CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 17-Apr-2018

Day Change Summary
	Previous	Current
	16-Apr-2018	17-Apr-2018	Change	Change %	Previous Week
Open	0.7952	0.7967	0.0015	0.2%	0.7836
High	0.7970	0.7992	0.0023	0.3%	0.7983
Low	0.7932	0.7959	0.0027	0.3%	0.7811
Close	0.7968	0.7974	0.0007	0.1%	0.7939
Range	0.0038	0.0034	-0.0004	-11.8%	0.0173
ATR	0.0055	0.0053	-0.0002	-2.8%	0.0000
Volume	50,145	64,946	14,801	29.5%	381,543

Daily Pivots for day following 17-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8058	0.7992
R3	0.8042	0.8025	0.7983
R2	0.8008	0.8008	0.7980
R1	0.7991	0.7991	0.7977	0.8000
PP	0.7975	0.7975	0.7975	0.7979
S1	0.7958	0.7958	0.7971	0.7966
S2	0.7941	0.7941	0.7968
S3	0.7908	0.7924	0.7965
S4	0.7874	0.7891	0.7956

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8428	0.8356	0.8034
R3	0.8256	0.8184	0.7986
R2	0.8083	0.8083	0.7971
R1	0.8011	0.8011	0.7955	0.8047
PP	0.7911	0.7911	0.7911	0.7929
S1	0.7839	0.7839	0.7923	0.7875
S2	0.7738	0.7738	0.7907
S3	0.7566	0.7666	0.7892
S4	0.7393	0.7494	0.7844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7992	0.7932	0.0061	0.8%	0.0040	0.5%	70%	True	False	68,141
10	0.7992	0.7795	0.0198	2.5%	0.0049	0.6%	91%	True	False	72,182
20	0.7992	0.7645	0.0347	4.4%	0.0055	0.7%	95%	True	False	76,301
40	0.7996	0.7633	0.0363	4.6%	0.0056	0.7%	94%	False	False	47,181
60	0.8175	0.7633	0.0542	6.8%	0.0056	0.7%	63%	False	False	31,510
80	0.8175	0.7633	0.0542	6.8%	0.0055	0.7%	63%	False	False	23,664

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8134
2.618	0.8080
1.618	0.8046
1.000	0.8026
0.618	0.8013
HIGH	0.7992
0.618	0.7979
0.500	0.7975
0.382	0.7971
LOW	0.7959
0.618	0.7938
1.000	0.7925
1.618	0.7904
2.618	0.7871
4.250	0.7816

Fisher Pivots for day following 17-Apr-2018
Pivot	1 day	3 day
R1	0.7975	0.7970
PP	0.7975	0.7966
S1	0.7974	0.7962

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

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