CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	0.7660	0.7665	0.0006	0.1%	0.7700
High	0.7695	0.7665	-0.0030	-0.4%	0.7761
Low	0.7640	0.7644	0.0003	0.0%	0.7640
Close	0.7648	0.7655	0.0007	0.1%	0.7648
Range	0.0055	0.0022	-0.0033	-60.9%	0.0121
ATR	0.0043	0.0041	-0.0002	-3.5%	0.0000
Volume	187	49	-138	-73.8%	705

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7708	0.7666
R3	0.7697	0.7687	0.7660
R2	0.7676	0.7676	0.7658
R1	0.7665	0.7665	0.7656	0.7660
PP	0.7654	0.7654	0.7654	0.7652
S1	0.7644	0.7644	0.7653	0.7638
S2	0.7633	0.7633	0.7651
S3	0.7611	0.7622	0.7649
S4	0.7590	0.7601	0.7643

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%	0.0041	0.5%	12%	False	False	136
10	0.7761	0.7640	0.0121	1.6%	0.0042	0.5%	12%	False	False	105
20	0.7846	0.7640	0.0206	2.7%	0.0037	0.5%	7%	False	False	77
40	0.7846	0.7590	0.0256	3.4%	0.0035	0.5%	25%	False	False	66
60	0.7846	0.7590	0.0256	3.4%	0.0031	0.4%	25%	False	False	50
80	0.7846	0.7570	0.0276	3.6%	0.0028	0.4%	31%	False	False	40
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	38%	False	False	37
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	32%	False	False	33

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7756
2.618	0.7721
1.618	0.7700
1.000	0.7687
0.618	0.7678
HIGH	0.7665
0.618	0.7657
0.500	0.7654
0.382	0.7652
LOW	0.7644
0.618	0.7630
1.000	0.7622
1.618	0.7609
2.618	0.7587
4.250	0.7552

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	0.7654	0.7670
PP	0.7654	0.7665
S1	0.7654	0.7660

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

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