CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 18-Oct-2018

Day Change Summary
	Previous	Current
	17-Oct-2018	18-Oct-2018	Change	Change %	Previous Week
Open	0.7754	0.7700	-0.0054	-0.7%	0.7725
High	0.7754	0.7700	-0.0054	-0.7%	0.7758
Low	0.7702	0.7664	-0.0039	-0.5%	0.7675
Close	0.7709	0.7670	-0.0039	-0.5%	0.7688
Range	0.0052	0.0037	-0.0015	-29.8%	0.0083
ATR	0.0041	0.0042	0.0000	0.6%	0.0000
Volume	78	108	30	38.5%	324

Daily Pivots for day following 18-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7765	0.7690
R3	0.7751	0.7728	0.7680
R2	0.7714	0.7714	0.7676
R1	0.7692	0.7692	0.7673	0.7685
PP	0.7678	0.7678	0.7678	0.7674
S1	0.7655	0.7655	0.7666	0.7648
S2	0.7641	0.7641	0.7663
S3	0.7605	0.7619	0.7659
S4	0.7568	0.7582	0.7649

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	0.7664	0.0098	1.3%	0.0040	0.5%	6%	False	True	126
10	0.7772	0.7664	0.0109	1.4%	0.0039	0.5%	6%	False	True	85
20	0.7846	0.7664	0.0183	2.4%	0.0036	0.5%	3%	False	True	72
40	0.7846	0.7590	0.0256	3.3%	0.0034	0.4%	31%	False	False	60
60	0.7846	0.7590	0.0256	3.3%	0.0030	0.4%	31%	False	False	46
80	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	42%	False	False	37
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	42%	False	False	35
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	36%	False	False	31

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7855
2.618	0.7796
1.618	0.7759
1.000	0.7737
0.618	0.7723
HIGH	0.7700
0.618	0.7686
0.500	0.7682
0.382	0.7677
LOW	0.7664
0.618	0.7641
1.000	0.7627
1.618	0.7604
2.618	0.7568
4.250	0.7508

Fisher Pivots for day following 18-Oct-2018
Pivot	1 day	3 day
R1	0.7682	0.7712
PP	0.7678	0.7698
S1	0.7674	0.7684

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

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