CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 26-Jun-2018

Day Change Summary
	Previous	Current
	25-Jun-2018	26-Jun-2018	Change	Change %	Previous Week
Open	0.7549	0.7535	-0.0015	-0.2%	0.7589
High	0.7549	0.7541	-0.0009	-0.1%	0.7611
Low	0.7517	0.7514	-0.0003	0.0%	0.7483
Close	0.7526	0.7532	0.0006	0.1%	0.7542
Range	0.0033	0.0027	-0.0006	-16.9%	0.0129
ATR	0.0054	0.0052	-0.0002	-3.6%	0.0000
Volume	67,801	72,450	4,649	6.9%	410,634

Daily Pivots for day following 26-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7598	0.7546
R3	0.7583	0.7571	0.7539
R2	0.7556	0.7556	0.7536
R1	0.7544	0.7544	0.7534	0.7536
PP	0.7529	0.7529	0.7529	0.7525
S1	0.7517	0.7517	0.7529	0.7509
S2	0.7502	0.7502	0.7527
S3	0.7475	0.7490	0.7524
S4	0.7448	0.7463	0.7517

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	0.7553	0.7483	0.0070	0.9%	0.0038	0.5%	70%	False	False	80,630
10	0.7737	0.7483	0.0254	3.4%	0.0050	0.7%	19%	False	False	77,647
20	0.7817	0.7483	0.0335	4.4%	0.0057	0.8%	15%	False	False	43,418
40	0.7875	0.7483	0.0393	5.2%	0.0055	0.7%	12%	False	False	22,386
60	0.8000	0.7483	0.0518	6.9%	0.0051	0.7%	9%	False	False	14,972
80	0.8000	0.7483	0.0518	6.9%	0.0050	0.7%	9%	False	False	11,256

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 44 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7611
1.618	0.7584
1.000	0.7568
0.618	0.7557
HIGH	0.7541
0.618	0.7530
0.500	0.7527
0.382	0.7524
LOW	0.7514
0.618	0.7497
1.000	0.7487
1.618	0.7470
2.618	0.7443
4.250	0.7399

Fisher Pivots for day following 26-Jun-2018
Pivot	1 day	3 day
R1	0.7530	0.7527
PP	0.7529	0.7522
S1	0.7527	0.7518

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

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