CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 29-Jun-2018

Day Change Summary
	Previous	Current
	28-Jun-2018	29-Jun-2018	Change	Change %	Previous Week
Open	0.7512	0.7551	0.0039	0.5%	0.7549
High	0.7563	0.7626	0.0063	0.8%	0.7626
Low	0.7501	0.7546	0.0046	0.6%	0.7481
Close	0.7546	0.7616	0.0071	0.9%	0.7616
Range	0.0062	0.0080	0.0018	28.2%	0.0145
ATR	0.0054	0.0055	0.0002	3.5%	0.0000
Volume	90,525	113,037	22,512	24.9%	446,453

Daily Pivots for day following 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7834	0.7805	0.7660
R3	0.7755	0.7725	0.7638
R2	0.7675	0.7675	0.7631
R1	0.7646	0.7646	0.7623	0.7661
PP	0.7596	0.7596	0.7596	0.7603
S1	0.7566	0.7566	0.7609	0.7581
S2	0.7516	0.7516	0.7601
S3	0.7437	0.7487	0.7594
S4	0.7357	0.7407	0.7572

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7958	0.7696
R3	0.7864	0.7813	0.7656
R2	0.7719	0.7719	0.7643
R1	0.7668	0.7668	0.7629	0.7693
PP	0.7574	0.7574	0.7574	0.7587
S1	0.7523	0.7523	0.7603	0.7548
S2	0.7429	0.7429	0.7589
S3	0.7284	0.7378	0.7576
S4	0.7139	0.7233	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7626	0.7481	0.0145	1.9%	0.0053	0.7%	93%	True	False	89,290
10	0.7626	0.7481	0.0145	1.9%	0.0049	0.6%	93%	True	False	85,708
20	0.7795	0.7481	0.0314	4.1%	0.0054	0.7%	43%	False	False	58,041
40	0.7875	0.7481	0.0395	5.2%	0.0057	0.7%	34%	False	False	30,029
60	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	26%	False	False	20,072
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	26%	False	False	15,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7963
2.618	0.7834
1.618	0.7754
1.000	0.7705
0.618	0.7675
HIGH	0.7626
0.618	0.7595
0.500	0.7586
0.382	0.7576
LOW	0.7546
0.618	0.7497
1.000	0.7467
1.618	0.7417
2.618	0.7338
4.250	0.7208

Fisher Pivots for day following 29-Jun-2018
Pivot	1 day	3 day
R1	0.7606	0.7595
PP	0.7596	0.7574
S1	0.7586	0.7553

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

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