CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	0.7590	0.7618	0.0027	0.4%	0.7549
High	0.7624	0.7636	0.0012	0.2%	0.7626
Low	0.7581	0.7608	0.0027	0.4%	0.7481
Close	0.7605	0.7617	0.0012	0.2%	0.7616
Range	0.0044	0.0028	-0.0015	-34.5%	0.0145
ATR	0.0054	0.0053	-0.0002	-3.1%	0.0000
Volume	56,161	73,097	16,936	30.2%	446,453

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7689	0.7632
R3	0.7677	0.7661	0.7624
R2	0.7648	0.7648	0.7622
R1	0.7633	0.7633	0.7619	0.7626
PP	0.7620	0.7620	0.7620	0.7617
S1	0.7604	0.7604	0.7614	0.7598
S2	0.7592	0.7592	0.7611
S3	0.7563	0.7576	0.7609
S4	0.7535	0.7547	0.7601

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7958	0.7696
R3	0.7864	0.7813	0.7656
R2	0.7719	0.7719	0.7643
R1	0.7668	0.7668	0.7629	0.7693
PP	0.7574	0.7574	0.7574	0.7587
S1	0.7523	0.7523	0.7603	0.7548
S2	0.7429	0.7429	0.7589
S3	0.7284	0.7378	0.7576
S4	0.7139	0.7233	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7501	0.0136	1.8%	0.0053	0.7%	86%	True	False	77,587
10	0.7636	0.7481	0.0156	2.0%	0.0049	0.6%	87%	True	False	81,982
20	0.7754	0.7481	0.0274	3.6%	0.0050	0.7%	50%	False	False	66,989
40	0.7875	0.7481	0.0395	5.2%	0.0056	0.7%	34%	False	False	34,625
60	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	26%	False	False	23,139
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	26%	False	False	17,382

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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7711
1.618	0.7682
1.000	0.7664
0.618	0.7654
HIGH	0.7636
0.618	0.7625
0.500	0.7622
0.382	0.7618
LOW	0.7608
0.618	0.7590
1.000	0.7579
1.618	0.7561
2.618	0.7533
4.250	0.7486

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	0.7622	0.7612
PP	0.7620	0.7608
S1	0.7618	0.7603

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

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