CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	0.7671	0.7642	-0.0029	-0.4%	0.7667
High	0.7671	0.7646	-0.0025	-0.3%	0.7726
Low	0.7648	0.7638	-0.0010	-0.1%	0.7643
Close	0.7648	0.7645	-0.0003	0.0%	0.7669
Range	0.0023	0.0009	-0.0015	-63.8%	0.0083
ATR	0.0032	0.0030	-0.0002	-4.9%	0.0000
Volume	13	10	-3	-23.1%	213

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7665	0.7649
R3	0.7660	0.7656	0.7647
R2	0.7651	0.7651	0.7646
R1	0.7648	0.7648	0.7645	0.7650
PP	0.7643	0.7643	0.7643	0.7644
S1	0.7639	0.7639	0.7644	0.7641
S2	0.7634	0.7634	0.7643
S3	0.7626	0.7631	0.7642
S4	0.7617	0.7622	0.7640

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7927	0.7880	0.7714
R3	0.7844	0.7798	0.7692
R2	0.7762	0.7762	0.7684
R1	0.7715	0.7715	0.7677	0.7739
PP	0.7679	0.7679	0.7679	0.7691
S1	0.7633	0.7633	0.7661	0.7656
S2	0.7597	0.7597	0.7654
S3	0.7514	0.7550	0.7646
S4	0.7432	0.7468	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7726	0.7638	0.0088	1.2%	0.0021	0.3%	8%	False	True	29
10	0.7726	0.7638	0.0088	1.2%	0.0016	0.2%	8%	False	True	24
20	0.7841	0.7638	0.0204	2.7%	0.0018	0.2%	3%	False	True	15
40	0.7857	0.7606	0.0251	3.3%	0.0016	0.2%	15%	False	False	12
60	0.7857	0.7606	0.0251	3.3%	0.0016	0.2%	15%	False	False	10
80	0.7857	0.7573	0.0284	3.7%	0.0015	0.2%	25%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0002
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7682
2.618	0.7668
1.618	0.7660
1.000	0.7655
0.618	0.7651
HIGH	0.7646
0.618	0.7643
0.500	0.7642
0.382	0.7641
LOW	0.7638
0.618	0.7632
1.000	0.7629
1.618	0.7624
2.618	0.7615
4.250	0.7601

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	0.7644	0.7654
PP	0.7643	0.7651
S1	0.7642	0.7648

Download as Excel Spreadsheet

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

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