CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Jun-2018

Day Change Summary
	Previous	Current
	26-Jun-2018	27-Jun-2018	Change	Change %	Previous Week
Open	0.7549	0.7534	-0.0016	-0.2%	0.7612
High	0.7550	0.7555	0.0005	0.1%	0.7622
Low	0.7533	0.7500	-0.0033	-0.4%	0.7500
Close	0.7545	0.7536	-0.0009	-0.1%	0.7555
Range	0.0017	0.0055	0.0038	230.3%	0.0123
ATR	0.0046	0.0046	0.0001	1.4%	0.0000
Volume	36	163	127	352.8%	1,217

Daily Pivots for day following 27-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7694	0.7669	0.7565
R3	0.7639	0.7615	0.7550
R2	0.7585	0.7585	0.7545
R1	0.7560	0.7560	0.7540	0.7572
PP	0.7530	0.7530	0.7530	0.7536
S1	0.7506	0.7506	0.7531	0.7518
S2	0.7476	0.7476	0.7526
S3	0.7421	0.7451	0.7521
S4	0.7367	0.7397	0.7506

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7926	0.7863	0.7622
R3	0.7804	0.7741	0.7589
R2	0.7681	0.7681	0.7577
R1	0.7618	0.7618	0.7566	0.7589
PP	0.7559	0.7559	0.7559	0.7544
S1	0.7496	0.7496	0.7544	0.7466
S2	0.7436	0.7436	0.7533
S3	0.7314	0.7373	0.7521
S4	0.7191	0.7251	0.7488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7562	0.7500	0.0063	0.8%	0.0036	0.5%	58%	False	False	153
10	0.7750	0.7500	0.0250	3.3%	0.0043	0.6%	14%	False	False	215
20	0.7831	0.7500	0.0331	4.4%	0.0046	0.6%	11%	False	False	197
40	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	9%	False	False	187
60	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	7%	False	False	160
80	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	7%	False	False	147
100	0.8077	0.7500	0.0577	7.7%	0.0041	0.5%	6%	False	False	133
120	0.8177	0.7500	0.0677	9.0%	0.0039	0.5%	5%	False	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7697
1.618	0.7643
1.000	0.7609
0.618	0.7588
HIGH	0.7555
0.618	0.7534
0.500	0.7527
0.382	0.7521
LOW	0.7500
0.618	0.7466
1.000	0.7446
1.618	0.7412
2.618	0.7357
4.250	0.7268

Fisher Pivots for day following 27-Jun-2018
Pivot	1 day	3 day
R1	0.7533	0.7533
PP	0.7530	0.7530
S1	0.7527	0.7527

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

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