CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	0.7822	0.7820	-0.0002	0.0%	0.7770
High	0.7831	0.7820	-0.0011	-0.1%	0.7775
Low	0.7813	0.7788	-0.0025	-0.3%	0.7675
Close	0.7828	0.7811	-0.0017	-0.2%	0.7764
Range	0.0018	0.0032	0.0014	77.8%	0.0100
ATR	0.0041	0.0041	0.0000	-0.2%	0.0000
Volume	45	6	-39	-86.7%	307

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7902	0.7889	0.7829
R3	0.7870	0.7857	0.7820
R2	0.7838	0.7838	0.7817
R1	0.7825	0.7825	0.7814	0.7816
PP	0.7806	0.7806	0.7806	0.7802
S1	0.7793	0.7793	0.7808	0.7783
S2	0.7774	0.7774	0.7805
S3	0.7742	0.7761	0.7802
S4	0.7710	0.7729	0.7793

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%	0.0038	0.5%	80%	False	False	56
10	0.7846	0.7675	0.0171	2.2%	0.0031	0.4%	80%	False	False	64
20	0.7846	0.7590	0.0256	3.3%	0.0033	0.4%	86%	False	False	60
40	0.7846	0.7590	0.0256	3.3%	0.0030	0.4%	86%	False	False	44
60	0.7846	0.7570	0.0276	3.5%	0.0027	0.3%	87%	False	False	33
80	0.7846	0.7540	0.0306	3.9%	0.0026	0.3%	89%	False	False	31
100	0.7891	0.7540	0.0351	4.5%	0.0026	0.3%	77%	False	False	27

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	0.7956
2.618	0.7904
1.618	0.7872
1.000	0.7852
0.618	0.7840
HIGH	0.7820
0.618	0.7808
0.500	0.7804
0.382	0.7800
LOW	0.7788
0.618	0.7768
1.000	0.7756
1.618	0.7736
2.618	0.7704
4.250	0.7652

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	0.7809	0.7817
PP	0.7806	0.7815
S1	0.7804	0.7813

Download as Excel Spreadsheet

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

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