CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	0.7635	0.7626	-0.0010	-0.1%	0.7625
High	0.7647	0.7679	0.0033	0.4%	0.7663
Low	0.7634	0.7588	-0.0046	-0.6%	0.7587
Close	0.7644	0.7598	-0.0046	-0.6%	0.7653
Range	0.0013	0.0091	0.0078	600.0%	0.0075
ATR	0.0042	0.0045	0.0004	8.5%	0.0000
Volume	64	269	205	320.3%	199

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7837	0.7648
R3	0.7804	0.7746	0.7623
R2	0.7713	0.7713	0.7614
R1	0.7655	0.7655	0.7606	0.7638
PP	0.7622	0.7622	0.7622	0.7613
S1	0.7564	0.7564	0.7589	0.7547
S2	0.7531	0.7531	0.7581
S3	0.7440	0.7473	0.7572
S4	0.7349	0.7382	0.7547

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	0.7679	0.7588	0.0091	1.2%	0.0036	0.5%	10%	True	True	92
10	0.7679	0.7500	0.0179	2.4%	0.0041	0.5%	54%	True	False	95
20	0.7750	0.7500	0.0250	3.3%	0.0042	0.5%	39%	False	False	155
40	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	26%	False	False	185
60	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	19%	False	False	163
80	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	19%	False	False	141
100	0.8051	0.7500	0.0551	7.3%	0.0041	0.5%	18%	False	False	135
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	14%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7917
1.618	0.7826
1.000	0.7770
0.618	0.7735
HIGH	0.7679
0.618	0.7644
0.500	0.7634
0.382	0.7623
LOW	0.7588
0.618	0.7532
1.000	0.7497
1.618	0.7441
2.618	0.7350
4.250	0.7201

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	0.7634	0.7634
PP	0.7622	0.7622
S1	0.7610	0.7610

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

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