CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	0.7735	0.7710	-0.0025	-0.3%	0.7712
High	0.7745	0.7780	0.0035	0.4%	0.7804
Low	0.7655	0.7710	0.0055	0.7%	0.7668
Close	0.7711	0.7726	0.0015	0.2%	0.7712
Range	0.0090	0.0070	-0.0021	-23.2%	0.0136
ATR	0.0064	0.0065	0.0000	0.6%	0.0000
Volume	101,696	109,803	8,107	8.0%	454,012

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7906	0.7764
R3	0.7877	0.7836	0.7745
R2	0.7808	0.7808	0.7738
R1	0.7767	0.7767	0.7732	0.7787
PP	0.7738	0.7738	0.7738	0.7749
S1	0.7697	0.7697	0.7719	0.7718
S2	0.7669	0.7669	0.7713
S3	0.7599	0.7628	0.7706
S4	0.7530	0.7558	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	0.7655	0.0149	1.9%	0.0069	0.9%	48%	False	False	92,692
10	0.7809	0.7655	0.0155	2.0%	0.0070	0.9%	46%	False	False	99,969
20	0.7862	0.7655	0.0207	2.7%	0.0066	0.9%	34%	False	False	88,479
40	0.7992	0.7655	0.0338	4.4%	0.0058	0.8%	21%	False	False	81,061
60	0.7992	0.7633	0.0359	4.6%	0.0058	0.8%	26%	False	False	78,834
80	0.8046	0.7633	0.0413	5.3%	0.0058	0.8%	22%	False	False	59,873
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.8%	17%	False	False	47,931
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	17%	False	False	39,963

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7961
1.618	0.7892
1.000	0.7849
0.618	0.7822
HIGH	0.7780
0.618	0.7753
0.500	0.7745
0.382	0.7737
LOW	0.7710
0.618	0.7667
1.000	0.7641
1.618	0.7598
2.618	0.7528
4.250	0.7415

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	0.7745	0.7723
PP	0.7738	0.7720
S1	0.7732	0.7717

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

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