CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 22-May-2018

Day Change Summary
	Previous	Current
	21-May-2018	22-May-2018	Change	Change %	Previous Week
Open	0.7772	0.7826	0.0054	0.7%	0.7825
High	0.7828	0.7853	0.0025	0.3%	0.7849
Low	0.7762	0.7803	0.0042	0.5%	0.7741
Close	0.7812	0.7810	-0.0003	0.0%	0.7769
Range	0.0066	0.0050	-0.0017	-25.0%	0.0108
ATR	0.0058	0.0057	-0.0001	-1.1%	0.0000
Volume	54,405	78,657	24,252	44.6%	368,187

Daily Pivots for day following 22-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7939	0.7837
R3	0.7921	0.7890	0.7823
R2	0.7871	0.7871	0.7819
R1	0.7840	0.7840	0.7814	0.7831
PP	0.7822	0.7822	0.7822	0.7817
S1	0.7791	0.7791	0.7805	0.7782
S2	0.7772	0.7772	0.7800
S3	0.7723	0.7741	0.7796
S4	0.7673	0.7692	0.7782

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8048	0.7828
R3	0.8002	0.7940	0.7799
R2	0.7894	0.7894	0.7789
R1	0.7832	0.7832	0.7779	0.7809
PP	0.7786	0.7786	0.7786	0.7775
S1	0.7724	0.7724	0.7759	0.7701
S2	0.7678	0.7678	0.7749
S3	0.7570	0.7616	0.7739
S4	0.7462	0.7508	0.7710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7853	0.7749	0.0103	1.3%	0.0059	0.8%	58%	True	False	72,550
10	0.7862	0.7712	0.0149	1.9%	0.0062	0.8%	65%	False	False	76,990
20	0.7862	0.7699	0.0162	2.1%	0.0056	0.7%	68%	False	False	74,563
40	0.7992	0.7699	0.0293	3.8%	0.0055	0.7%	38%	False	False	74,593
60	0.7992	0.7633	0.0359	4.6%	0.0056	0.7%	49%	False	False	63,107
80	0.8175	0.7633	0.0542	6.9%	0.0057	0.7%	33%	False	False	47,400
100	0.8175	0.7633	0.0542	6.9%	0.0056	0.7%	33%	False	False	37,950
120	0.8175	0.7633	0.0542	6.9%	0.0054	0.7%	33%	False	False	31,642

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8063
2.618	0.7982
1.618	0.7933
1.000	0.7902
0.618	0.7883
HIGH	0.7853
0.618	0.7834
0.500	0.7828
0.382	0.7822
LOW	0.7803
0.618	0.7772
1.000	0.7754
1.618	0.7723
2.618	0.7673
4.250	0.7593

Fisher Pivots for day following 22-May-2018
Pivot	1 day	3 day
R1	0.7828	0.7807
PP	0.7822	0.7804
S1	0.7816	0.7801

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

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