CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	0.7770	0.7738	-0.0032	-0.4%	0.7714
High	0.7770	0.7754	-0.0017	-0.2%	0.7785
Low	0.7749	0.7738	-0.0011	-0.1%	0.7703
Close	0.7753	0.7747	-0.0006	-0.1%	0.7764
Range	0.0022	0.0016	-0.0006	-27.9%	0.0082
ATR	0.0035	0.0034	-0.0001	-4.0%	0.0000
Volume	70	69	-1	-1.4%	254

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7785	0.7755
R3	0.7777	0.7770	0.7751
R2	0.7762	0.7762	0.7749
R1	0.7754	0.7754	0.7748	0.7758
PP	0.7746	0.7746	0.7746	0.7748
S1	0.7739	0.7739	0.7745	0.7742
S2	0.7731	0.7731	0.7744
S3	0.7715	0.7723	0.7742
S4	0.7700	0.7708	0.7738

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	0.7718	0.0067	0.9%	0.0027	0.3%	43%	False	False	74
10	0.7785	0.7675	0.0110	1.4%	0.0026	0.3%	65%	False	False	63
20	0.7785	0.7590	0.0195	2.5%	0.0031	0.4%	81%	False	False	56
40	0.7785	0.7590	0.0195	2.5%	0.0027	0.4%	81%	False	False	38
60	0.7785	0.7570	0.0215	2.8%	0.0025	0.3%	82%	False	False	28
80	0.7821	0.7540	0.0281	3.6%	0.0026	0.3%	74%	False	False	28
100	0.7898	0.7540	0.0358	4.6%	0.0026	0.3%	58%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7819
2.618	0.7794
1.618	0.7779
1.000	0.7769
0.618	0.7763
HIGH	0.7754
0.618	0.7748
0.500	0.7746
0.382	0.7744
LOW	0.7738
0.618	0.7728
1.000	0.7723
1.618	0.7713
2.618	0.7697
4.250	0.7672

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	0.7746	0.7761
PP	0.7746	0.7756
S1	0.7746	0.7751

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

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