CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 20-Jun-2018

Day Change Summary
	Previous	Current
	19-Jun-2018	20-Jun-2018	Change	Change %	Previous Week
Open	0.7599	0.7551	-0.0049	-0.6%	0.7740
High	0.7599	0.7557	-0.0042	-0.6%	0.7750
Low	0.7550	0.7533	-0.0018	-0.2%	0.7600
Close	0.7556	0.7535	-0.0021	-0.3%	0.7614
Range	0.0049	0.0025	-0.0024	-50.0%	0.0150
ATR	0.0053	0.0051	-0.0002	-3.8%	0.0000
Volume	244	81	-163	-66.8%	1,324

Daily Pivots for day following 20-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7600	0.7548
R3	0.7591	0.7575	0.7542
R2	0.7566	0.7566	0.7539
R1	0.7551	0.7551	0.7537	0.7546
PP	0.7542	0.7542	0.7542	0.7539
S1	0.7526	0.7526	0.7533	0.7522
S2	0.7517	0.7517	0.7531
S3	0.7493	0.7502	0.7528
S4	0.7468	0.7477	0.7522

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8009	0.7696
R3	0.7954	0.7859	0.7655
R2	0.7804	0.7804	0.7641
R1	0.7709	0.7709	0.7627	0.7682
PP	0.7655	0.7655	0.7655	0.7641
S1	0.7559	0.7559	0.7600	0.7532
S2	0.7505	0.7505	0.7586
S3	0.7355	0.7409	0.7572
S4	0.7205	0.7259	0.7531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7750	0.7533	0.0217	2.9%	0.0051	0.7%	1%	False	True	277
10	0.7766	0.7533	0.0233	3.1%	0.0046	0.6%	1%	False	True	245
20	0.7831	0.7533	0.0298	4.0%	0.0051	0.7%	1%	False	True	246
40	0.7880	0.7533	0.0347	4.6%	0.0046	0.6%	1%	False	True	184
60	0.8014	0.7533	0.0481	6.4%	0.0043	0.6%	1%	False	True	158
80	0.8014	0.7533	0.0481	6.4%	0.0041	0.5%	1%	False	True	142
100	0.8177	0.7533	0.0644	8.5%	0.0040	0.5%	0%	False	True	126

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	0.0009
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7661
2.618	0.7621
1.618	0.7597
1.000	0.7582
0.618	0.7572
HIGH	0.7557
0.618	0.7548
0.500	0.7545
0.382	0.7542
LOW	0.7533
0.618	0.7517
1.000	0.7508
1.618	0.7493
2.618	0.7468
4.250	0.7428

Fisher Pivots for day following 20-Jun-2018
Pivot	1 day	3 day
R1	0.7545	0.7577
PP	0.7542	0.7563
S1	0.7538	0.7549

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

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