CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 30-Aug-2018

Day Change Summary
	Previous	Current
	29-Aug-2018	30-Aug-2018	Change	Change %	Previous Week
Open	0.7735	0.7748	0.0013	0.2%	0.7665
High	0.7753	0.7753	-0.0001	0.0%	0.7703
Low	0.7716	0.7695	-0.0021	-0.3%	0.7634
Close	0.7745	0.7701	-0.0044	-0.6%	0.7679
Range	0.0037	0.0058	0.0021	56.8%	0.0069
ATR	0.0050	0.0051	0.0001	1.1%	0.0000
Volume	76,903	79,586	2,683	3.5%	322,530

Daily Pivots for day following 30-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7890	0.7853	0.7733
R3	0.7832	0.7795	0.7717
R2	0.7774	0.7774	0.7712
R1	0.7737	0.7737	0.7706	0.7727
PP	0.7716	0.7716	0.7716	0.7711
S1	0.7680	0.7680	0.7696	0.7669
S2	0.7658	0.7658	0.7690
S3	0.7600	0.7622	0.7685
S4	0.7542	0.7564	0.7669

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%	52%	False	False	74,432
10	0.7763	0.7597	0.0166	2.2%	0.0050	0.6%	63%	False	False	69,889
20	0.7763	0.7594	0.0170	2.2%	0.0050	0.7%	63%	False	False	68,211
40	0.7763	0.7531	0.0232	3.0%	0.0050	0.6%	73%	False	False	67,312
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	78%	False	False	67,204
80	0.7875	0.7481	0.0395	5.1%	0.0053	0.7%	56%	False	False	50,969
100	0.8000	0.7481	0.0520	6.7%	0.0051	0.7%	42%	False	False	40,808
120	0.8000	0.7481	0.0520	6.7%	0.0050	0.7%	42%	False	False	34,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7999
2.618	0.7904
1.618	0.7846
1.000	0.7810
0.618	0.7788
HIGH	0.7753
0.618	0.7730
0.500	0.7724
0.382	0.7717
LOW	0.7695
0.618	0.7659
1.000	0.7637
1.618	0.7601
2.618	0.7543
4.250	0.7448

Fisher Pivots for day following 30-Aug-2018
Pivot	1 day	3 day
R1	0.7724	0.7729
PP	0.7716	0.7720
S1	0.7709	0.7710

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

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