CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	0.7662	0.7687	0.0025	0.3%	0.7664
High	0.7694	0.7697	0.0004	0.0%	0.7719
Low	0.7627	0.7659	0.0032	0.4%	0.7642
Close	0.7690	0.7675	-0.0015	-0.2%	0.7710
Range	0.0067	0.0039	-0.0028	-42.5%	0.0078
ATR	0.0051	0.0050	-0.0001	-1.7%	0.0000
Volume	90,565	48,642	-41,923	-46.3%	366,210

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7792	0.7772	0.7696
R3	0.7754	0.7733	0.7685
R2	0.7715	0.7715	0.7682
R1	0.7695	0.7695	0.7678	0.7686
PP	0.7677	0.7677	0.7677	0.7672
S1	0.7656	0.7656	0.7671	0.7647
S2	0.7638	0.7638	0.7667
S3	0.7600	0.7618	0.7664
S4	0.7561	0.7579	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%	0.0050	0.6%	52%	False	False	65,401
10	0.7720	0.7627	0.0093	1.2%	0.0045	0.6%	52%	False	False	66,533
20	0.7720	0.7531	0.0189	2.5%	0.0050	0.7%	76%	False	False	67,088
40	0.7737	0.7481	0.0256	3.3%	0.0050	0.7%	76%	False	False	72,092
60	0.7866	0.7481	0.0386	5.0%	0.0053	0.7%	50%	False	False	50,653
80	0.7988	0.7481	0.0508	6.6%	0.0052	0.7%	38%	False	False	38,041
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	37%	False	False	30,450

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7798
1.618	0.7759
1.000	0.7736
0.618	0.7721
HIGH	0.7697
0.618	0.7682
0.500	0.7678
0.382	0.7673
LOW	0.7659
0.618	0.7635
1.000	0.7620
1.618	0.7596
2.618	0.7558
4.250	0.7495

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	0.7678	0.7674
PP	0.7677	0.7674
S1	0.7676	0.7673

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

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