CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 12-Jul-2018

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	0.7627	0.7576	-0.0051	-0.7%	0.7613
High	0.7669	0.7613	-0.0057	-0.7%	0.7656
Low	0.7575	0.7574	-0.0001	0.0%	0.7570
Close	0.7586	0.7601	0.0015	0.2%	0.7641
Range	0.0094	0.0039	-0.0056	-59.0%	0.0086
ATR	0.0052	0.0051	-0.0001	-1.9%	0.0000
Volume	107,732	54,443	-53,289	-49.5%	245,346

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7694	0.7622
R3	0.7673	0.7656	0.7611
R2	0.7634	0.7634	0.7608
R1	0.7617	0.7617	0.7604	0.7626
PP	0.7596	0.7596	0.7596	0.7600
S1	0.7579	0.7579	0.7597	0.7587
S2	0.7557	0.7557	0.7593
S3	0.7519	0.7540	0.7590
S4	0.7480	0.7502	0.7579

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	0.7669	0.7574	0.0095	1.2%	0.0047	0.6%	28%	False	True	62,700
10	0.7669	0.7501	0.0169	2.2%	0.0050	0.7%	59%	False	False	70,143
20	0.7737	0.7481	0.0256	3.4%	0.0050	0.7%	47%	False	False	77,095
40	0.7866	0.7481	0.0386	5.1%	0.0055	0.7%	31%	False	False	42,435
60	0.7988	0.7481	0.0508	6.7%	0.0053	0.7%	24%	False	False	28,358
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	23%	False	False	21,290

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7713
1.618	0.7675
1.000	0.7651
0.618	0.7636
HIGH	0.7613
0.618	0.7598
0.500	0.7593
0.382	0.7589
LOW	0.7574
0.618	0.7550
1.000	0.7536
1.618	0.7512
2.618	0.7473
4.250	0.7410

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	0.7598	0.7622
PP	0.7596	0.7615
S1	0.7593	0.7608

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

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