CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Oct-2018

Day Change Summary
	Previous	Current
	12-Oct-2018	15-Oct-2018	Change	Change %	Previous Week
Open	0.7704	0.7700	-0.0004	0.0%	0.7725
High	0.7708	0.7740	0.0031	0.4%	0.7758
Low	0.7688	0.7688	0.0001	0.0%	0.7675
Close	0.7688	0.7725	0.0037	0.5%	0.7688
Range	0.0021	0.0052	0.0031	151.2%	0.0083
ATR	0.0040	0.0041	0.0001	2.2%	0.0000
Volume	114	72	-42	-36.8%	324

Daily Pivots for day following 15-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7850	0.7753
R3	0.7820	0.7798	0.7739
R2	0.7769	0.7769	0.7734
R1	0.7747	0.7747	0.7729	0.7758
PP	0.7717	0.7717	0.7717	0.7723
S1	0.7695	0.7695	0.7720	0.7706
S2	0.7666	0.7666	0.7715
S3	0.7614	0.7644	0.7710
S4	0.7563	0.7592	0.7696

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7954	0.7903	0.7733
R3	0.7872	0.7821	0.7710
R2	0.7789	0.7789	0.7703
R1	0.7738	0.7738	0.7695	0.7723
PP	0.7707	0.7707	0.7707	0.7699
S1	0.7656	0.7656	0.7680	0.7640
S2	0.7624	0.7624	0.7672
S3	0.7542	0.7573	0.7665
S4	0.7459	0.7491	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7758	0.7675	0.0083	1.1%	0.0043	0.6%	60%	False	False	74
10	0.7831	0.7675	0.0156	2.0%	0.0035	0.5%	32%	False	False	49
20	0.7846	0.7675	0.0171	2.2%	0.0034	0.4%	29%	False	False	59
40	0.7846	0.7590	0.0256	3.3%	0.0032	0.4%	53%	False	False	50
60	0.7846	0.7590	0.0256	3.3%	0.0029	0.4%	53%	False	False	39
80	0.7846	0.7540	0.0306	4.0%	0.0027	0.3%	60%	False	False	32
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	60%	False	False	31
120	0.7898	0.7540	0.0358	4.6%	0.0027	0.3%	52%	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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7958
2.618	0.7874
1.618	0.7823
1.000	0.7791
0.618	0.7771
HIGH	0.7740
0.618	0.7720
0.500	0.7714
0.382	0.7708
LOW	0.7688
0.618	0.7656
1.000	0.7637
1.618	0.7605
2.618	0.7553
4.250	0.7469

Fisher Pivots for day following 15-Oct-2018
Pivot	1 day	3 day
R1	0.7721	0.7719
PP	0.7717	0.7713
S1	0.7714	0.7708

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

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