CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.7709	0.7655	-0.0054	-0.7%	0.7684
High	0.7709	0.7668	-0.0042	-0.5%	0.7763
Low	0.7642	0.7572	-0.0070	-0.9%	0.7642
Close	0.7665	0.7590	-0.0074	-1.0%	0.7665
Range	0.0068	0.0095	0.0028	41.5%	0.0121
ATR	0.0052	0.0055	0.0003	6.0%	0.0000
Volume	117,833	107,355	-10,478	-8.9%	423,771

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7839	0.7643
R3	0.7801	0.7743	0.7616
R2	0.7705	0.7705	0.7608
R1	0.7648	0.7648	0.7599	0.7629
PP	0.7610	0.7610	0.7610	0.7600
S1	0.7552	0.7552	0.7581	0.7533
S2	0.7514	0.7514	0.7572
S3	0.7419	0.7457	0.7564
S4	0.7323	0.7361	0.7537

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7981	0.7731
R3	0.7933	0.7859	0.7698
R2	0.7811	0.7811	0.7687
R1	0.7738	0.7738	0.7676	0.7714
PP	0.7690	0.7690	0.7690	0.7678
S1	0.7616	0.7616	0.7653	0.7592
S2	0.7568	0.7568	0.7642
S3	0.7447	0.7495	0.7631
S4	0.7325	0.7373	0.7598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7763	0.7572	0.0191	2.5%	0.0063	0.8%	9%	False	True	90,683
10	0.7763	0.7572	0.0191	2.5%	0.0056	0.7%	9%	False	True	80,258
20	0.7763	0.7572	0.0191	2.5%	0.0055	0.7%	9%	False	True	73,498
40	0.7763	0.7531	0.0232	3.1%	0.0052	0.7%	25%	False	False	70,303
60	0.7763	0.7481	0.0283	3.7%	0.0051	0.7%	39%	False	False	70,703
80	0.7875	0.7481	0.0395	5.2%	0.0053	0.7%	28%	False	False	53,774
100	0.8000	0.7481	0.0520	6.8%	0.0052	0.7%	21%	False	False	43,058
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	21%	False	False	35,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8073
2.618	0.7918
1.618	0.7822
1.000	0.7763
0.618	0.7727
HIGH	0.7668
0.618	0.7631
0.500	0.7620
0.382	0.7608
LOW	0.7572
0.618	0.7513
1.000	0.7477
1.618	0.7417
2.618	0.7322
4.250	0.7166

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.7620	0.7662
PP	0.7610	0.7638
S1	0.7600	0.7614

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

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