CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 12-Jun-2018

Day Change Summary
	Previous	Current
	11-Jun-2018	12-Jun-2018	Change	Change %	Previous Week
Open	0.7705	0.7702	-0.0004	0.0%	0.7721
High	0.7720	0.7706	-0.0014	-0.2%	0.7780
Low	0.7677	0.7675	-0.0002	0.0%	0.7655
Close	0.7701	0.7683	-0.0019	-0.2%	0.7732
Range	0.0043	0.0031	-0.0012	-28.2%	0.0125
ATR	0.0063	0.0060	-0.0002	-3.7%	0.0000
Volume	70,666	89,451	18,785	26.6%	425,495

Daily Pivots for day following 12-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7779	0.7761	0.7699
R3	0.7749	0.7731	0.7691
R2	0.7718	0.7718	0.7688
R1	0.7700	0.7700	0.7685	0.7694
PP	0.7688	0.7688	0.7688	0.7685
S1	0.7670	0.7670	0.7680	0.7664
S2	0.7657	0.7657	0.7677
S3	0.7627	0.7639	0.7674
S4	0.7596	0.7609	0.7666

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	0.7669	0.0111	1.4%	0.0051	0.7%	13%	False	False	85,899
10	0.7804	0.7655	0.0149	1.9%	0.0065	0.8%	19%	False	False	92,121
20	0.7853	0.7655	0.0198	2.6%	0.0063	0.8%	14%	False	False	88,720
40	0.7992	0.7655	0.0338	4.4%	0.0059	0.8%	8%	False	False	82,159
60	0.7992	0.7633	0.0359	4.7%	0.0058	0.8%	14%	False	False	80,487
80	0.8046	0.7633	0.0413	5.4%	0.0058	0.8%	12%	False	False	63,860
100	0.8175	0.7633	0.0542	7.1%	0.0057	0.7%	9%	False	False	51,121
120	0.8175	0.7633	0.0542	7.1%	0.0056	0.7%	9%	False	False	42,622

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.7835
2.618	0.7785
1.618	0.7755
1.000	0.7736
0.618	0.7724
HIGH	0.7706
0.618	0.7694
0.500	0.7690
0.382	0.7687
LOW	0.7675
0.618	0.7656
1.000	0.7645
1.618	0.7626
2.618	0.7595
4.250	0.7545

Fisher Pivots for day following 12-Jun-2018
Pivot	1 day	3 day
R1	0.7690	0.7704
PP	0.7688	0.7697
S1	0.7685	0.7690

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

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