CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.7692	0.7696	0.0004	0.1%	0.7619
High	0.7713	0.7702	-0.0011	-0.1%	0.7685
Low	0.7679	0.7675	-0.0004	-0.1%	0.7587
Close	0.7703	0.7684	-0.0018	-0.2%	0.7659
Range	0.0034	0.0027	-0.0007	-22.1%	0.0097
ATR	0.0051	0.0049	-0.0002	-3.3%	0.0000
Volume	70,729	54,916	-15,813	-22.4%	330,974

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7752	0.7699
R3	0.7740	0.7725	0.7691
R2	0.7713	0.7713	0.7689
R1	0.7699	0.7699	0.7686	0.7693
PP	0.7687	0.7687	0.7687	0.7684
S1	0.7672	0.7672	0.7682	0.7666
S2	0.7660	0.7660	0.7679
S3	0.7634	0.7646	0.7677
S4	0.7607	0.7619	0.7669

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7895	0.7713
R3	0.7838	0.7797	0.7686
R2	0.7741	0.7741	0.7677
R1	0.7700	0.7700	0.7668	0.7721
PP	0.7644	0.7644	0.7644	0.7654
S1	0.7603	0.7603	0.7650	0.7623
S2	0.7546	0.7546	0.7641
S3	0.7449	0.7505	0.7632
S4	0.7351	0.7408	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7713	0.7642	0.0071	0.9%	0.0040	0.5%	59%	False	False	67,665
10	0.7713	0.7531	0.0182	2.4%	0.0050	0.6%	84%	False	False	71,063
20	0.7713	0.7531	0.0182	2.4%	0.0049	0.6%	84%	False	False	66,413
40	0.7754	0.7481	0.0274	3.6%	0.0050	0.6%	74%	False	False	66,701
60	0.7875	0.7481	0.0395	5.1%	0.0054	0.7%	52%	False	False	45,221
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	39%	False	False	33,958
100	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	39%	False	False	27,188

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7814
2.618	0.7771
1.618	0.7744
1.000	0.7728
0.618	0.7718
HIGH	0.7702
0.618	0.7691
0.500	0.7688
0.382	0.7685
LOW	0.7675
0.618	0.7659
1.000	0.7648
1.618	0.7632
2.618	0.7606
4.250	0.7562

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.7688	0.7682
PP	0.7687	0.7680
S1	0.7685	0.7677

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

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