CME Canadian Dollar Future December 2018

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

Day Change Summary
	Previous	Current
	06-Jun-2018	07-Jun-2018	Change	Change %	Previous Week
Open	0.7760	0.7752	-0.0008	-0.1%	0.7730
High	0.7805	0.7755	-0.0050	-0.6%	0.7831
Low	0.7750	0.7728	-0.0022	-0.3%	0.7700
Close	0.7756	0.7736	-0.0020	-0.3%	0.7742
Range	0.0055	0.0027	-0.0028	-50.9%	0.0131
ATR	0.0054	0.0053	-0.0002	-3.5%	0.0000
Volume	394	246	-148	-37.6%	1,347

Daily Pivots for day following 07-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7805	0.7751
R3	0.7794	0.7778	0.7743
R2	0.7767	0.7767	0.7741
R1	0.7751	0.7751	0.7738	0.7746
PP	0.7740	0.7740	0.7740	0.7737
S1	0.7724	0.7724	0.7734	0.7718
S2	0.7713	0.7713	0.7731
S3	0.7686	0.7697	0.7729
S4	0.7659	0.7670	0.7721

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	0.7805	0.7686	0.0120	1.5%	0.0042	0.5%	42%	False	False	155
10	0.7831	0.7686	0.0146	1.9%	0.0055	0.7%	35%	False	False	250
20	0.7880	0.7686	0.0195	2.5%	0.0049	0.6%	26%	False	False	193
40	0.8014	0.7686	0.0328	4.2%	0.0042	0.5%	15%	False	False	153
60	0.8014	0.7679	0.0335	4.3%	0.0041	0.5%	17%	False	False	139
80	0.8051	0.7679	0.0373	4.8%	0.0040	0.5%	15%	False	False	125
100	0.8177	0.7679	0.0498	6.4%	0.0039	0.5%	12%	False	False	105

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7870
2.618	0.7826
1.618	0.7799
1.000	0.7782
0.618	0.7772
HIGH	0.7755
0.618	0.7745
0.500	0.7742
0.382	0.7738
LOW	0.7728
0.618	0.7711
1.000	0.7701
1.618	0.7684
2.618	0.7657
4.250	0.7613

Fisher Pivots for day following 07-Jun-2018
Pivot	1 day	3 day
R1	0.7742	0.7745
PP	0.7740	0.7742
S1	0.7738	0.7739

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

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