CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 10-Apr-2018

Day Change Summary
	Previous	Current
	09-Apr-2018	10-Apr-2018	Change	Change %	Previous Week
Open	0.7836	0.7884	0.0048	0.6%	0.7769
High	0.7893	0.7954	0.0062	0.8%	0.7867
Low	0.7811	0.7879	0.0069	0.9%	0.7735
Close	0.7884	0.7951	0.0068	0.9%	0.7836
Range	0.0082	0.0075	-0.0007	-8.5%	0.0132
ATR	0.0058	0.0059	0.0001	2.1%	0.0000
Volume	68,812	87,114	18,302	26.6%	360,467

Daily Pivots for day following 10-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8127	0.7992
R3	0.8078	0.8052	0.7972
R2	0.8003	0.8003	0.7965
R1	0.7977	0.7977	0.7958	0.7990
PP	0.7928	0.7928	0.7928	0.7935
S1	0.7902	0.7902	0.7944	0.7915
S2	0.7853	0.7853	0.7937
S3	0.7778	0.7827	0.7930
S4	0.7703	0.7752	0.7910

Weekly Pivots for week ending 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8209	0.8154	0.7908
R3	0.8077	0.8022	0.7872
R2	0.7945	0.7945	0.7860
R1	0.7890	0.7890	0.7848	0.7917
PP	0.7813	0.7813	0.7813	0.7826
S1	0.7758	0.7758	0.7823	0.7785
S2	0.7680	0.7680	0.7811
S3	0.7548	0.7626	0.7799
S4	0.7416	0.7494	0.7763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7954	0.7795	0.0160	2.0%	0.0058	0.7%	98%	True	False	76,223
10	0.7954	0.7735	0.0219	2.8%	0.0057	0.7%	99%	True	False	74,098
20	0.7954	0.7633	0.0321	4.0%	0.0059	0.7%	99%	True	False	74,382
40	0.8046	0.7633	0.0413	5.2%	0.0058	0.7%	77%	False	False	38,686
60	0.8175	0.7633	0.0542	6.8%	0.0058	0.7%	59%	False	False	25,844
80	0.8175	0.7633	0.0542	6.8%	0.0055	0.7%	59%	False	False	19,415

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8273
2.618	0.8150
1.618	0.8075
1.000	0.8029
0.618	0.8000
HIGH	0.7954
0.618	0.7925
0.500	0.7917
0.382	0.7908
LOW	0.7879
0.618	0.7833
1.000	0.7804
1.618	0.7758
2.618	0.7683
4.250	0.7560

Fisher Pivots for day following 10-Apr-2018
Pivot	1 day	3 day
R1	0.7940	0.7928
PP	0.7928	0.7905
S1	0.7917	0.7882

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

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