CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	0.7529	0.7512	-0.0018	-0.2%	0.7589
High	0.7543	0.7563	0.0020	0.3%	0.7611
Low	0.7481	0.7501	0.0020	0.3%	0.7483
Close	0.7523	0.7546	0.0023	0.3%	0.7542
Range	0.0062	0.0062	0.0000	0.0%	0.0129
ATR	0.0053	0.0054	0.0001	1.2%	0.0000
Volume	102,640	90,525	-12,115	-11.8%	410,634

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7696	0.7580
R3	0.7660	0.7634	0.7563
R2	0.7598	0.7598	0.7557
R1	0.7572	0.7572	0.7551	0.7585
PP	0.7536	0.7536	0.7536	0.7543
S1	0.7510	0.7510	0.7540	0.7523
S2	0.7474	0.7474	0.7534
S3	0.7412	0.7448	0.7528
S4	0.7350	0.7386	0.7511

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	0.7563	0.7481	0.0082	1.1%	0.0051	0.7%	79%	True	False	88,415
10	0.7646	0.7481	0.0166	2.2%	0.0047	0.6%	39%	False	False	85,197
20	0.7795	0.7481	0.0314	4.2%	0.0052	0.7%	21%	False	False	52,493
40	0.7875	0.7481	0.0395	5.2%	0.0056	0.7%	16%	False	False	27,206
60	0.8000	0.7481	0.0520	6.9%	0.0051	0.7%	13%	False	False	18,188
80	0.8000	0.7481	0.0520	6.9%	0.0050	0.7%	13%	False	False	13,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011

Fibonacci Retracements and Extensions
4.250	0.7826
2.618	0.7725
1.618	0.7663
1.000	0.7625
0.618	0.7601
HIGH	0.7563
0.618	0.7539
0.500	0.7532
0.382	0.7524
LOW	0.7501
0.618	0.7462
1.000	0.7439
1.618	0.7400
2.618	0.7338
4.250	0.7237

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	0.7541	0.7538
PP	0.7536	0.7530
S1	0.7532	0.7522

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

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