CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Apr-2018

Day Change Summary
	Previous	Current
	05-Apr-2018	06-Apr-2018	Change	Change %	Previous Week
Open	0.7875	0.7866	-0.0009	-0.1%	0.7795
High	0.7881	0.7884	0.0003	0.0%	0.7884
Low	0.7855	0.7863	0.0008	0.1%	0.7765
Close	0.7877	0.7863	-0.0014	-0.2%	0.7863
Range	0.0026	0.0021	-0.0005	-19.2%	0.0119
ATR	0.0043	0.0042	-0.0002	-3.7%	0.0000
Volume	32	20	-12	-37.5%	647

Daily Pivots for day following 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7918	0.7874
R3	0.7911	0.7897	0.7868
R2	0.7890	0.7890	0.7866
R1	0.7877	0.7877	0.7864	0.7873
PP	0.7870	0.7870	0.7870	0.7868
S1	0.7856	0.7856	0.7861	0.7852
S2	0.7849	0.7849	0.7859
S3	0.7828	0.7835	0.7857
S4	0.7807	0.7814	0.7851

Weekly Pivots for week ending 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8194	0.8147	0.7928
R3	0.8075	0.8028	0.7895
R2	0.7956	0.7956	0.7884
R1	0.7909	0.7909	0.7873	0.7933
PP	0.7837	0.7837	0.7837	0.7849
S1	0.7790	0.7790	0.7852	0.7814
S2	0.7718	0.7718	0.7841
S3	0.7599	0.7671	0.7830
S4	0.7480	0.7552	0.7797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7884	0.7765	0.0119	1.5%	0.0038	0.5%	82%	True	False	129
10	0.7884	0.7765	0.0119	1.5%	0.0035	0.4%	82%	True	False	89
20	0.7884	0.7679	0.0205	2.6%	0.0034	0.4%	90%	True	False	109
40	0.8051	0.7679	0.0373	4.7%	0.0036	0.5%	49%	False	False	92
60	0.8177	0.7679	0.0498	6.3%	0.0036	0.5%	37%	False	False	72

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	0.0007
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7973
2.618	0.7938
1.618	0.7917
1.000	0.7904
0.618	0.7896
HIGH	0.7884
0.618	0.7875
0.500	0.7873
0.382	0.7871
LOW	0.7863
0.618	0.7850
1.000	0.7842
1.618	0.7829
2.618	0.7808
4.250	0.7773

Fisher Pivots for day following 06-Apr-2018
Pivot	1 day	3 day
R1	0.7873	0.7860
PP	0.7870	0.7857
S1	0.7866	0.7854

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

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