CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.7730	0.7720	-0.0010	-0.1%	0.7606
High	0.7730	0.7720	-0.0010	-0.1%	0.7730
Low	0.7712	0.7693	-0.0019	-0.2%	0.7604
Close	0.7725	0.7700	-0.0026	-0.3%	0.7700
Range	0.0018	0.0028	0.0010	52.8%	0.0126
ATR	0.0041	0.0040	-0.0001	-1.4%	0.0000
Volume	41	95	54	131.7%	341

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7771	0.7715
R3	0.7759	0.7743	0.7707
R2	0.7732	0.7732	0.7705
R1	0.7716	0.7716	0.7702	0.7710
PP	0.7704	0.7704	0.7704	0.7701
S1	0.7688	0.7688	0.7697	0.7682
S2	0.7677	0.7677	0.7694
S3	0.7649	0.7661	0.7692
S4	0.7622	0.7633	0.7684

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8002	0.7769
R3	0.7929	0.7877	0.7734
R2	0.7803	0.7803	0.7723
R1	0.7751	0.7751	0.7711	0.7777
PP	0.7678	0.7678	0.7678	0.7691
S1	0.7626	0.7626	0.7688	0.7652
S2	0.7552	0.7552	0.7676
S3	0.7427	0.7500	0.7665
S4	0.7301	0.7375	0.7630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7604	0.0126	1.6%	0.0038	0.5%	76%	False	False	68
10	0.7730	0.7590	0.0140	1.8%	0.0039	0.5%	79%	False	False	61
20	0.7775	0.7590	0.0185	2.4%	0.0033	0.4%	59%	False	False	41
40	0.7775	0.7572	0.0203	2.6%	0.0028	0.4%	63%	False	False	30
60	0.7775	0.7540	0.0235	3.1%	0.0024	0.3%	68%	False	False	23
80	0.7844	0.7540	0.0304	4.0%	0.0026	0.3%	53%	False	False	25
100	0.7898	0.7540	0.0358	4.7%	0.0026	0.3%	45%	False	False	21

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7837
2.618	0.7792
1.618	0.7764
1.000	0.7748
0.618	0.7737
HIGH	0.7720
0.618	0.7709
0.500	0.7706
0.382	0.7703
LOW	0.7693
0.618	0.7676
1.000	0.7665
1.618	0.7648
2.618	0.7621
4.250	0.7576

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.7706	0.7702
PP	0.7704	0.7701
S1	0.7702	0.7700

Download as Excel Spreadsheet

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

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