CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	0.7551	0.7533	-0.0018	-0.2%	0.7740
High	0.7557	0.7549	-0.0009	-0.1%	0.7750
Low	0.7533	0.7527	-0.0006	-0.1%	0.7600
Close	0.7535	0.7541	0.0006	0.1%	0.7614
Range	0.0025	0.0022	-0.0003	-10.2%	0.0150
ATR	0.0051	0.0049	-0.0002	-4.1%	0.0000
Volume	81	78	-3	-3.7%	1,324

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7604	0.7594	0.7553
R3	0.7582	0.7572	0.7547
R2	0.7560	0.7560	0.7545
R1	0.7550	0.7550	0.7543	0.7555
PP	0.7539	0.7539	0.7539	0.7541
S1	0.7529	0.7529	0.7538	0.7534
S2	0.7517	0.7517	0.7536
S3	0.7495	0.7507	0.7534
S4	0.7473	0.7485	0.7528

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	0.7654	0.7527	0.0127	1.7%	0.0037	0.5%	11%	False	True	242
10	0.7766	0.7527	0.0239	3.2%	0.0045	0.6%	6%	False	True	229
20	0.7831	0.7527	0.0304	4.0%	0.0050	0.7%	5%	False	True	239
40	0.7880	0.7527	0.0353	4.7%	0.0046	0.6%	4%	False	True	185
60	0.8014	0.7527	0.0487	6.5%	0.0043	0.6%	3%	False	True	158
80	0.8014	0.7527	0.0487	6.5%	0.0041	0.5%	3%	False	True	143
100	0.8177	0.7527	0.0650	8.6%	0.0040	0.5%	2%	False	True	127

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.7642
2.618	0.7606
1.618	0.7584
1.000	0.7570
0.618	0.7562
HIGH	0.7549
0.618	0.7540
0.500	0.7538
0.382	0.7535
LOW	0.7527
0.618	0.7513
1.000	0.7505
1.618	0.7491
2.618	0.7469
4.250	0.7433

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	0.7540	0.7563
PP	0.7539	0.7555
S1	0.7538	0.7548

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

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