CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	0.7789	0.7772	-0.0017	-0.2%	0.7801
High	0.7797	0.7772	-0.0025	-0.3%	0.7846
Low	0.7760	0.7748	-0.0012	-0.2%	0.7748
Close	0.7760	0.7751	-0.0009	-0.1%	0.7751
Range	0.0037	0.0024	-0.0013	-33.8%	0.0098
ATR	0.0041	0.0040	-0.0001	-2.9%	0.0000
Volume	33	17	-16	-48.5%	233

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7815	0.7764
R3	0.7806	0.7791	0.7758
R2	0.7781	0.7781	0.7755
R1	0.7766	0.7766	0.7753	0.7762
PP	0.7757	0.7757	0.7757	0.7755
S1	0.7742	0.7742	0.7749	0.7737
S2	0.7732	0.7732	0.7747
S3	0.7708	0.7717	0.7744
S4	0.7683	0.7693	0.7738

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8012	0.7805
R3	0.7978	0.7914	0.7778
R2	0.7880	0.7880	0.7769
R1	0.7815	0.7815	0.7760	0.7799
PP	0.7782	0.7782	0.7782	0.7773
S1	0.7717	0.7717	0.7742	0.7700
S2	0.7683	0.7683	0.7733
S3	0.7585	0.7619	0.7724
S4	0.7486	0.7520	0.7697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7846	0.7748	0.0098	1.3%	0.0031	0.4%	4%	False	True	46
10	0.7846	0.7675	0.0171	2.2%	0.0033	0.4%	44%	False	False	54
20	0.7846	0.7604	0.0242	3.1%	0.0032	0.4%	61%	False	False	56
40	0.7846	0.7590	0.0256	3.3%	0.0030	0.4%	63%	False	False	43
60	0.7846	0.7570	0.0276	3.6%	0.0028	0.4%	66%	False	False	33
80	0.7846	0.7540	0.0306	4.0%	0.0026	0.3%	69%	False	False	31
100	0.7891	0.7540	0.0351	4.5%	0.0027	0.3%	60%	False	False	28
120	0.7979	0.7540	0.0439	5.7%	0.0026	0.3%	48%	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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7836
1.618	0.7812
1.000	0.7796
0.618	0.7787
HIGH	0.7772
0.618	0.7763
0.500	0.7760
0.382	0.7757
LOW	0.7748
0.618	0.7732
1.000	0.7723
1.618	0.7708
2.618	0.7683
4.250	0.7643

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	0.7760	0.7784
PP	0.7757	0.7773
S1	0.7754	0.7762

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

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