CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	0.7625	0.7625	-0.0001	0.0%	0.7547
High	0.7625	0.7636	0.0011	0.1%	0.7632
Low	0.7587	0.7614	0.0027	0.4%	0.7500
Close	0.7595	0.7618	0.0023	0.3%	0.7628
Range	0.0038	0.0022	-0.0016	-43.4%	0.0131
ATR	0.0048	0.0048	-0.0001	-1.1%	0.0000
Volume	22	88	66	300.0%	460

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7674	0.7629
R3	0.7665	0.7652	0.7623
R2	0.7644	0.7644	0.7621
R1	0.7631	0.7631	0.7619	0.7627
PP	0.7622	0.7622	0.7622	0.7620
S1	0.7609	0.7609	0.7616	0.7605
S2	0.7601	0.7601	0.7614
S3	0.7579	0.7588	0.7612
S4	0.7558	0.7566	0.7606

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7936	0.7700
R3	0.7849	0.7804	0.7664
R2	0.7718	0.7718	0.7652
R1	0.7673	0.7673	0.7640	0.7695
PP	0.7587	0.7587	0.7587	0.7598
S1	0.7542	0.7542	0.7616	0.7564
S2	0.7455	0.7455	0.7604
S3	0.7324	0.7410	0.7592
S4	0.7192	0.7279	0.7556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7500	0.0135	1.8%	0.0045	0.6%	87%	True	False	97
10	0.7636	0.7500	0.0136	1.8%	0.0038	0.5%	87%	True	False	117
20	0.7805	0.7500	0.0306	4.0%	0.0043	0.6%	39%	False	False	197
40	0.7880	0.7500	0.0380	5.0%	0.0047	0.6%	31%	False	False	188
60	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	23%	False	False	161
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	23%	False	False	149
100	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	21%	False	False	134
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	17%	False	False	117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7727
2.618	0.7692
1.618	0.7670
1.000	0.7657
0.618	0.7649
HIGH	0.7636
0.618	0.7627
0.500	0.7625
0.382	0.7622
LOW	0.7614
0.618	0.7601
1.000	0.7593
1.618	0.7579
2.618	0.7558
4.250	0.7523

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	0.7625	0.7613
PP	0.7622	0.7608
S1	0.7620	0.7603

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

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