CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	0.7534	0.7524	-0.0010	-0.1%	0.7612
High	0.7555	0.7571	0.0016	0.2%	0.7622
Low	0.7500	0.7520	0.0019	0.3%	0.7500
Close	0.7536	0.7558	0.0022	0.3%	0.7555
Range	0.0055	0.0052	-0.0003	-5.5%	0.0123
ATR	0.0046	0.0047	0.0000	0.8%	0.0000
Volume	163	52	-111	-68.1%	1,217

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7682	0.7586
R3	0.7652	0.7631	0.7572
R2	0.7601	0.7601	0.7567
R1	0.7579	0.7579	0.7562	0.7590
PP	0.7549	0.7549	0.7549	0.7555
S1	0.7528	0.7528	0.7553	0.7539
S2	0.7498	0.7498	0.7548
S3	0.7446	0.7476	0.7543
S4	0.7395	0.7425	0.7529

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	0.7571	0.7500	0.0071	0.9%	0.0042	0.6%	81%	True	False	147
10	0.7654	0.7500	0.0154	2.0%	0.0039	0.5%	38%	False	False	195
20	0.7805	0.7500	0.0306	4.0%	0.0044	0.6%	19%	False	False	190
40	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	15%	False	False	186
60	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	11%	False	False	159
80	0.8014	0.7500	0.0514	6.8%	0.0042	0.6%	11%	False	False	147
100	0.8051	0.7500	0.0551	7.3%	0.0040	0.5%	11%	False	False	133
120	0.8177	0.7500	0.0677	9.0%	0.0039	0.5%	9%	False	False	115

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7790
2.618	0.7706
1.618	0.7654
1.000	0.7623
0.618	0.7603
HIGH	0.7571
0.618	0.7551
0.500	0.7545
0.382	0.7539
LOW	0.7520
0.618	0.7488
1.000	0.7468
1.618	0.7436
2.618	0.7385
4.250	0.7301

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	0.7553	0.7550
PP	0.7549	0.7543
S1	0.7545	0.7536

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

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