CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 24-Oct-2018

Day Change Summary
	Previous	Current
	23-Oct-2018	24-Oct-2018	Change	Change %	Previous Week
Open	0.7649	0.7662	0.0014	0.2%	0.7700
High	0.7666	0.7725	0.0059	0.8%	0.7761
Low	0.7645	0.7662	0.0017	0.2%	0.7640
Close	0.7664	0.7704	0.0040	0.5%	0.7648
Range	0.0021	0.0063	0.0042	195.4%	0.0121
ATR	0.0040	0.0041	0.0002	4.3%	0.0000
Volume	35	221	186	531.4%	705

Daily Pivots for day following 24-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7887	0.7859	0.7738
R3	0.7824	0.7795	0.7721
R2	0.7760	0.7760	0.7715
R1	0.7732	0.7732	0.7709	0.7746
PP	0.7697	0.7697	0.7697	0.7704
S1	0.7668	0.7668	0.7698	0.7683
S2	0.7633	0.7633	0.7692
S3	0.7570	0.7605	0.7686
S4	0.7506	0.7541	0.7669

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	0.7725	0.7640	0.0085	1.1%	0.0040	0.5%	75%	True	False	120
10	0.7761	0.7640	0.0121	1.6%	0.0039	0.5%	52%	False	False	118
20	0.7846	0.7640	0.0206	2.7%	0.0039	0.5%	31%	False	False	83
40	0.7846	0.7590	0.0256	3.3%	0.0036	0.5%	44%	False	False	69
60	0.7846	0.7590	0.0256	3.3%	0.0031	0.4%	44%	False	False	54
80	0.7846	0.7570	0.0276	3.6%	0.0029	0.4%	48%	False	False	43
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	54%	False	False	39
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	46%	False	False	35

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	0.0007
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7995
2.618	0.7891
1.618	0.7828
1.000	0.7788
0.618	0.7764
HIGH	0.7725
0.618	0.7701
0.500	0.7693
0.382	0.7686
LOW	0.7662
0.618	0.7622
1.000	0.7598
1.618	0.7559
2.618	0.7495
4.250	0.7392

Fisher Pivots for day following 24-Oct-2018
Pivot	1 day	3 day
R1	0.7700	0.7697
PP	0.7697	0.7691
S1	0.7693	0.7684

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

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