CME Canadian Dollar Future June 2018

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

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	0.7721	0.7721	0.0000	0.0%	0.7712
High	0.7736	0.7754	0.0019	0.2%	0.7804
Low	0.7690	0.7716	0.0026	0.3%	0.7668
Close	0.7712	0.7737	0.0025	0.3%	0.7712
Range	0.0046	0.0039	-0.0008	-16.3%	0.0136
ATR	0.0064	0.0062	-0.0002	-2.4%	0.0000
Volume	70,635	54,418	-16,217	-23.0%	454,012

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7851	0.7832	0.7758
R3	0.7812	0.7794	0.7747
R2	0.7774	0.7774	0.7744
R1	0.7755	0.7755	0.7740	0.7765
PP	0.7735	0.7735	0.7735	0.7740
S1	0.7717	0.7717	0.7733	0.7726
S2	0.7697	0.7697	0.7729
S3	0.7658	0.7678	0.7726
S4	0.7620	0.7640	0.7715

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%	0.0071	0.9%	51%	False	False	101,686
10	0.7853	0.7668	0.0185	2.4%	0.0066	0.8%	37%	False	False	92,125
20	0.7862	0.7668	0.0194	2.5%	0.0064	0.8%	36%	False	False	85,501
40	0.7992	0.7668	0.0325	4.2%	0.0058	0.8%	21%	False	False	79,672
60	0.7992	0.7633	0.0359	4.6%	0.0057	0.7%	29%	False	False	75,935
80	0.8046	0.7633	0.0413	5.3%	0.0057	0.7%	25%	False	False	57,236
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	19%	False	False	45,819
120	0.8175	0.7633	0.0542	7.0%	0.0055	0.7%	19%	False	False	38,202

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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7855
1.618	0.7816
1.000	0.7793
0.618	0.7778
HIGH	0.7754
0.618	0.7739
0.500	0.7735
0.382	0.7730
LOW	0.7716
0.618	0.7692
1.000	0.7677
1.618	0.7653
2.618	0.7615
4.250	0.7552

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	0.7736	0.7747
PP	0.7735	0.7743
S1	0.7735	0.7740

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

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