CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	0.7727	0.7708	-0.0019	-0.2%	0.7721
High	0.7732	0.7740	0.0008	0.1%	0.7780
Low	0.7693	0.7669	-0.0025	-0.3%	0.7655
Close	0.7707	0.7732	0.0025	0.3%	0.7732
Range	0.0039	0.0071	0.0032	82.1%	0.0125
ATR	0.0063	0.0063	0.0001	0.9%	0.0000
Volume	72,503	87,075	14,572	20.1%	425,495

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7926	0.7900	0.7771
R3	0.7855	0.7829	0.7752
R2	0.7784	0.7784	0.7745
R1	0.7758	0.7758	0.7739	0.7771
PP	0.7713	0.7713	0.7713	0.7720
S1	0.7687	0.7687	0.7725	0.7700
S2	0.7642	0.7642	0.7719
S3	0.7571	0.7616	0.7712
S4	0.7500	0.7545	0.7693

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8039	0.7801
R3	0.7972	0.7914	0.7766
R2	0.7847	0.7847	0.7755
R1	0.7789	0.7789	0.7743	0.7818
PP	0.7722	0.7722	0.7722	0.7736
S1	0.7665	0.7665	0.7721	0.7693
S2	0.7597	0.7597	0.7709
S3	0.7472	0.7540	0.7698
S4	0.7347	0.7415	0.7663

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%	0.0062	0.8%	62%	False	False	85,099
10	0.7804	0.7655	0.0149	1.9%	0.0069	0.9%	52%	False	False	96,313
20	0.7862	0.7655	0.0207	2.7%	0.0064	0.8%	37%	False	False	86,708
40	0.7992	0.7655	0.0338	4.4%	0.0059	0.8%	23%	False	False	80,941
60	0.7992	0.7633	0.0359	4.6%	0.0058	0.8%	28%	False	False	80,411
80	0.8046	0.7633	0.0413	5.3%	0.0059	0.8%	24%	False	False	61,864
100	0.8175	0.7633	0.0542	7.0%	0.0058	0.8%	18%	False	False	49,523
120	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	18%	False	False	41,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.8041
2.618	0.7925
1.618	0.7854
1.000	0.7811
0.618	0.7783
HIGH	0.7740
0.618	0.7712
0.500	0.7704
0.382	0.7696
LOW	0.7669
0.618	0.7625
1.000	0.7598
1.618	0.7554
2.618	0.7483
4.250	0.7367

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	0.7723	0.7729
PP	0.7713	0.7727
S1	0.7704	0.7724

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

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