CME Canadian Dollar Future September 2018

Trading Metrics calculated at close of trading on 17-Sep-2018

Day Change Summary
	Previous	Current
	14-Sep-2018	17-Sep-2018	Change	Change %	Previous Week
Open	0.7693	0.7666	-0.0027	-0.3%	0.7591
High	0.7703	0.7690	-0.0012	-0.2%	0.7707
Low	0.7661	0.7665	0.0004	0.0%	0.7578
Close	0.7674	0.7677	0.0003	0.0%	0.7674
Range	0.0042	0.0026	-0.0016	-38.6%	0.0129
ATR	0.0053	0.0051	-0.0002	-3.7%	0.0000
Volume	40,823	5,191	-35,632	-87.3%	398,323

Daily Pivots for day following 17-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7754	0.7741	0.7691
R3	0.7728	0.7715	0.7684
R2	0.7703	0.7703	0.7681
R1	0.7690	0.7690	0.7679	0.7696
PP	0.7677	0.7677	0.7677	0.7680
S1	0.7664	0.7664	0.7674	0.7671
S2	0.7651	0.7651	0.7672
S3	0.7626	0.7638	0.7669
S4	0.7600	0.7613	0.7662

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.7986	0.7745
R3	0.7911	0.7857	0.7709
R2	0.7782	0.7782	0.7698
R1	0.7728	0.7728	0.7686	0.7755
PP	0.7653	0.7653	0.7653	0.7667
S1	0.7599	0.7599	0.7662	0.7626
S2	0.7524	0.7524	0.7650
S3	0.7395	0.7470	0.7639
S4	0.7266	0.7341	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7707	0.7591	0.0117	1.5%	0.0046	0.6%	74%	False	False	70,971
10	0.7707	0.7562	0.0145	1.9%	0.0049	0.6%	79%	False	False	76,378
20	0.7763	0.7562	0.0201	2.6%	0.0049	0.6%	57%	False	False	75,504
40	0.7763	0.7562	0.0201	2.6%	0.0049	0.6%	57%	False	False	71,614
60	0.7763	0.7481	0.0283	3.7%	0.0050	0.7%	69%	False	False	71,893
80	0.7817	0.7481	0.0337	4.4%	0.0052	0.7%	58%	False	False	61,713
100	0.7875	0.7481	0.0395	5.1%	0.0052	0.7%	50%	False	False	49,608
120	0.8000	0.7481	0.0520	6.8%	0.0051	0.7%	38%	False	False	41,360

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.7798
2.618	0.7757
1.618	0.7731
1.000	0.7716
0.618	0.7706
HIGH	0.7690
0.618	0.7680
0.500	0.7677
0.382	0.7674
LOW	0.7665
0.618	0.7649
1.000	0.7639
1.618	0.7623
2.618	0.7598
4.250	0.7556

Fisher Pivots for day following 17-Sep-2018
Pivot	1 day	3 day
R1	0.7677	0.7684
PP	0.7677	0.7682
S1	0.7677	0.7679

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

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