CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	0.7686	0.7655	-0.0031	-0.4%	0.7665
High	0.7699	0.7669	-0.0029	-0.4%	0.7725
Low	0.7660	0.7620	-0.0040	-0.5%	0.7620
Close	0.7668	0.7659	-0.0008	-0.1%	0.7659
Range	0.0039	0.0049	0.0010	25.6%	0.0105
ATR	0.0042	0.0042	0.0001	1.3%	0.0000
Volume	165	84	-81	-49.1%	554

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7777	0.7686
R3	0.7747	0.7728	0.7672
R2	0.7698	0.7698	0.7668
R1	0.7679	0.7679	0.7663	0.7689
PP	0.7649	0.7649	0.7649	0.7654
S1	0.7630	0.7630	0.7655	0.7640
S2	0.7600	0.7600	0.7650
S3	0.7551	0.7581	0.7646
S4	0.7502	0.7532	0.7632

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7926	0.7717
R3	0.7878	0.7821	0.7688
R2	0.7773	0.7773	0.7678
R1	0.7716	0.7716	0.7669	0.7692
PP	0.7668	0.7668	0.7668	0.7656
S1	0.7611	0.7611	0.7649	0.7587
S2	0.7563	0.7563	0.7640
S3	0.7458	0.7506	0.7630
S4	0.7353	0.7401	0.7601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7725	0.7620	0.0105	1.4%	0.0039	0.5%	37%	False	True	110
10	0.7761	0.7620	0.0141	1.8%	0.0043	0.6%	28%	False	True	125
20	0.7846	0.7620	0.0226	3.0%	0.0039	0.5%	17%	False	True	90
40	0.7846	0.7590	0.0256	3.3%	0.0036	0.5%	27%	False	False	74
60	0.7846	0.7590	0.0256	3.3%	0.0032	0.4%	27%	False	False	57
80	0.7846	0.7570	0.0276	3.6%	0.0029	0.4%	32%	False	False	46
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	39%	False	False	42
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	33%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7797
1.618	0.7748
1.000	0.7718
0.618	0.7699
HIGH	0.7669
0.618	0.7650
0.500	0.7645
0.382	0.7639
LOW	0.7620
0.618	0.7590
1.000	0.7571
1.618	0.7541
2.618	0.7492
4.250	0.7412

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	0.7654	0.7673
PP	0.7649	0.7668
S1	0.7645	0.7664

Download as Excel Spreadsheet

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

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