CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 13-Jul-2018

Day Change Summary
	Previous	Current
	12-Jul-2018	13-Jul-2018	Change	Change %	Previous Week
Open	0.7576	0.7607	0.0031	0.4%	0.7643
High	0.7613	0.7612	-0.0001	0.0%	0.7669
Low	0.7574	0.7579	0.0005	0.1%	0.7574
Close	0.7601	0.7606	0.0006	0.1%	0.7606
Range	0.0039	0.0033	-0.0005	-14.3%	0.0095
ATR	0.0051	0.0050	-0.0001	-2.5%	0.0000
Volume	54,443	49,872	-4,571	-8.4%	302,399

Daily Pivots for day following 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7685	0.7624
R3	0.7665	0.7652	0.7615
R2	0.7632	0.7632	0.7612
R1	0.7619	0.7619	0.7609	0.7609
PP	0.7599	0.7599	0.7599	0.7594
S1	0.7586	0.7586	0.7603	0.7576
S2	0.7566	0.7566	0.7600
S3	0.7533	0.7553	0.7597
S4	0.7500	0.7520	0.7588

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7849	0.7658
R3	0.7806	0.7754	0.7632
R2	0.7711	0.7711	0.7623
R1	0.7659	0.7659	0.7615	0.7638
PP	0.7616	0.7616	0.7616	0.7606
S1	0.7564	0.7564	0.7597	0.7542
S2	0.7521	0.7521	0.7589
S3	0.7426	0.7469	0.7580
S4	0.7331	0.7374	0.7554

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%	0.0045	0.6%	34%	False	False	60,479
10	0.7669	0.7546	0.0123	1.6%	0.0047	0.6%	49%	False	False	66,078
20	0.7669	0.7481	0.0189	2.5%	0.0047	0.6%	67%	False	False	75,637
40	0.7866	0.7481	0.0386	5.1%	0.0054	0.7%	33%	False	False	43,673
60	0.7962	0.7481	0.0481	6.3%	0.0052	0.7%	26%	False	False	29,187
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	24%	False	False	21,913

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

Fibonacci Retracements and Extensions
4.250	0.7752
2.618	0.7698
1.618	0.7665
1.000	0.7645
0.618	0.7632
HIGH	0.7612
0.618	0.7599
0.500	0.7595
0.382	0.7591
LOW	0.7579
0.618	0.7558
1.000	0.7545
1.618	0.7525
2.618	0.7492
4.250	0.7438

Fisher Pivots for day following 13-Jul-2018
Pivot	1 day	3 day
R1	0.7602	0.7622
PP	0.7599	0.7616
S1	0.7595	0.7611

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

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