CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	0.7797	0.7750	-0.0047	-0.6%	0.7730
High	0.7831	0.7758	-0.0073	-0.9%	0.7831
Low	0.7739	0.7734	-0.0004	-0.1%	0.7700
Close	0.7750	0.7742	-0.0008	-0.1%	0.7742
Range	0.0093	0.0024	-0.0069	-74.1%	0.0131
ATR	0.0055	0.0052	-0.0002	-4.0%	0.0000
Volume	186	28	-158	-84.9%	1,347

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7803	0.7755
R3	0.7792	0.7779	0.7748
R2	0.7768	0.7768	0.7746
R1	0.7755	0.7755	0.7744	0.7750
PP	0.7745	0.7745	0.7745	0.7742
S1	0.7731	0.7731	0.7739	0.7726
S2	0.7721	0.7721	0.7737
S3	0.7697	0.7707	0.7735
S4	0.7673	0.7683	0.7728

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8077	0.7814
R3	0.8020	0.7946	0.7778
R2	0.7889	0.7889	0.7766
R1	0.7815	0.7815	0.7754	0.7852
PP	0.7758	0.7758	0.7758	0.7776
S1	0.7684	0.7684	0.7729	0.7721
S2	0.7627	0.7627	0.7717
S3	0.7496	0.7553	0.7705
S4	0.7365	0.7422	0.7669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7831	0.7700	0.0131	1.7%	0.0064	0.8%	32%	False	False	305
10	0.7880	0.7700	0.0180	2.3%	0.0055	0.7%	23%	False	False	227
20	0.7880	0.7700	0.0180	2.3%	0.0049	0.6%	23%	False	False	181
40	0.8014	0.7700	0.0314	4.0%	0.0043	0.6%	13%	False	False	143
60	0.8014	0.7679	0.0335	4.3%	0.0040	0.5%	19%	False	False	132
80	0.8051	0.7679	0.0373	4.8%	0.0040	0.5%	17%	False	False	118
100	0.8177	0.7679	0.0498	6.4%	0.0039	0.5%	13%	False	False	100

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	0.0010
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7821
1.618	0.7797
1.000	0.7782
0.618	0.7773
HIGH	0.7758
0.618	0.7749
0.500	0.7746
0.382	0.7743
LOW	0.7734
0.618	0.7719
1.000	0.7710
1.618	0.7695
2.618	0.7671
4.250	0.7632

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	0.7746	0.7767
PP	0.7745	0.7758
S1	0.7743	0.7750

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

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