CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	0.7617	0.7587	-0.0030	-0.4%	0.7643
High	0.7635	0.7605	-0.0030	-0.4%	0.7669
Low	0.7573	0.7550	-0.0023	-0.3%	0.7574
Close	0.7589	0.7597	0.0009	0.1%	0.7606
Range	0.0062	0.0056	-0.0007	-10.5%	0.0095
ATR	0.0049	0.0050	0.0000	0.9%	0.0000
Volume	55,091	62,874	7,783	14.1%	302,399

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7729	0.7628
R3	0.7695	0.7674	0.7612
R2	0.7639	0.7639	0.7607
R1	0.7618	0.7618	0.7602	0.7629
PP	0.7584	0.7584	0.7584	0.7589
S1	0.7563	0.7563	0.7592	0.7573
S2	0.7528	0.7528	0.7587
S3	0.7473	0.7507	0.7582
S4	0.7417	0.7452	0.7566

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	0.7635	0.7550	0.0086	1.1%	0.0044	0.6%	56%	False	True	54,588
10	0.7669	0.7550	0.0120	1.6%	0.0044	0.6%	40%	False	True	60,509
20	0.7669	0.7481	0.0189	2.5%	0.0047	0.6%	62%	False	False	71,286
40	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	30%	False	False	47,845
60	0.7875	0.7481	0.0395	5.2%	0.0052	0.7%	30%	False	False	31,989
80	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	22%	False	False	24,017

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7750
1.618	0.7695
1.000	0.7661
0.618	0.7639
HIGH	0.7605
0.618	0.7584
0.500	0.7577
0.382	0.7571
LOW	0.7550
0.618	0.7515
1.000	0.7494
1.618	0.7460
2.618	0.7404
4.250	0.7314

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	0.7590	0.7595
PP	0.7584	0.7594
S1	0.7577	0.7592

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

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