CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 31-May-2018

Day Change Summary
	Previous	Current
	30-May-2018	31-May-2018	Change	Change %	Previous Week
Open	0.7684	0.7769	0.0084	1.1%	0.7772
High	0.7794	0.7804	0.0010	0.1%	0.7853
Low	0.7672	0.7701	0.0030	0.4%	0.7703
Close	0.7768	0.7722	-0.0046	-0.6%	0.7709
Range	0.0122	0.0103	-0.0020	-16.0%	0.0150
ATR	0.0062	0.0065	0.0003	4.6%	0.0000
Volume	138,060	126,910	-11,150	-8.1%	412,829

Daily Pivots for day following 31-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.7988	0.7778
R3	0.7947	0.7886	0.7750
R2	0.7845	0.7845	0.7740
R1	0.7783	0.7783	0.7731	0.7763
PP	0.7742	0.7742	0.7742	0.7732
S1	0.7681	0.7681	0.7712	0.7660
S2	0.7640	0.7640	0.7703
S3	0.7537	0.7578	0.7693
S4	0.7435	0.7476	0.7665

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8107	0.7792
R3	0.8055	0.7957	0.7750
R2	0.7905	0.7905	0.7737
R1	0.7807	0.7807	0.7723	0.7781
PP	0.7755	0.7755	0.7755	0.7742
S1	0.7657	0.7657	0.7695	0.7631
S2	0.7605	0.7605	0.7682
S3	0.7455	0.7507	0.7668
S4	0.7305	0.7357	0.7627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7804	0.7668	0.0136	1.8%	0.0079	1.0%	40%	True	False	109,158
10	0.7853	0.7668	0.0185	2.4%	0.0069	0.9%	29%	False	False	94,622
20	0.7862	0.7668	0.0194	2.5%	0.0065	0.8%	28%	False	False	86,481
40	0.7992	0.7668	0.0325	4.2%	0.0058	0.8%	17%	False	False	80,140
60	0.7992	0.7633	0.0359	4.6%	0.0058	0.7%	25%	False	False	73,974
80	0.8046	0.7633	0.0413	5.3%	0.0058	0.7%	21%	False	False	55,678
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	16%	False	False	44,570
120	0.8175	0.7633	0.0542	7.0%	0.0055	0.7%	16%	False	False	37,160

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8072
1.618	0.7969
1.000	0.7906
0.618	0.7867
HIGH	0.7804
0.618	0.7764
0.500	0.7752
0.382	0.7740
LOW	0.7701
0.618	0.7638
1.000	0.7599
1.618	0.7535
2.618	0.7433
4.250	0.7265

Fisher Pivots for day following 31-May-2018
Pivot	1 day	3 day
R1	0.7752	0.7736
PP	0.7742	0.7731
S1	0.7732	0.7726

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

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