CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	0.7673	0.7655	-0.0018	-0.2%	0.7636
High	0.7690	0.7659	-0.0032	-0.4%	0.7718
Low	0.7641	0.7604	-0.0037	-0.5%	0.7604
Close	0.7654	0.7646	-0.0009	-0.1%	0.7646
Range	0.0049	0.0054	0.0005	11.2%	0.0114
ATR	0.0049	0.0049	0.0000	0.8%	0.0000
Volume	83,652	95,060	11,408	13.6%	430,029

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7799	0.7777	0.7675
R3	0.7745	0.7722	0.7660
R2	0.7690	0.7690	0.7655
R1	0.7668	0.7668	0.7650	0.7652
PP	0.7636	0.7636	0.7636	0.7628
S1	0.7614	0.7614	0.7641	0.7598
S2	0.7582	0.7582	0.7636
S3	0.7527	0.7559	0.7631
S4	0.7473	0.7505	0.7616

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7936	0.7708
R3	0.7884	0.7822	0.7677
R2	0.7770	0.7770	0.7666
R1	0.7708	0.7708	0.7656	0.7739
PP	0.7656	0.7656	0.7656	0.7671
S1	0.7594	0.7594	0.7635	0.7625
S2	0.7542	0.7542	0.7625
S3	0.7428	0.7480	0.7614
S4	0.7314	0.7366	0.7583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7718	0.7604	0.0114	1.5%	0.0047	0.6%	36%	False	True	86,005
10	0.7751	0.7604	0.0146	1.9%	0.0050	0.7%	28%	False	True	77,547
20	0.7836	0.7604	0.0231	3.0%	0.0048	0.6%	18%	False	True	73,088
40	0.7836	0.7575	0.0260	3.4%	0.0048	0.6%	27%	False	False	59,281
60	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	27%	False	False	39,645
80	0.7836	0.7547	0.0289	3.8%	0.0045	0.6%	34%	False	False	29,774
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	43%	False	False	23,855
120	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	38%	False	False	19,911

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7890
2.618	0.7801
1.618	0.7747
1.000	0.7713
0.618	0.7692
HIGH	0.7659
0.618	0.7638
0.500	0.7631
0.382	0.7625
LOW	0.7604
0.618	0.7570
1.000	0.7550
1.618	0.7516
2.618	0.7461
4.250	0.7372

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	0.7641	0.7661
PP	0.7636	0.7656
S1	0.7631	0.7651

Download as Excel Spreadsheet

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

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