CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 07-Jun-2018

Day Change Summary
	Previous	Current
	06-Jun-2018	07-Jun-2018	Change	Change %	Previous Week
Open	0.7710	0.7727	0.0017	0.2%	0.7712
High	0.7780	0.7732	-0.0048	-0.6%	0.7804
Low	0.7710	0.7693	-0.0017	-0.2%	0.7668
Close	0.7726	0.7707	-0.0019	-0.2%	0.7712
Range	0.0070	0.0039	-0.0031	-43.9%	0.0136
ATR	0.0065	0.0063	-0.0002	-2.8%	0.0000
Volume	109,803	72,503	-37,300	-34.0%	454,012

Daily Pivots for day following 07-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7806	0.7728
R3	0.7789	0.7767	0.7717
R2	0.7750	0.7750	0.7714
R1	0.7728	0.7728	0.7710	0.7719
PP	0.7711	0.7711	0.7711	0.7706
S1	0.7689	0.7689	0.7703	0.7680
S2	0.7672	0.7672	0.7699
S3	0.7633	0.7650	0.7696
S4	0.7594	0.7611	0.7685

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	0.7780	0.7655	0.0125	1.6%	0.0057	0.7%	42%	False	False	81,811
10	0.7804	0.7655	0.0149	1.9%	0.0068	0.9%	35%	False	False	95,484
20	0.7862	0.7655	0.0207	2.7%	0.0064	0.8%	25%	False	False	87,413
40	0.7992	0.7655	0.0338	4.4%	0.0058	0.8%	15%	False	False	80,867
60	0.7992	0.7633	0.0359	4.7%	0.0058	0.7%	20%	False	False	79,632
80	0.8046	0.7633	0.0413	5.4%	0.0058	0.8%	18%	False	False	60,778
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.8%	14%	False	False	48,653
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	14%	False	False	40,565

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7834
1.618	0.7795
1.000	0.7771
0.618	0.7756
HIGH	0.7732
0.618	0.7717
0.500	0.7713
0.382	0.7708
LOW	0.7693
0.618	0.7669
1.000	0.7654
1.618	0.7630
2.618	0.7591
4.250	0.7527

Fisher Pivots for day following 07-Jun-2018
Pivot	1 day	3 day
R1	0.7713	0.7717
PP	0.7711	0.7714
S1	0.7709	0.7710

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

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