CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 09-Jul-2018

Day Change Summary
	Previous	Current
	06-Jul-2018	09-Jul-2018	Change	Change %	Previous Week
Open	0.7621	0.7643	0.0022	0.3%	0.7613
High	0.7656	0.7663	0.0007	0.1%	0.7656
Low	0.7614	0.7630	0.0016	0.2%	0.7570
Close	0.7641	0.7637	-0.0004	-0.1%	0.7641
Range	0.0043	0.0033	-0.0010	-22.4%	0.0086
ATR	0.0052	0.0051	-0.0001	-2.6%	0.0000
Volume	60,973	44,571	-16,402	-26.9%	245,346

Daily Pivots for day following 09-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7722	0.7655
R3	0.7709	0.7689	0.7646
R2	0.7676	0.7676	0.7643
R1	0.7657	0.7657	0.7640	0.7650
PP	0.7643	0.7643	0.7643	0.7640
S1	0.7624	0.7624	0.7634	0.7617
S2	0.7610	0.7610	0.7631
S3	0.7577	0.7591	0.7628
S4	0.7544	0.7558	0.7619

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7847	0.7688
R3	0.7794	0.7761	0.7665
R2	0.7708	0.7708	0.7657
R1	0.7675	0.7675	0.7649	0.7692
PP	0.7622	0.7622	0.7622	0.7631
S1	0.7589	0.7589	0.7633	0.7606
S2	0.7536	0.7536	0.7625
S3	0.7450	0.7503	0.7617
S4	0.7364	0.7417	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7663	0.7570	0.0093	1.2%	0.0040	0.5%	72%	True	False	57,983
10	0.7663	0.7481	0.0182	2.4%	0.0046	0.6%	86%	True	False	73,637
20	0.7737	0.7481	0.0256	3.4%	0.0049	0.6%	61%	False	False	71,502
40	0.7875	0.7481	0.0395	5.2%	0.0054	0.7%	40%	False	False	37,244
60	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	30%	False	False	24,895
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	30%	False	False	18,696

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7803
2.618	0.7749
1.618	0.7716
1.000	0.7695
0.618	0.7683
HIGH	0.7663
0.618	0.7650
0.500	0.7646
0.382	0.7642
LOW	0.7630
0.618	0.7609
1.000	0.7597
1.618	0.7576
2.618	0.7543
4.250	0.7489

Fisher Pivots for day following 09-Jul-2018
Pivot	1 day	3 day
R1	0.7646	0.7636
PP	0.7643	0.7636
S1	0.7640	0.7635

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

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