CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	0.7593	0.7609	0.0017	0.2%	0.7655
High	0.7619	0.7629	0.0010	0.1%	0.7668
Low	0.7562	0.7583	0.0021	0.3%	0.7562
Close	0.7615	0.7594	-0.0022	-0.3%	0.7594
Range	0.0057	0.0047	-0.0011	-18.4%	0.0105
ATR	0.0053	0.0053	0.0000	-0.9%	0.0000
Volume	80,839	94,733	13,894	17.2%	360,268

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7714	0.7619
R3	0.7695	0.7667	0.7606
R2	0.7648	0.7648	0.7602
R1	0.7621	0.7621	0.7598	0.7611
PP	0.7602	0.7602	0.7602	0.7597
S1	0.7574	0.7574	0.7589	0.7565
S2	0.7555	0.7555	0.7585
S3	0.7509	0.7528	0.7581
S4	0.7462	0.7481	0.7568

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7864	0.7652
R3	0.7819	0.7759	0.7623
R2	0.7713	0.7713	0.7613
R1	0.7653	0.7653	0.7603	0.7631
PP	0.7608	0.7608	0.7608	0.7596
S1	0.7548	0.7548	0.7584	0.7525
S2	0.7502	0.7502	0.7574
S3	0.7397	0.7442	0.7564
S4	0.7291	0.7337	0.7535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7709	0.7562	0.0147	1.9%	0.0059	0.8%	21%	False	False	95,620
10	0.7763	0.7562	0.0201	2.6%	0.0057	0.7%	16%	False	False	85,026
20	0.7763	0.7562	0.0201	2.6%	0.0053	0.7%	16%	False	False	75,766
40	0.7763	0.7531	0.0232	3.1%	0.0051	0.7%	27%	False	False	71,427
60	0.7763	0.7481	0.0283	3.7%	0.0051	0.7%	40%	False	False	73,317
80	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	29%	False	False	56,931
100	0.7988	0.7481	0.0508	6.7%	0.0052	0.7%	22%	False	False	45,586
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	22%	False	False	38,003

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7827
2.618	0.7751
1.618	0.7704
1.000	0.7676
0.618	0.7658
HIGH	0.7629
0.618	0.7611
0.500	0.7606
0.382	0.7600
LOW	0.7583
0.618	0.7554
1.000	0.7536
1.618	0.7507
2.618	0.7461
4.250	0.7385

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	0.7606	0.7596
PP	0.7602	0.7595
S1	0.7598	0.7594

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

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