CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	0.7769	0.7721	-0.0048	-0.6%	0.7712
High	0.7804	0.7736	-0.0068	-0.9%	0.7804
Low	0.7701	0.7690	-0.0012	-0.1%	0.7668
Close	0.7722	0.7712	-0.0009	-0.1%	0.7712
Range	0.0103	0.0046	-0.0057	-55.1%	0.0136
ATR	0.0065	0.0064	-0.0001	-2.1%	0.0000
Volume	126,910	70,635	-56,275	-44.3%	454,012

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7827	0.7737
R3	0.7804	0.7781	0.7725
R2	0.7758	0.7758	0.7720
R1	0.7735	0.7735	0.7716	0.7724
PP	0.7712	0.7712	0.7712	0.7707
S1	0.7689	0.7689	0.7708	0.7678
S2	0.7666	0.7666	0.7704
S3	0.7620	0.7643	0.7699
S4	0.7574	0.7597	0.7687

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8136	0.8060	0.7787
R3	0.8000	0.7924	0.7749
R2	0.7864	0.7864	0.7737
R1	0.7788	0.7788	0.7724	0.7780
PP	0.7728	0.7728	0.7728	0.7724
S1	0.7652	0.7652	0.7700	0.7644
S2	0.7592	0.7592	0.7687
S3	0.7456	0.7516	0.7675
S4	0.7320	0.7380	0.7637

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%	0.0077	1.0%	33%	False	False	107,528
10	0.7853	0.7668	0.0185	2.4%	0.0069	0.9%	24%	False	False	94,788
20	0.7862	0.7668	0.0194	2.5%	0.0064	0.8%	23%	False	False	86,430
40	0.7992	0.7668	0.0325	4.2%	0.0058	0.8%	14%	False	False	80,138
60	0.7992	0.7633	0.0359	4.7%	0.0058	0.7%	22%	False	False	75,107
80	0.8046	0.7633	0.0413	5.3%	0.0058	0.7%	19%	False	False	56,558
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	15%	False	False	45,276
120	0.8175	0.7633	0.0542	7.0%	0.0055	0.7%	15%	False	False	37,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7931
2.618	0.7856
1.618	0.7810
1.000	0.7782
0.618	0.7764
HIGH	0.7736
0.618	0.7718
0.500	0.7713
0.382	0.7707
LOW	0.7690
0.618	0.7661
1.000	0.7644
1.618	0.7615
2.618	0.7569
4.250	0.7494

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	0.7713	0.7738
PP	0.7712	0.7729
S1	0.7712	0.7721

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

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