CME Canadian Dollar Future March 2019

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

Day Change Summary
	Previous	Current
	21-Sep-2018	24-Sep-2018	Change	Change %	Previous Week
Open	0.7776	0.7770	-0.0006	-0.1%	0.7714
High	0.7785	0.7770	-0.0015	-0.2%	0.7785
Low	0.7762	0.7749	-0.0014	-0.2%	0.7703
Close	0.7764	0.7753	-0.0012	-0.1%	0.7764
Range	0.0023	0.0022	-0.0001	-4.4%	0.0082
ATR	0.0036	0.0035	-0.0001	-2.9%	0.0000
Volume	73	70	-3	-4.1%	254

Daily Pivots for day following 24-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7809	0.7764
R3	0.7800	0.7787	0.7758
R2	0.7779	0.7779	0.7756
R1	0.7766	0.7766	0.7754	0.7761
PP	0.7757	0.7757	0.7757	0.7755
S1	0.7744	0.7744	0.7751	0.7740
S2	0.7736	0.7736	0.7749
S3	0.7714	0.7723	0.7747
S4	0.7693	0.7701	0.7741

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7961	0.7809
R3	0.7914	0.7880	0.7786
R2	0.7832	0.7832	0.7779
R1	0.7798	0.7798	0.7771	0.7815
PP	0.7751	0.7751	0.7751	0.7759
S1	0.7717	0.7717	0.7757	0.7734
S2	0.7669	0.7669	0.7749
S3	0.7587	0.7635	0.7742
S4	0.7506	0.7553	0.7719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7785	0.7717	0.0068	0.9%	0.0027	0.3%	53%	False	False	64
10	0.7785	0.7625	0.0160	2.1%	0.0031	0.4%	80%	False	False	62
20	0.7785	0.7590	0.0195	2.5%	0.0032	0.4%	84%	False	False	54
40	0.7785	0.7590	0.0195	2.5%	0.0027	0.4%	84%	False	False	36
60	0.7785	0.7570	0.0215	2.8%	0.0025	0.3%	85%	False	False	28
80	0.7821	0.7540	0.0281	3.6%	0.0026	0.3%	76%	False	False	27
100	0.7898	0.7540	0.0358	4.6%	0.0026	0.3%	59%	False	False	24

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7826
1.618	0.7805
1.000	0.7792
0.618	0.7783
HIGH	0.7770
0.618	0.7762
0.500	0.7759
0.382	0.7757
LOW	0.7749
0.618	0.7735
1.000	0.7727
1.618	0.7714
2.618	0.7692
4.250	0.7657

Fisher Pivots for day following 24-Sep-2018
Pivot	1 day	3 day
R1	0.7759	0.7767
PP	0.7757	0.7762
S1	0.7755	0.7757

Download as Excel Spreadsheet

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

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