CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 19-Apr-2018

Day Change Summary
	Previous	Current
	18-Apr-2018	19-Apr-2018	Change	Change %	Previous Week
Open	0.7978	0.7930	-0.0049	-0.6%	0.7836
High	0.7978	0.7955	-0.0024	-0.3%	0.7983
Low	0.7908	0.7897	-0.0011	-0.1%	0.7811
Close	0.7925	0.7901	-0.0024	-0.3%	0.7939
Range	0.0070	0.0058	-0.0013	-17.9%	0.0173
ATR	0.0055	0.0055	0.0000	0.4%	0.0000
Volume	118,190	77,192	-40,998	-34.7%	381,543

Daily Pivots for day following 19-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8053	0.7933
R3	0.8033	0.7996	0.7917
R2	0.7975	0.7975	0.7912
R1	0.7938	0.7938	0.7906	0.7928
PP	0.7918	0.7918	0.7918	0.7912
S1	0.7881	0.7881	0.7896	0.7870
S2	0.7860	0.7860	0.7890
S3	0.7803	0.7823	0.7885
S4	0.7745	0.7766	0.7869

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	0.7897	0.0095	1.2%	0.0048	0.6%	4%	False	True	74,344
10	0.7992	0.7811	0.0182	2.3%	0.0053	0.7%	50%	False	False	76,509
20	0.7992	0.7735	0.0257	3.3%	0.0055	0.7%	65%	False	False	77,065
40	0.7992	0.7633	0.0359	4.5%	0.0056	0.7%	75%	False	False	52,025
60	0.8175	0.7633	0.0542	6.9%	0.0057	0.7%	49%	False	False	34,764
80	0.8175	0.7633	0.0542	6.9%	0.0055	0.7%	49%	False	False	26,105

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8199
2.618	0.8105
1.618	0.8048
1.000	0.8012
0.618	0.7990
HIGH	0.7955
0.618	0.7933
0.500	0.7926
0.382	0.7919
LOW	0.7897
0.618	0.7861
1.000	0.7840
1.618	0.7804
2.618	0.7746
4.250	0.7653

Fisher Pivots for day following 19-Apr-2018
Pivot	1 day	3 day
R1	0.7926	0.7945
PP	0.7918	0.7930
S1	0.7909	0.7916

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

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