CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	0.7721	0.7735	0.0014	0.2%	0.7712
High	0.7754	0.7745	-0.0009	-0.1%	0.7804
Low	0.7716	0.7655	-0.0061	-0.8%	0.7668
Close	0.7737	0.7711	-0.0026	-0.3%	0.7712
Range	0.0039	0.0090	0.0052	135.1%	0.0136
ATR	0.0062	0.0064	0.0002	3.3%	0.0000
Volume	54,418	101,696	47,278	86.9%	454,012

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7933	0.7760
R3	0.7884	0.7843	0.7735
R2	0.7794	0.7794	0.7727
R1	0.7752	0.7752	0.7719	0.7728
PP	0.7703	0.7703	0.7703	0.7691
S1	0.7662	0.7662	0.7702	0.7637
S2	0.7613	0.7613	0.7694
S3	0.7522	0.7571	0.7686
S4	0.7432	0.7481	0.7661

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	0.7655	0.0149	1.9%	0.0080	1.0%	38%	False	True	98,343
10	0.7853	0.7655	0.0198	2.6%	0.0068	0.9%	28%	False	True	96,855
20	0.7862	0.7655	0.0207	2.7%	0.0066	0.9%	27%	False	True	88,147
40	0.7992	0.7655	0.0338	4.4%	0.0058	0.8%	17%	False	True	80,494
60	0.7992	0.7633	0.0359	4.7%	0.0058	0.7%	22%	False	False	77,436
80	0.8046	0.7633	0.0413	5.3%	0.0058	0.8%	19%	False	False	58,504
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	14%	False	False	46,833
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	14%	False	False	39,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.7982
1.618	0.7891
1.000	0.7835
0.618	0.7801
HIGH	0.7745
0.618	0.7710
0.500	0.7700
0.382	0.7689
LOW	0.7655
0.618	0.7599
1.000	0.7564
1.618	0.7508
2.618	0.7418
4.250	0.7270

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	0.7707	0.7708
PP	0.7703	0.7706
S1	0.7700	0.7704

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

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