CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 08-Aug-2018

Day Change Summary
	Previous	Current
	07-Aug-2018	08-Aug-2018	Change	Change %	Previous Week
Open	0.7695	0.7662	-0.0033	-0.4%	0.7664
High	0.7720	0.7694	-0.0026	-0.3%	0.7719
Low	0.7653	0.7627	-0.0026	-0.3%	0.7642
Close	0.7659	0.7690	0.0031	0.4%	0.7710
Range	0.0067	0.0067	0.0000	0.7%	0.0078
ATR	0.0050	0.0051	0.0001	2.5%	0.0000
Volume	68,339	90,565	22,226	32.5%	366,210

Daily Pivots for day following 08-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7847	0.7726
R3	0.7804	0.7780	0.7708
R2	0.7737	0.7737	0.7702
R1	0.7713	0.7713	0.7696	0.7725
PP	0.7670	0.7670	0.7670	0.7676
S1	0.7646	0.7646	0.7683	0.7658
S2	0.7603	0.7603	0.7677
S3	0.7536	0.7579	0.7671
S4	0.7469	0.7512	0.7653

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	0.7720	0.7627	0.0093	1.2%	0.0047	0.6%	68%	False	True	66,656
10	0.7720	0.7627	0.0093	1.2%	0.0045	0.6%	68%	False	True	69,467
20	0.7720	0.7531	0.0189	2.5%	0.0050	0.7%	84%	False	False	67,379
40	0.7737	0.7481	0.0256	3.3%	0.0051	0.7%	82%	False	False	71,842
60	0.7866	0.7481	0.0386	5.0%	0.0054	0.7%	54%	False	False	49,844
80	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	40%	False	False	37,434
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	40%	False	False	29,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7978
2.618	0.7869
1.618	0.7802
1.000	0.7760
0.618	0.7735
HIGH	0.7694
0.618	0.7668
0.500	0.7660
0.382	0.7652
LOW	0.7627
0.618	0.7585
1.000	0.7560
1.618	0.7518
2.618	0.7451
4.250	0.7342

Fisher Pivots for day following 08-Aug-2018
Pivot	1 day	3 day
R1	0.7680	0.7684
PP	0.7670	0.7679
S1	0.7660	0.7673

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

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