CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Jun-2018

Day Change Summary
	Previous	Current
	12-Jun-2018	13-Jun-2018	Change	Change %	Previous Week
Open	0.7738	0.7726	-0.0012	-0.2%	0.7781
High	0.7738	0.7759	0.0021	0.3%	0.7821
Low	0.7727	0.7709	-0.0019	-0.2%	0.7700
Close	0.7727	0.7737	0.0010	0.1%	0.7777
Range	0.0011	0.0050	0.0039	354.6%	0.0121
ATR	0.0044	0.0044	0.0000	1.1%	0.0000
Volume	4	95	91	2,275.0%	55

Daily Pivots for day following 13-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7861	0.7765
R3	0.7835	0.7811	0.7751
R2	0.7785	0.7785	0.7746
R1	0.7761	0.7761	0.7742	0.7773
PP	0.7735	0.7735	0.7735	0.7741
S1	0.7711	0.7711	0.7732	0.7723
S2	0.7685	0.7685	0.7728
S3	0.7635	0.7661	0.7723
S4	0.7585	0.7611	0.7710

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8072	0.7843
R3	0.8007	0.7952	0.7810
R2	0.7886	0.7886	0.7799
R1	0.7831	0.7831	0.7788	0.7799
PP	0.7766	0.7766	0.7766	0.7749
S1	0.7711	0.7711	0.7765	0.7678
S2	0.7645	0.7645	0.7754
S3	0.7525	0.7590	0.7743
S4	0.7404	0.7470	0.7710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7777	0.7709	0.0068	0.9%	0.0030	0.4%	42%	False	True	26
10	0.7829	0.7700	0.0129	1.7%	0.0035	0.5%	29%	False	False	19
20	0.7891	0.7700	0.0191	2.5%	0.0029	0.4%	19%	False	False	16
40	0.7979	0.7700	0.0279	3.6%	0.0026	0.3%	13%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7971
2.618	0.7889
1.618	0.7839
1.000	0.7809
0.618	0.7789
HIGH	0.7759
0.618	0.7739
0.500	0.7734
0.382	0.7728
LOW	0.7709
0.618	0.7678
1.000	0.7659
1.618	0.7628
2.618	0.7578
4.250	0.7496

Fisher Pivots for day following 13-Jun-2018
Pivot	1 day	3 day
R1	0.7736	0.7736
PP	0.7735	0.7735
S1	0.7734	0.7734

Download as Excel Spreadsheet

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

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