CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Jul-2018

Day Change Summary
	Previous	Current
	06-Jul-2018	09-Jul-2018	Change	Change %	Previous Week
Open	0.7636	0.7663	0.0028	0.4%	0.7625
High	0.7663	0.7668	0.0006	0.1%	0.7663
Low	0.7635	0.7645	0.0011	0.1%	0.7587
Close	0.7653	0.7649	-0.0004	-0.1%	0.7653
Range	0.0028	0.0023	-0.0005	-17.9%	0.0075
ATR	0.0045	0.0044	-0.0002	-3.5%	0.0000
Volume	30	42	12	40.0%	199

Daily Pivots for day following 09-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7709	0.7662
R3	0.7700	0.7686	0.7655
R2	0.7677	0.7677	0.7653
R1	0.7663	0.7663	0.7651	0.7659
PP	0.7654	0.7654	0.7654	0.7652
S1	0.7640	0.7640	0.7647	0.7636
S2	0.7631	0.7631	0.7645
S3	0.7608	0.7617	0.7643
S4	0.7585	0.7594	0.7636

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7832	0.7695
R3	0.7785	0.7757	0.7674
R2	0.7710	0.7710	0.7667
R1	0.7681	0.7681	0.7660	0.7695
PP	0.7634	0.7634	0.7634	0.7641
S1	0.7606	0.7606	0.7646	0.7620
S2	0.7559	0.7559	0.7639
S3	0.7483	0.7530	0.7632
S4	0.7408	0.7455	0.7611

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7587	0.0081	1.1%	0.0027	0.4%	77%	True	False	48
10	0.7668	0.7500	0.0168	2.2%	0.0034	0.4%	89%	True	False	70
20	0.7750	0.7500	0.0250	3.3%	0.0040	0.5%	60%	False	False	162
40	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	39%	False	False	182
60	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	29%	False	False	159
80	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	29%	False	False	140
100	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	27%	False	False	133
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	22%	False	False	116

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7766
2.618	0.7728
1.618	0.7705
1.000	0.7691
0.618	0.7682
HIGH	0.7668
0.618	0.7659
0.500	0.7657
0.382	0.7654
LOW	0.7645
0.618	0.7631
1.000	0.7622
1.618	0.7608
2.618	0.7585
4.250	0.7547

Fisher Pivots for day following 09-Jul-2018
Pivot	1 day	3 day
R1	0.7657	0.7647
PP	0.7654	0.7646
S1	0.7652	0.7644

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

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