CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.7603	0.7665	0.0062	0.8%	0.7609
High	0.7666	0.7674	0.0009	0.1%	0.7667
Low	0.7597	0.7642	0.0045	0.6%	0.7594
Close	0.7665	0.7665	0.0001	0.0%	0.7665
Range	0.0068	0.0033	-0.0036	-52.6%	0.0073
ATR	0.0052	0.0051	-0.0001	-2.7%	0.0000
Volume	70,423	51,076	-19,347	-27.5%	319,631

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7758	0.7744	0.7683
R3	0.7725	0.7711	0.7674
R2	0.7693	0.7693	0.7671
R1	0.7679	0.7679	0.7668	0.7686
PP	0.7660	0.7660	0.7660	0.7664
S1	0.7646	0.7646	0.7662	0.7653
S2	0.7628	0.7628	0.7659
S3	0.7595	0.7614	0.7656
S4	0.7563	0.7581	0.7647

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7836	0.7705
R3	0.7788	0.7763	0.7685
R2	0.7715	0.7715	0.7678
R1	0.7690	0.7690	0.7671	0.7702
PP	0.7642	0.7642	0.7642	0.7648
S1	0.7616	0.7616	0.7658	0.7629
S2	0.7568	0.7568	0.7651
S3	0.7495	0.7543	0.7644
S4	0.7422	0.7470	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7674	0.7594	0.0081	1.1%	0.0051	0.7%	89%	True	False	61,968
10	0.7720	0.7594	0.0126	1.6%	0.0054	0.7%	57%	False	False	66,738
20	0.7720	0.7587	0.0133	1.7%	0.0049	0.6%	59%	False	False	67,718
40	0.7720	0.7481	0.0239	3.1%	0.0050	0.6%	77%	False	False	68,648
60	0.7817	0.7481	0.0337	4.4%	0.0053	0.7%	55%	False	False	57,960
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	47%	False	False	43,768
100	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	36%	False	False	35,042
120	0.8000	0.7481	0.0520	6.8%	0.0050	0.7%	36%	False	False	29,221

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7812
2.618	0.7759
1.618	0.7727
1.000	0.7707
0.618	0.7694
HIGH	0.7674
0.618	0.7662
0.500	0.7658
0.382	0.7654
LOW	0.7642
0.618	0.7621
1.000	0.7609
1.618	0.7589
2.618	0.7556
4.250	0.7503

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.7663	0.7655
PP	0.7660	0.7645
S1	0.7658	0.7634

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

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