CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	0.7541	0.7522	-0.0019	-0.3%	0.7724
High	0.7548	0.7539	-0.0009	-0.1%	0.7737
Low	0.7517	0.7509	-0.0008	-0.1%	0.7583
Close	0.7523	0.7529	0.0006	0.1%	0.7600
Range	0.0031	0.0030	-0.0001	-3.2%	0.0154
ATR	0.0057	0.0055	-0.0002	-3.4%	0.0000
Volume	73,904	80,340	6,436	8.7%	283,039

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7602	0.7545
R3	0.7585	0.7572	0.7537
R2	0.7555	0.7555	0.7534
R1	0.7542	0.7542	0.7531	0.7549
PP	0.7525	0.7525	0.7525	0.7529
S1	0.7512	0.7512	0.7526	0.7519
S2	0.7495	0.7495	0.7523
S3	0.7465	0.7482	0.7520
S4	0.7435	0.7452	0.7512

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8100	0.8003	0.7684
R3	0.7947	0.7850	0.7642
R2	0.7793	0.7793	0.7628
R1	0.7696	0.7696	0.7614	0.7668
PP	0.7640	0.7640	0.7640	0.7626
S1	0.7543	0.7543	0.7585	0.7514
S2	0.7486	0.7486	0.7571
S3	0.7333	0.7389	0.7557
S4	0.7179	0.7236	0.7515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7646	0.7509	0.0138	1.8%	0.0044	0.6%	15%	False	True	81,980
10	0.7754	0.7509	0.0246	3.3%	0.0051	0.7%	8%	False	True	59,401
20	0.7817	0.7509	0.0309	4.1%	0.0058	0.8%	6%	False	True	31,173
40	0.7875	0.7509	0.0367	4.9%	0.0055	0.7%	5%	False	True	16,181
60	0.8000	0.7509	0.0492	6.5%	0.0051	0.7%	4%	False	True	10,827
80	0.8000	0.7509	0.0492	6.5%	0.0050	0.7%	4%	False	True	8,152

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7666
2.618	0.7617
1.618	0.7587
1.000	0.7569
0.618	0.7557
HIGH	0.7539
0.618	0.7527
0.500	0.7524
0.382	0.7520
LOW	0.7509
0.618	0.7490
1.000	0.7479
1.618	0.7460
2.618	0.7430
4.250	0.7381

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	0.7527	0.7549
PP	0.7525	0.7542
S1	0.7524	0.7535

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

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