CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 10-Oct-2018

Day Change Summary
	Previous	Current
	09-Oct-2018	10-Oct-2018	Change	Change %	Previous Week
Open	0.7722	0.7758	0.0036	0.5%	0.7801
High	0.7751	0.7758	0.0007	0.1%	0.7846
Low	0.7717	0.7675	-0.0042	-0.5%	0.7748
Close	0.7749	0.7696	-0.0053	-0.7%	0.7751
Range	0.0034	0.0083	0.0049	146.3%	0.0098
ATR	0.0039	0.0043	0.0003	7.8%	0.0000
Volume	25	103	78	312.0%	233

Daily Pivots for day following 10-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7909	0.7741
R3	0.7874	0.7826	0.7718
R2	0.7792	0.7792	0.7711
R1	0.7744	0.7744	0.7703	0.7727
PP	0.7709	0.7709	0.7709	0.7701
S1	0.7661	0.7661	0.7688	0.7644
S2	0.7627	0.7627	0.7680
S3	0.7544	0.7579	0.7673
S4	0.7462	0.7496	0.7650

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	0.7797	0.7675	0.0122	1.6%	0.0041	0.5%	17%	False	True	40
10	0.7846	0.7675	0.0171	2.2%	0.0039	0.5%	12%	False	True	48
20	0.7846	0.7675	0.0171	2.2%	0.0032	0.4%	12%	False	True	54
40	0.7846	0.7590	0.0256	3.3%	0.0032	0.4%	41%	False	False	46
60	0.7846	0.7570	0.0276	3.6%	0.0030	0.4%	45%	False	False	36
80	0.7846	0.7540	0.0306	4.0%	0.0026	0.3%	51%	False	False	29
100	0.7891	0.7540	0.0351	4.6%	0.0027	0.4%	44%	False	False	29
120	0.7898	0.7540	0.0358	4.7%	0.0026	0.3%	44%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7973
1.618	0.7891
1.000	0.7840
0.618	0.7808
HIGH	0.7758
0.618	0.7726
0.500	0.7716
0.382	0.7707
LOW	0.7675
0.618	0.7624
1.000	0.7593
1.618	0.7542
2.618	0.7459
4.250	0.7324

Fisher Pivots for day following 10-Oct-2018
Pivot	1 day	3 day
R1	0.7716	0.7716
PP	0.7709	0.7709
S1	0.7702	0.7702

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

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