CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 19-Oct-2018

Day Change Summary
	Previous	Current
	18-Oct-2018	19-Oct-2018	Change	Change %	Previous Week
Open	0.7700	0.7660	-0.0041	-0.5%	0.7700
High	0.7700	0.7695	-0.0005	-0.1%	0.7761
Low	0.7664	0.7640	-0.0023	-0.3%	0.7640
Close	0.7670	0.7648	-0.0022	-0.3%	0.7648
Range	0.0037	0.0055	0.0018	50.7%	0.0121
ATR	0.0042	0.0043	0.0001	2.3%	0.0000
Volume	108	187	79	73.1%	705

Daily Pivots for day following 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7792	0.7678
R3	0.7771	0.7737	0.7663
R2	0.7716	0.7716	0.7658
R1	0.7682	0.7682	0.7653	0.7671
PP	0.7661	0.7661	0.7661	0.7656
S1	0.7627	0.7627	0.7642	0.7616
S2	0.7606	0.7606	0.7637
S3	0.7551	0.7572	0.7632
S4	0.7496	0.7517	0.7617

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7968	0.7714
R3	0.7925	0.7847	0.7681
R2	0.7804	0.7804	0.7670
R1	0.7726	0.7726	0.7659	0.7704
PP	0.7683	0.7683	0.7683	0.7672
S1	0.7605	0.7605	0.7636	0.7583
S2	0.7562	0.7562	0.7625
S3	0.7441	0.7484	0.7614
S4	0.7320	0.7363	0.7581

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7761	0.7640	0.0121	1.6%	0.0047	0.6%	6%	False	True	141
10	0.7761	0.7640	0.0121	1.6%	0.0042	0.6%	6%	False	True	102
20	0.7846	0.7640	0.0206	2.7%	0.0037	0.5%	4%	False	True	78
40	0.7846	0.7590	0.0256	3.4%	0.0035	0.5%	23%	False	False	65
60	0.7846	0.7590	0.0256	3.4%	0.0030	0.4%	23%	False	False	49
80	0.7846	0.7555	0.0291	3.8%	0.0028	0.4%	32%	False	False	40
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	35%	False	False	37
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	30%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7929
2.618	0.7839
1.618	0.7784
1.000	0.7750
0.618	0.7729
HIGH	0.7695
0.618	0.7674
0.500	0.7668
0.382	0.7661
LOW	0.7640
0.618	0.7606
1.000	0.7585
1.618	0.7551
2.618	0.7496
4.250	0.7406

Fisher Pivots for day following 19-Oct-2018
Pivot	1 day	3 day
R1	0.7668	0.7697
PP	0.7661	0.7681
S1	0.7654	0.7664

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

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