CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	0.7748	0.7766	0.0018	0.2%	0.7606
High	0.7775	0.7783	0.0008	0.1%	0.7730
Low	0.7718	0.7764	0.0046	0.6%	0.7604
Close	0.7769	0.7773	0.0004	0.0%	0.7700
Range	0.0057	0.0019	-0.0038	-66.7%	0.0126
ATR	0.0039	0.0037	-0.0001	-3.6%	0.0000
Volume	81	79	-2	-2.5%	341

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7820	0.7783
R3	0.7811	0.7801	0.7778
R2	0.7792	0.7792	0.7776
R1	0.7782	0.7782	0.7774	0.7787
PP	0.7773	0.7773	0.7773	0.7776
S1	0.7763	0.7763	0.7771	0.7768
S2	0.7754	0.7754	0.7769
S3	0.7735	0.7744	0.7767
S4	0.7716	0.7725	0.7762

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	0.7783	0.7693	0.0091	1.2%	0.0025	0.3%	88%	True	False	55
10	0.7783	0.7604	0.0179	2.3%	0.0032	0.4%	94%	True	False	54
20	0.7783	0.7590	0.0193	2.5%	0.0033	0.4%	95%	True	False	48
40	0.7783	0.7590	0.0193	2.5%	0.0027	0.3%	95%	True	False	34
60	0.7783	0.7540	0.0243	3.1%	0.0025	0.3%	96%	True	False	26
80	0.7829	0.7540	0.0289	3.7%	0.0027	0.3%	81%	False	False	26
100	0.7898	0.7540	0.0358	4.6%	0.0026	0.3%	65%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7833
1.618	0.7814
1.000	0.7802
0.618	0.7795
HIGH	0.7783
0.618	0.7776
0.500	0.7774
0.382	0.7771
LOW	0.7764
0.618	0.7752
1.000	0.7745
1.618	0.7733
2.618	0.7714
4.250	0.7683

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	0.7774	0.7765
PP	0.7773	0.7758
S1	0.7773	0.7750

Download as Excel Spreadsheet

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

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