CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 16-May-2018

Day Change Summary
	Previous	Current
	15-May-2018	16-May-2018	Change	Change %	Previous Week
Open	0.7818	0.7771	-0.0047	-0.6%	0.7790
High	0.7822	0.7832	0.0010	0.1%	0.7862
Low	0.7741	0.7770	0.0029	0.4%	0.7699
Close	0.7777	0.7825	0.0048	0.6%	0.7825
Range	0.0081	0.0062	-0.0019	-23.6%	0.0162
ATR	0.0057	0.0057	0.0000	0.6%	0.0000
Volume	92,265	79,674	-12,591	-13.6%	420,575

Daily Pivots for day following 16-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7971	0.7859
R3	0.7932	0.7909	0.7842
R2	0.7870	0.7870	0.7836
R1	0.7848	0.7848	0.7831	0.7859
PP	0.7809	0.7809	0.7809	0.7815
S1	0.7786	0.7786	0.7819	0.7798
S2	0.7747	0.7747	0.7814
S3	0.7686	0.7725	0.7808
S4	0.7624	0.7663	0.7791

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8282	0.8216	0.7914
R3	0.8120	0.8053	0.7869
R2	0.7957	0.7957	0.7854
R1	0.7891	0.7891	0.7839	0.7924
PP	0.7795	0.7795	0.7795	0.7812
S1	0.7729	0.7729	0.7810	0.7762
S2	0.7633	0.7633	0.7795
S3	0.7470	0.7566	0.7780
S4	0.7308	0.7404	0.7735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7862	0.7741	0.0121	1.5%	0.0060	0.8%	70%	False	False	78,598
10	0.7862	0.7699	0.0162	2.1%	0.0060	0.8%	78%	False	False	78,340
20	0.7955	0.7699	0.0255	3.3%	0.0056	0.7%	49%	False	False	75,038
40	0.7992	0.7660	0.0332	4.2%	0.0057	0.7%	50%	False	False	77,217
60	0.7992	0.7633	0.0359	4.6%	0.0056	0.7%	53%	False	False	58,429
80	0.8175	0.7633	0.0542	6.9%	0.0057	0.7%	35%	False	False	43,869
100	0.8175	0.7633	0.0542	6.9%	0.0055	0.7%	35%	False	False	35,121

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8093
2.618	0.7993
1.618	0.7931
1.000	0.7893
0.618	0.7870
HIGH	0.7832
0.618	0.7808
0.500	0.7801
0.382	0.7793
LOW	0.7770
0.618	0.7732
1.000	0.7708
1.618	0.7670
2.618	0.7609
4.250	0.7509

Fisher Pivots for day following 16-May-2018
Pivot	1 day	3 day
R1	0.7817	0.7815
PP	0.7809	0.7805
S1	0.7801	0.7795

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

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