CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Jul-2018

Day Change Summary
	Previous	Current
	12-Jul-2018	13-Jul-2018	Change	Change %	Previous Week
Open	0.7588	0.7605	0.0017	0.2%	0.7663
High	0.7623	0.7619	-0.0004	-0.1%	0.7679
Low	0.7588	0.7595	0.0007	0.1%	0.7588
Close	0.7613	0.7618	0.0006	0.1%	0.7618
Range	0.0035	0.0024	-0.0011	-31.9%	0.0091
ATR	0.0044	0.0043	-0.0001	-3.4%	0.0000
Volume	165	241	76	46.1%	781

Daily Pivots for day following 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7673	0.7631
R3	0.7658	0.7650	0.7624
R2	0.7634	0.7634	0.7622
R1	0.7626	0.7626	0.7620	0.7630
PP	0.7611	0.7611	0.7611	0.7613
S1	0.7603	0.7603	0.7616	0.7607
S2	0.7587	0.7587	0.7614
S3	0.7564	0.7579	0.7612
S4	0.7540	0.7556	0.7605

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7851	0.7668
R3	0.7810	0.7760	0.7643
R2	0.7719	0.7719	0.7635
R1	0.7669	0.7669	0.7626	0.7649
PP	0.7628	0.7628	0.7628	0.7618
S1	0.7578	0.7578	0.7610	0.7558
S2	0.7537	0.7537	0.7601
S3	0.7446	0.7487	0.7593
S4	0.7355	0.7396	0.7568

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%	0.0037	0.5%	33%	False	False	156
10	0.7679	0.7570	0.0109	1.4%	0.0036	0.5%	44%	False	False	114
20	0.7679	0.7500	0.0179	2.4%	0.0038	0.5%	66%	False	False	154
40	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	31%	False	False	187
60	0.7972	0.7500	0.0472	6.2%	0.0043	0.6%	25%	False	False	167
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	23%	False	False	146
100	0.8014	0.7500	0.0514	6.7%	0.0040	0.5%	23%	False	False	138
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	18%	False	False	121

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7680
1.618	0.7657
1.000	0.7642
0.618	0.7633
HIGH	0.7619
0.618	0.7610
0.500	0.7607
0.382	0.7604
LOW	0.7595
0.618	0.7580
1.000	0.7572
1.618	0.7557
2.618	0.7533
4.250	0.7495

Fisher Pivots for day following 13-Jul-2018
Pivot	1 day	3 day
R1	0.7614	0.7634
PP	0.7611	0.7628
S1	0.7607	0.7623

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

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