CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 04-May-2018

Day Change Summary
	Previous	Current
	03-May-2018	04-May-2018	Change	Change %	Previous Week
Open	0.7773	0.7789	0.0017	0.2%	0.7799
High	0.7809	0.7797	-0.0012	-0.2%	0.7818
Low	0.7752	0.7748	-0.0005	-0.1%	0.7748
Close	0.7789	0.7785	-0.0004	-0.1%	0.7785
Range	0.0056	0.0049	-0.0008	-13.3%	0.0070
ATR	0.0053	0.0053	0.0000	-0.5%	0.0000
Volume	71,658	73,007	1,349	1.9%	383,161

Daily Pivots for day following 04-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7903	0.7811
R3	0.7874	0.7854	0.7798
R2	0.7825	0.7825	0.7793
R1	0.7805	0.7805	0.7789	0.7791
PP	0.7776	0.7776	0.7776	0.7769
S1	0.7756	0.7756	0.7780	0.7742
S2	0.7727	0.7727	0.7776
S3	0.7678	0.7707	0.7771
S4	0.7629	0.7658	0.7758

Weekly Pivots for week ending 04-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7960	0.7823
R3	0.7924	0.7890	0.7804
R2	0.7854	0.7854	0.7797
R1	0.7819	0.7819	0.7791	0.7801
PP	0.7783	0.7783	0.7783	0.7774
S1	0.7749	0.7749	0.7778	0.7731
S2	0.7713	0.7713	0.7772
S3	0.7642	0.7678	0.7765
S4	0.7572	0.7608	0.7746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7818	0.7748	0.0070	0.9%	0.0051	0.7%	52%	False	True	76,632
10	0.7851	0.7748	0.0103	1.3%	0.0048	0.6%	36%	False	True	70,643
20	0.7992	0.7748	0.0245	3.1%	0.0053	0.7%	15%	False	True	73,842
40	0.7992	0.7633	0.0359	4.6%	0.0054	0.7%	42%	False	False	71,152
60	0.8046	0.7633	0.0413	5.3%	0.0055	0.7%	37%	False	False	47,814
80	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	28%	False	False	35,898
100	0.8175	0.7633	0.0542	7.0%	0.0054	0.7%	28%	False	False	28,742

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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8005
2.618	0.7925
1.618	0.7876
1.000	0.7845
0.618	0.7827
HIGH	0.7797
0.618	0.7778
0.500	0.7772
0.382	0.7766
LOW	0.7748
0.618	0.7717
1.000	0.7699
1.618	0.7668
2.618	0.7619
4.250	0.7539

Fisher Pivots for day following 04-May-2018
Pivot	1 day	3 day
R1	0.7780	0.7784
PP	0.7776	0.7783
S1	0.7772	0.7783

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

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