CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.7655	0.7588	-0.0067	-0.9%	0.7684
High	0.7668	0.7602	-0.0066	-0.9%	0.7763
Low	0.7572	0.7574	0.0001	0.0%	0.7642
Close	0.7590	0.7584	-0.0007	-0.1%	0.7665
Range	0.0095	0.0028	-0.0067	-70.7%	0.0121
ATR	0.0055	0.0053	-0.0002	-3.5%	0.0000
Volume	107,355	77,341	-30,014	-28.0%	423,771

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7670	0.7655	0.7599
R3	0.7642	0.7627	0.7591
R2	0.7614	0.7614	0.7589
R1	0.7599	0.7599	0.7586	0.7593
PP	0.7586	0.7586	0.7586	0.7583
S1	0.7571	0.7571	0.7581	0.7564
S2	0.7558	0.7558	0.7578
S3	0.7530	0.7543	0.7576
S4	0.7502	0.7515	0.7568

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	0.7753	0.7572	0.0181	2.4%	0.0057	0.8%	6%	False	False	91,803
10	0.7763	0.7572	0.0191	2.5%	0.0056	0.7%	6%	False	False	80,893
20	0.7763	0.7572	0.0191	2.5%	0.0053	0.7%	6%	False	False	73,948
40	0.7763	0.7531	0.0232	3.1%	0.0052	0.7%	23%	False	False	71,092
60	0.7763	0.7481	0.0283	3.7%	0.0051	0.7%	36%	False	False	71,663
80	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	27%	False	False	54,739
100	0.8000	0.7481	0.0520	6.9%	0.0052	0.7%	20%	False	False	43,831
120	0.8000	0.7481	0.0520	6.9%	0.0051	0.7%	20%	False	False	36,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7675
1.618	0.7647
1.000	0.7630
0.618	0.7619
HIGH	0.7602
0.618	0.7591
0.500	0.7588
0.382	0.7584
LOW	0.7574
0.618	0.7556
1.000	0.7545
1.618	0.7528
2.618	0.7500
4.250	0.7454

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.7588	0.7641
PP	0.7586	0.7622
S1	0.7585	0.7603

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

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