day Change Summary
	Previous	Current
	23-Oct-2018	24-Oct-2018	Change	Change %	Previous Week
Open	0.7641	0.7650	0.0010	0.1%	0.7689
High	0.7655	0.7718	0.0063	0.8%	0.7751
Low	0.7628	0.7640	0.0012	0.2%	0.7623
Close	0.7649	0.7690	0.0041	0.5%	0.7632
Range	0.0028	0.0079	0.0051	185.5%	0.0128
ATR	0.0047	0.0049	0.0002	4.9%	0.0000
Volume	64,489	131,902	67,413	104.5%	345,444

Daily Pivots for day following 24-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7918	0.7883	0.7733
R3	0.7840	0.7804	0.7712
R2	0.7761	0.7761	0.7704
R1	0.7726	0.7726	0.7697	0.7743
PP	0.7683	0.7683	0.7683	0.7691
S1	0.7647	0.7647	0.7683	0.7665
S2	0.7604	0.7604	0.7676
S3	0.7526	0.7569	0.7668
S4	0.7447	0.7490	0.7647

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	0.7718	0.7623	0.0095	1.2%	0.0047	0.6%	71%	True	False	81,140
10	0.7751	0.7623	0.0128	1.7%	0.0046	0.6%	53%	False	False	74,510
20	0.7836	0.7623	0.0213	2.8%	0.0049	0.6%	32%	False	False	72,174
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	44%	False	False	54,842
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	44%	False	False	36,672
80	0.7836	0.7547	0.0289	3.8%	0.0045	0.6%	50%	False	False	27,542
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	57%	False	False	22,073
120	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	50%	False	False	18,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7924
1.618	0.7845
1.000	0.7797
0.618	0.7767
HIGH	0.7718
0.618	0.7688
0.500	0.7679
0.382	0.7669
LOW	0.7640
0.618	0.7591
1.000	0.7561
1.618	0.7512
2.618	0.7434
4.250	0.7306

Fisher Pivots for day following 24-Oct-2018
Pivot	1 day	3 day
R1	0.7686	0.7684
PP	0.7683	0.7678
S1	0.7679	0.7672

Download as Excel Spreadsheet

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

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