CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 17-Oct-2018

Day Change Summary
	Previous	Current
	16-Oct-2018	17-Oct-2018	Change	Change %	Previous Week
Open	0.7739	0.7754	0.0015	0.2%	0.7725
High	0.7761	0.7754	-0.0007	-0.1%	0.7758
Low	0.7723	0.7702	-0.0021	-0.3%	0.7675
Close	0.7752	0.7709	-0.0043	-0.6%	0.7688
Range	0.0038	0.0052	0.0014	36.8%	0.0083
ATR	0.0041	0.0041	0.0001	2.0%	0.0000
Volume	260	78	-182	-70.0%	324

Daily Pivots for day following 17-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7845	0.7737
R3	0.7825	0.7793	0.7723
R2	0.7773	0.7773	0.7718
R1	0.7741	0.7741	0.7713	0.7731
PP	0.7722	0.7722	0.7722	0.7717
S1	0.7689	0.7689	0.7704	0.7679
S2	0.7670	0.7670	0.7699
S3	0.7618	0.7637	0.7694
S4	0.7566	0.7585	0.7680

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	0.7761	0.7676	0.0085	1.1%	0.0038	0.5%	38%	False	False	116
10	0.7797	0.7675	0.0122	1.6%	0.0039	0.5%	27%	False	False	78
20	0.7846	0.7675	0.0171	2.2%	0.0035	0.5%	20%	False	False	71
40	0.7846	0.7590	0.0256	3.3%	0.0034	0.4%	46%	False	False	58
60	0.7846	0.7590	0.0256	3.3%	0.0030	0.4%	46%	False	False	45
80	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	55%	False	False	36
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	55%	False	False	35
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	47%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7975
2.618	0.7890
1.618	0.7838
1.000	0.7806
0.618	0.7786
HIGH	0.7754
0.618	0.7734
0.500	0.7728
0.382	0.7722
LOW	0.7702
0.618	0.7670
1.000	0.7650
1.618	0.7618
2.618	0.7566
4.250	0.7481

Fisher Pivots for day following 17-Oct-2018
Pivot	1 day	3 day
R1	0.7728	0.7725
PP	0.7722	0.7719
S1	0.7715	0.7714

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

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