CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 02-Oct-2018

Day Change Summary
	Previous	Current
	01-Oct-2018	02-Oct-2018	Change	Change %	Previous Week
Open	0.7801	0.7822	0.0021	0.3%	0.7770
High	0.7846	0.7831	-0.0015	-0.2%	0.7775
Low	0.7801	0.7813	0.0012	0.2%	0.7675
Close	0.7846	0.7828	-0.0019	-0.2%	0.7764
Range	0.0045	0.0018	-0.0027	-60.0%	0.0100
ATR	0.0041	0.0041	-0.0001	-1.4%	0.0000
Volume	132	45	-87	-65.9%	307

Daily Pivots for day following 02-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7878	0.7871	0.7837
R3	0.7860	0.7853	0.7832
R2	0.7842	0.7842	0.7831
R1	0.7835	0.7835	0.7829	0.7838
PP	0.7824	0.7824	0.7824	0.7826
S1	0.7817	0.7817	0.7826	0.7820
S2	0.7806	0.7806	0.7824
S3	0.7788	0.7799	0.7823
S4	0.7770	0.7781	0.7818

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.8001	0.7819
R3	0.7938	0.7901	0.7792
R2	0.7838	0.7838	0.7782
R1	0.7801	0.7801	0.7773	0.7770
PP	0.7738	0.7738	0.7738	0.7722
S1	0.7701	0.7701	0.7755	0.7670
S2	0.7638	0.7638	0.7746
S3	0.7538	0.7601	0.7737
S4	0.7438	0.7501	0.7709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7846	0.7675	0.0171	2.2%	0.0039	0.5%	89%	False	False	69
10	0.7846	0.7675	0.0171	2.2%	0.0033	0.4%	89%	False	False	71
20	0.7846	0.7590	0.0256	3.3%	0.0032	0.4%	93%	False	False	61
40	0.7846	0.7590	0.0256	3.3%	0.0030	0.4%	93%	False	False	44
60	0.7846	0.7570	0.0276	3.5%	0.0027	0.3%	93%	False	False	33
80	0.7846	0.7540	0.0306	3.9%	0.0026	0.3%	94%	False	False	31
100	0.7898	0.7540	0.0358	4.6%	0.0026	0.3%	80%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7908
2.618	0.7878
1.618	0.7860
1.000	0.7849
0.618	0.7842
HIGH	0.7831
0.618	0.7824
0.500	0.7822
0.382	0.7820
LOW	0.7813
0.618	0.7802
1.000	0.7795
1.618	0.7784
2.618	0.7766
4.250	0.7737

Fisher Pivots for day following 02-Oct-2018
Pivot	1 day	3 day
R1	0.7826	0.7811
PP	0.7824	0.7794
S1	0.7822	0.7777

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

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