CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.7681	0.7692	0.0011	0.1%	0.7619
High	0.7710	0.7713	0.0003	0.0%	0.7685
Low	0.7642	0.7679	0.0037	0.5%	0.7587
Close	0.7700	0.7703	0.0003	0.0%	0.7659
Range	0.0068	0.0034	-0.0034	-50.4%	0.0097
ATR	0.0052	0.0051	-0.0001	-2.5%	0.0000
Volume	105,014	70,729	-34,285	-32.6%	330,974

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7785	0.7721
R3	0.7766	0.7751	0.7712
R2	0.7732	0.7732	0.7709
R1	0.7717	0.7717	0.7706	0.7725
PP	0.7698	0.7698	0.7698	0.7702
S1	0.7683	0.7683	0.7699	0.7691
S2	0.7664	0.7664	0.7696
S3	0.7630	0.7649	0.7693
S4	0.7596	0.7615	0.7684

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7895	0.7713
R3	0.7838	0.7797	0.7686
R2	0.7741	0.7741	0.7677
R1	0.7700	0.7700	0.7668	0.7721
PP	0.7644	0.7644	0.7644	0.7654
S1	0.7603	0.7603	0.7650	0.7623
S2	0.7546	0.7546	0.7641
S3	0.7449	0.7505	0.7632
S4	0.7351	0.7408	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7713	0.7642	0.0071	0.9%	0.0043	0.6%	85%	True	False	72,279
10	0.7713	0.7531	0.0182	2.4%	0.0054	0.7%	94%	True	False	74,135
20	0.7713	0.7531	0.0182	2.4%	0.0049	0.6%	94%	True	False	67,322
40	0.7795	0.7481	0.0314	4.1%	0.0051	0.7%	71%	False	False	65,373
60	0.7875	0.7481	0.0395	5.1%	0.0055	0.7%	56%	False	False	44,313
80	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	43%	False	False	33,274
100	0.8000	0.7481	0.0520	6.7%	0.0050	0.7%	43%	False	False	26,639

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7858
2.618	0.7802
1.618	0.7768
1.000	0.7747
0.618	0.7734
HIGH	0.7713
0.618	0.7700
0.500	0.7696
0.382	0.7692
LOW	0.7679
0.618	0.7658
1.000	0.7645
1.618	0.7624
2.618	0.7590
4.250	0.7535

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.7700	0.7694
PP	0.7698	0.7686
S1	0.7696	0.7677

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

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