CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 25-Jun-2018

Day Change Summary
	Previous	Current
	22-Jun-2018	25-Jun-2018	Change	Change %	Previous Week
Open	0.7520	0.7549	0.0030	0.4%	0.7589
High	0.7553	0.7549	-0.0004	0.0%	0.7611
Low	0.7483	0.7517	0.0034	0.5%	0.7483
Close	0.7542	0.7526	-0.0016	-0.2%	0.7542
Range	0.0070	0.0033	-0.0038	-53.6%	0.0129
ATR	0.0056	0.0054	-0.0002	-3.0%	0.0000
Volume	108,659	67,801	-40,858	-37.6%	410,634

Daily Pivots for day following 25-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7609	0.7543
R3	0.7595	0.7577	0.7534
R2	0.7563	0.7563	0.7531
R1	0.7544	0.7544	0.7528	0.7537
PP	0.7530	0.7530	0.7530	0.7527
S1	0.7512	0.7512	0.7523	0.7505
S2	0.7498	0.7498	0.7520
S3	0.7465	0.7479	0.7517
S4	0.7433	0.7447	0.7508

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7865	0.7612
R3	0.7802	0.7736	0.7577
R2	0.7674	0.7674	0.7565
R1	0.7608	0.7608	0.7553	0.7576
PP	0.7545	0.7545	0.7545	0.7529
S1	0.7479	0.7479	0.7530	0.7448
S2	0.7417	0.7417	0.7518
S3	0.7288	0.7351	0.7506
S4	0.7160	0.7222	0.7471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7589	0.7483	0.0107	1.4%	0.0043	0.6%	40%	False	False	81,112
10	0.7737	0.7483	0.0254	3.4%	0.0050	0.7%	17%	False	False	74,175
20	0.7817	0.7483	0.0335	4.4%	0.0058	0.8%	13%	False	False	39,863
40	0.7875	0.7483	0.0393	5.2%	0.0055	0.7%	11%	False	False	20,579
60	0.8000	0.7483	0.0518	6.9%	0.0052	0.7%	8%	False	False	13,765
80	0.8000	0.7483	0.0518	6.9%	0.0051	0.7%	8%	False	False	10,352

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7687
2.618	0.7634
1.618	0.7602
1.000	0.7582
0.618	0.7569
HIGH	0.7549
0.618	0.7537
0.500	0.7533
0.382	0.7529
LOW	0.7517
0.618	0.7496
1.000	0.7484
1.618	0.7464
2.618	0.7431
4.250	0.7378

Fisher Pivots for day following 25-Jun-2018
Pivot	1 day	3 day
R1	0.7533	0.7523
PP	0.7530	0.7520
S1	0.7528	0.7518

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

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