CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 24-Jul-2018

Day Change Summary
	Previous	Current
	23-Jul-2018	24-Jul-2018	Change	Change %	Previous Week
Open	0.7619	0.7600	-0.0020	-0.3%	0.7606
High	0.7633	0.7620	-0.0013	-0.2%	0.7635
Low	0.7594	0.7587	-0.0007	-0.1%	0.7531
Close	0.7597	0.7607	0.0009	0.1%	0.7622
Range	0.0039	0.0033	-0.0006	-15.6%	0.0104
ATR	0.0054	0.0052	-0.0002	-2.8%	0.0000
Volume	51,187	52,351	1,164	2.3%	346,191

Daily Pivots for day following 24-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7687	0.7624
R3	0.7669	0.7654	0.7615
R2	0.7637	0.7637	0.7612
R1	0.7622	0.7622	0.7609	0.7629
PP	0.7604	0.7604	0.7604	0.7608
S1	0.7589	0.7589	0.7604	0.7597
S2	0.7572	0.7572	0.7601
S3	0.7539	0.7557	0.7598
S4	0.7507	0.7524	0.7589

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7869	0.7679
R3	0.7804	0.7765	0.7651
R2	0.7700	0.7700	0.7641
R1	0.7661	0.7661	0.7632	0.7681
PP	0.7596	0.7596	0.7596	0.7606
S1	0.7557	0.7557	0.7612	0.7577
S2	0.7492	0.7492	0.7603
S3	0.7388	0.7453	0.7593
S4	0.7284	0.7349	0.7565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7633	0.7531	0.0102	1.3%	0.0060	0.8%	74%	False	False	68,795
10	0.7669	0.7531	0.0138	1.8%	0.0056	0.7%	55%	False	False	66,177
20	0.7669	0.7481	0.0189	2.5%	0.0051	0.7%	67%	False	False	68,806
40	0.7817	0.7481	0.0337	4.4%	0.0054	0.7%	37%	False	False	54,335
60	0.7875	0.7481	0.0395	5.2%	0.0054	0.7%	32%	False	False	36,654
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	24%	False	False	27,526
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	24%	False	False	22,043

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7705
1.618	0.7672
1.000	0.7652
0.618	0.7640
HIGH	0.7620
0.618	0.7607
0.500	0.7603
0.382	0.7599
LOW	0.7587
0.618	0.7567
1.000	0.7555
1.618	0.7534
2.618	0.7502
4.250	0.7449

Fisher Pivots for day following 24-Jul-2018
Pivot	1 day	3 day
R1	0.7605	0.7598
PP	0.7604	0.7590
S1	0.7603	0.7582

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

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