CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.7609	0.7591	-0.0019	-0.2%	0.7655
High	0.7629	0.7605	-0.0024	-0.3%	0.7668
Low	0.7583	0.7578	-0.0005	-0.1%	0.7562
Close	0.7594	0.7601	0.0008	0.1%	0.7594
Range	0.0047	0.0027	-0.0020	-41.9%	0.0105
ATR	0.0053	0.0051	-0.0002	-3.5%	0.0000
Volume	94,733	48,657	-46,076	-48.6%	360,268

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7676	0.7665	0.7616
R3	0.7649	0.7638	0.7608
R2	0.7622	0.7622	0.7606
R1	0.7611	0.7611	0.7603	0.7617
PP	0.7595	0.7595	0.7595	0.7597
S1	0.7584	0.7584	0.7599	0.7590
S2	0.7568	0.7568	0.7596
S3	0.7541	0.7557	0.7594
S4	0.7514	0.7530	0.7586

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	0.7668	0.7562	0.0105	1.4%	0.0051	0.7%	37%	False	False	81,785
10	0.7763	0.7562	0.0201	2.6%	0.0054	0.7%	19%	False	False	83,269
20	0.7763	0.7562	0.0201	2.6%	0.0051	0.7%	19%	False	False	73,742
40	0.7763	0.7531	0.0232	3.1%	0.0051	0.7%	30%	False	False	71,397
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	43%	False	False	72,810
80	0.7866	0.7481	0.0386	5.1%	0.0053	0.7%	31%	False	False	57,535
100	0.7962	0.7481	0.0481	6.3%	0.0052	0.7%	25%	False	False	46,071
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	23%	False	False	38,408

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7720
2.618	0.7676
1.618	0.7649
1.000	0.7632
0.618	0.7622
HIGH	0.7605
0.618	0.7595
0.500	0.7592
0.382	0.7588
LOW	0.7578
0.618	0.7561
1.000	0.7551
1.618	0.7534
2.618	0.7507
4.250	0.7463

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.7598	0.7599
PP	0.7595	0.7597
S1	0.7592	0.7596

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

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