CME Canadian Dollar Future September 2018

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

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.7605	0.7674	0.0069	0.9%	0.7606
High	0.7685	0.7685	0.0000	0.0%	0.7635
Low	0.7602	0.7644	0.0043	0.6%	0.7531
Close	0.7667	0.7658	-0.0009	-0.1%	0.7622
Range	0.0083	0.0040	-0.0043	-51.2%	0.0104
ATR	0.0055	0.0054	-0.0001	-1.8%	0.0000
Volume	98,859	77,984	-20,875	-21.1%	346,191

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7761	0.7680
R3	0.7743	0.7721	0.7669
R2	0.7703	0.7703	0.7665
R1	0.7680	0.7680	0.7662	0.7671
PP	0.7662	0.7662	0.7662	0.7658
S1	0.7640	0.7640	0.7654	0.7631
S2	0.7622	0.7622	0.7651
S3	0.7581	0.7599	0.7647
S4	0.7541	0.7559	0.7636

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7869	0.7679
R3	0.7804	0.7765	0.7651
R2	0.7700	0.7700	0.7641
R1	0.7661	0.7661	0.7632	0.7681
PP	0.7596	0.7596	0.7596	0.7606
S1	0.7557	0.7557	0.7612	0.7577
S2	0.7492	0.7492	0.7603
S3	0.7388	0.7453	0.7593
S4	0.7284	0.7349	0.7565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7685	0.7531	0.0154	2.0%	0.0059	0.8%	83%	True	False	74,461
10	0.7685	0.7531	0.0154	2.0%	0.0055	0.7%	83%	True	False	67,644
20	0.7685	0.7501	0.0184	2.4%	0.0052	0.7%	86%	True	False	68,893
40	0.7817	0.7481	0.0337	4.4%	0.0053	0.7%	53%	False	False	58,648
60	0.7875	0.7481	0.0395	5.2%	0.0054	0.7%	45%	False	False	39,595
80	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	34%	False	False	29,734
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	34%	False	False	23,809

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7857
2.618	0.7791
1.618	0.7750
1.000	0.7725
0.618	0.7710
HIGH	0.7685
0.618	0.7669
0.500	0.7664
0.382	0.7659
LOW	0.7644
0.618	0.7619
1.000	0.7604
1.618	0.7578
2.618	0.7538
4.250	0.7472

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.7664	0.7651
PP	0.7662	0.7643
S1	0.7660	0.7636

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

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