CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 25-Oct-2018

Day Change Summary
	Previous	Current
	24-Oct-2018	25-Oct-2018	Change	Change %	Previous Week
Open	0.7662	0.7686	0.0023	0.3%	0.7700
High	0.7725	0.7699	-0.0027	-0.3%	0.7761
Low	0.7662	0.7660	-0.0002	0.0%	0.7640
Close	0.7704	0.7668	-0.0036	-0.5%	0.7648
Range	0.0063	0.0039	-0.0024	-38.6%	0.0121
ATR	0.0041	0.0042	0.0000	0.5%	0.0000
Volume	221	165	-56	-25.3%	705

Daily Pivots for day following 25-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7792	0.7769	0.7689
R3	0.7753	0.7730	0.7678
R2	0.7714	0.7714	0.7675
R1	0.7691	0.7691	0.7671	0.7683
PP	0.7675	0.7675	0.7675	0.7671
S1	0.7652	0.7652	0.7664	0.7644
S2	0.7636	0.7636	0.7660
S3	0.7597	0.7613	0.7657
S4	0.7558	0.7574	0.7646

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%	32%	False	False	131
10	0.7761	0.7640	0.0121	1.6%	0.0040	0.5%	23%	False	False	128
20	0.7846	0.7640	0.0206	2.7%	0.0040	0.5%	13%	False	False	87
40	0.7846	0.7590	0.0256	3.3%	0.0036	0.5%	30%	False	False	73
60	0.7846	0.7590	0.0256	3.3%	0.0032	0.4%	30%	False	False	56
80	0.7846	0.7570	0.0276	3.6%	0.0029	0.4%	35%	False	False	45
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	42%	False	False	41
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	36%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7801
1.618	0.7762
1.000	0.7738
0.618	0.7723
HIGH	0.7699
0.618	0.7684
0.500	0.7679
0.382	0.7674
LOW	0.7660
0.618	0.7635
1.000	0.7621
1.618	0.7596
2.618	0.7557
4.250	0.7494

Fisher Pivots for day following 25-Oct-2018
Pivot	1 day	3 day
R1	0.7679	0.7685
PP	0.7675	0.7679
S1	0.7671	0.7673

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

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