CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.7702	0.7711	0.0009	0.1%	0.7641
High	0.7724	0.7711	-0.0013	-0.2%	0.7692
Low	0.7692	0.7688	-0.0004	-0.1%	0.7603
Close	0.7715	0.7696	-0.0019	-0.2%	0.7672
Range	0.0032	0.0023	-0.0009	-28.1%	0.0089
ATR	0.0043	0.0042	-0.0001	-2.8%	0.0000
Volume	194	153	-41	-21.1%	775

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7755	0.7709
R3	0.7744	0.7732	0.7702
R2	0.7721	0.7721	0.7700
R1	0.7709	0.7709	0.7698	0.7704
PP	0.7698	0.7698	0.7698	0.7696
S1	0.7686	0.7686	0.7694	0.7681
S2	0.7675	0.7675	0.7692
S3	0.7652	0.7663	0.7690
S4	0.7629	0.7640	0.7683

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7886	0.7720
R3	0.7834	0.7797	0.7696
R2	0.7745	0.7745	0.7688
R1	0.7708	0.7708	0.7680	0.7726
PP	0.7656	0.7656	0.7656	0.7665
S1	0.7619	0.7619	0.7663	0.7637
S2	0.7567	0.7567	0.7655
S3	0.7478	0.7530	0.7647
S4	0.7389	0.7441	0.7623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7724	0.7662	0.0062	0.8%	0.0032	0.4%	55%	False	False	178
10	0.7724	0.7547	0.0178	2.3%	0.0040	0.5%	84%	False	False	185
20	0.7724	0.7547	0.0178	2.3%	0.0041	0.5%	84%	False	False	160
40	0.7766	0.7500	0.0266	3.5%	0.0041	0.5%	74%	False	False	170
60	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	52%	False	False	176
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	38%	False	False	160
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	38%	False	False	151
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	36%	False	False	139

Crabel Price Patterns
NR	True
NR4	True
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7771
1.618	0.7748
1.000	0.7734
0.618	0.7725
HIGH	0.7711
0.618	0.7702
0.500	0.7700
0.382	0.7697
LOW	0.7688
0.618	0.7674
1.000	0.7665
1.618	0.7651
2.618	0.7628
4.250	0.7590

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.7700	0.7695
PP	0.7698	0.7694
S1	0.7697	0.7693

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

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