CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 16-Jul-2018

Day Change Summary
	Previous	Current
	13-Jul-2018	16-Jul-2018	Change	Change %	Previous Week
Open	0.7607	0.7606	-0.0001	0.0%	0.7643
High	0.7612	0.7635	0.0023	0.3%	0.7669
Low	0.7579	0.7605	0.0027	0.3%	0.7574
Close	0.7606	0.7616	0.0010	0.1%	0.7606
Range	0.0033	0.0030	-0.0003	-9.1%	0.0095
ATR	0.0050	0.0048	-0.0001	-2.8%	0.0000
Volume	49,872	50,661	789	1.6%	302,399

Daily Pivots for day following 16-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7692	0.7632
R3	0.7679	0.7662	0.7624
R2	0.7649	0.7649	0.7621
R1	0.7632	0.7632	0.7618	0.7640
PP	0.7619	0.7619	0.7619	0.7623
S1	0.7602	0.7602	0.7613	0.7610
S2	0.7589	0.7589	0.7610
S3	0.7559	0.7572	0.7607
S4	0.7529	0.7542	0.7599

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%	0.0044	0.6%	44%	False	False	61,697
10	0.7669	0.7570	0.0099	1.3%	0.0042	0.6%	46%	False	False	59,840
20	0.7669	0.7481	0.0189	2.5%	0.0046	0.6%	72%	False	False	72,774
40	0.7866	0.7481	0.0386	5.1%	0.0054	0.7%	35%	False	False	44,915
60	0.7931	0.7481	0.0450	5.9%	0.0052	0.7%	30%	False	False	30,029
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	26%	False	False	22,545

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7763
2.618	0.7714
1.618	0.7684
1.000	0.7665
0.618	0.7654
HIGH	0.7635
0.618	0.7624
0.500	0.7620
0.382	0.7616
LOW	0.7605
0.618	0.7586
1.000	0.7575
1.618	0.7556
2.618	0.7526
4.250	0.7478

Fisher Pivots for day following 16-Jul-2018
Pivot	1 day	3 day
R1	0.7620	0.7612
PP	0.7619	0.7608
S1	0.7617	0.7605

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

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