CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 06-Aug-2018

Day Change Summary
	Previous	Current
	03-Aug-2018	06-Aug-2018	Change	Change %	Previous Week
Open	0.7682	0.7704	0.0022	0.3%	0.7664
High	0.7719	0.7705	-0.0014	-0.2%	0.7719
Low	0.7674	0.7673	-0.0001	0.0%	0.7642
Close	0.7710	0.7695	-0.0015	-0.2%	0.7710
Range	0.0045	0.0032	-0.0013	-28.9%	0.0078
ATR	0.0049	0.0048	-0.0001	-1.8%	0.0000
Volume	78,474	40,986	-37,488	-47.8%	366,210

Daily Pivots for day following 06-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7773	0.7713
R3	0.7755	0.7741	0.7704
R2	0.7723	0.7723	0.7701
R1	0.7709	0.7709	0.7698	0.7700
PP	0.7691	0.7691	0.7691	0.7687
S1	0.7677	0.7677	0.7692	0.7668
S2	0.7659	0.7659	0.7689
S3	0.7627	0.7645	0.7686
S4	0.7595	0.7613	0.7677

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7894	0.7753
R3	0.7845	0.7816	0.7731
R2	0.7768	0.7768	0.7724
R1	0.7739	0.7739	0.7717	0.7753
PP	0.7690	0.7690	0.7690	0.7697
S1	0.7661	0.7661	0.7703	0.7676
S2	0.7613	0.7613	0.7696
S3	0.7535	0.7584	0.7689
S4	0.7458	0.7506	0.7667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7719	0.7642	0.0078	1.0%	0.0041	0.5%	69%	False	False	70,023
10	0.7719	0.7587	0.0132	1.7%	0.0043	0.6%	82%	False	False	68,698
20	0.7719	0.7531	0.0188	2.4%	0.0049	0.6%	87%	False	False	67,109
40	0.7737	0.7481	0.0256	3.3%	0.0049	0.6%	84%	False	False	69,305
60	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	54%	False	False	47,199
80	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	41%	False	False	35,448
100	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	41%	False	False	28,378

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7789
1.618	0.7757
1.000	0.7737
0.618	0.7725
HIGH	0.7705
0.618	0.7693
0.500	0.7689
0.382	0.7685
LOW	0.7673
0.618	0.7653
1.000	0.7641
1.618	0.7621
2.618	0.7589
4.250	0.7537

Fisher Pivots for day following 06-Aug-2018
Pivot	1 day	3 day
R1	0.7693	0.7696
PP	0.7691	0.7696
S1	0.7689	0.7695

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

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