CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	0.7663	0.7635	-0.0028	-0.4%	0.7625
High	0.7668	0.7647	-0.0022	-0.3%	0.7663
Low	0.7645	0.7634	-0.0012	-0.2%	0.7587
Close	0.7649	0.7644	-0.0006	-0.1%	0.7653
Range	0.0023	0.0013	-0.0010	-43.5%	0.0075
ATR	0.0044	0.0042	-0.0002	-4.6%	0.0000
Volume	42	64	22	52.4%	199

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7680	0.7675	0.7651
R3	0.7667	0.7662	0.7647
R2	0.7654	0.7654	0.7646
R1	0.7649	0.7649	0.7645	0.7652
PP	0.7641	0.7641	0.7641	0.7643
S1	0.7636	0.7636	0.7642	0.7639
S2	0.7628	0.7628	0.7641
S3	0.7615	0.7623	0.7640
S4	0.7602	0.7610	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	0.7614	0.0054	0.7%	0.0022	0.3%	55%	False	False	56
10	0.7668	0.7500	0.0168	2.2%	0.0033	0.4%	85%	False	False	72
20	0.7750	0.7500	0.0250	3.3%	0.0038	0.5%	57%	False	False	155
40	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	38%	False	False	183
60	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	28%	False	False	159
80	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	28%	False	False	140
100	0.8051	0.7500	0.0551	7.2%	0.0040	0.5%	26%	False	False	133
120	0.8177	0.7500	0.0677	8.9%	0.0039	0.5%	21%	False	False	116

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7681
1.618	0.7668
1.000	0.7660
0.618	0.7655
HIGH	0.7647
0.618	0.7642
0.500	0.7640
0.382	0.7638
LOW	0.7634
0.618	0.7625
1.000	0.7621
1.618	0.7612
2.618	0.7599
4.250	0.7578

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	0.7642	0.7651
PP	0.7641	0.7648
S1	0.7640	0.7646

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

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