CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	27-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	0.7684	0.7719	0.0035	0.5%	0.7665
High	0.7724	0.7763	0.0040	0.5%	0.7703
Low	0.7656	0.7706	0.0051	0.7%	0.7634
Close	0.7716	0.7736	0.0020	0.3%	0.7679
Range	0.0068	0.0057	-0.0011	-16.2%	0.0069
ATR	0.0051	0.0051	0.0000	0.9%	0.0000
Volume	77,711	71,738	-5,973	-7.7%	322,530

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7878	0.7767
R3	0.7849	0.7821	0.7752
R2	0.7792	0.7792	0.7746
R1	0.7764	0.7764	0.7741	0.7778
PP	0.7735	0.7735	0.7735	0.7742
S1	0.7707	0.7707	0.7731	0.7721
S2	0.7678	0.7678	0.7726
S3	0.7621	0.7650	0.7720
S4	0.7564	0.7593	0.7705

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7848	0.7716
R3	0.7810	0.7779	0.7697
R2	0.7741	0.7741	0.7691
R1	0.7710	0.7710	0.7685	0.7725
PP	0.7672	0.7672	0.7672	0.7680
S1	0.7641	0.7641	0.7672	0.7656
S2	0.7603	0.7603	0.7666
S3	0.7534	0.7572	0.7660
S4	0.7465	0.7503	0.7641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7763	0.7634	0.0129	1.7%	0.0055	0.7%	79%	True	False	69,982
10	0.7763	0.7594	0.0170	2.2%	0.0051	0.7%	84%	True	False	66,953
20	0.7763	0.7594	0.0170	2.2%	0.0049	0.6%	84%	True	False	66,669
40	0.7763	0.7531	0.0232	3.0%	0.0049	0.6%	88%	True	False	66,631
60	0.7795	0.7481	0.0314	4.1%	0.0051	0.7%	81%	False	False	64,668
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	65%	False	False	49,018
100	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	49%	False	False	39,247
120	0.8000	0.7481	0.0520	6.7%	0.0050	0.6%	49%	False	False	32,722

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8005
2.618	0.7912
1.618	0.7855
1.000	0.7820
0.618	0.7798
HIGH	0.7763
0.618	0.7741
0.500	0.7735
0.382	0.7728
LOW	0.7706
0.618	0.7671
1.000	0.7649
1.618	0.7614
2.618	0.7557
4.250	0.7464

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	0.7736	0.7724
PP	0.7735	0.7711
S1	0.7735	0.7699

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

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