CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	0.7643	0.7634	-0.0009	-0.1%	0.7613
High	0.7663	0.7643	-0.0020	-0.3%	0.7656
Low	0.7630	0.7616	-0.0014	-0.2%	0.7570
Close	0.7637	0.7631	-0.0006	-0.1%	0.7641
Range	0.0033	0.0027	-0.0006	-19.7%	0.0086
ATR	0.0051	0.0049	-0.0002	-3.4%	0.0000
Volume	44,571	45,781	1,210	2.7%	245,346

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7697	0.7646
R3	0.7683	0.7670	0.7638
R2	0.7656	0.7656	0.7636
R1	0.7644	0.7644	0.7633	0.7637
PP	0.7630	0.7630	0.7630	0.7626
S1	0.7617	0.7617	0.7629	0.7610
S2	0.7603	0.7603	0.7626
S3	0.7577	0.7591	0.7624
S4	0.7550	0.7564	0.7616

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	0.7581	0.0082	1.1%	0.0035	0.5%	62%	False	False	56,116
10	0.7663	0.7481	0.0182	2.4%	0.0045	0.6%	83%	False	False	71,435
20	0.7737	0.7481	0.0256	3.4%	0.0048	0.6%	59%	False	False	72,805
40	0.7866	0.7481	0.0386	5.1%	0.0054	0.7%	39%	False	False	38,386
60	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	29%	False	False	25,657
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	29%	False	False	19,267

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7712
1.618	0.7685
1.000	0.7669
0.618	0.7659
HIGH	0.7643
0.618	0.7632
0.500	0.7629
0.382	0.7626
LOW	0.7616
0.618	0.7600
1.000	0.7590
1.618	0.7573
2.618	0.7547
4.250	0.7503

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	0.7630	0.7638
PP	0.7630	0.7636
S1	0.7629	0.7633

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

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