CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Jul-2018

Day Change Summary
	Previous	Current
	13-Jul-2018	16-Jul-2018	Change	Change %	Previous Week
Open	0.7605	0.7628	0.0023	0.3%	0.7663
High	0.7619	0.7646	0.0027	0.4%	0.7679
Low	0.7595	0.7624	0.0029	0.4%	0.7588
Close	0.7618	0.7628	0.0009	0.1%	0.7618
Range	0.0024	0.0022	-0.0002	-6.4%	0.0091
ATR	0.0043	0.0042	-0.0001	-2.6%	0.0000
Volume	241	230	-11	-4.6%	781

Daily Pivots for day following 16-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7685	0.7640
R3	0.7676	0.7663	0.7634
R2	0.7654	0.7654	0.7632
R1	0.7641	0.7641	0.7630	0.7637
PP	0.7632	0.7632	0.7632	0.7630
S1	0.7619	0.7619	0.7625	0.7615
S2	0.7610	0.7610	0.7623
S3	0.7588	0.7597	0.7621
S4	0.7566	0.7575	0.7615

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%	43%	False	False	193
10	0.7679	0.7587	0.0092	1.2%	0.0032	0.4%	44%	False	False	121
20	0.7679	0.7500	0.0179	2.4%	0.0036	0.5%	71%	False	False	144
40	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	34%	False	False	185
60	0.7928	0.7500	0.0428	5.6%	0.0043	0.6%	30%	False	False	167
80	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	25%	False	False	147
100	0.8014	0.7500	0.0514	6.7%	0.0040	0.5%	25%	False	False	138
120	0.8177	0.7500	0.0677	8.9%	0.0040	0.5%	19%	False	False	123

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

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7703
1.618	0.7681
1.000	0.7668
0.618	0.7659
HIGH	0.7646
0.618	0.7637
0.500	0.7635
0.382	0.7632
LOW	0.7624
0.618	0.7610
1.000	0.7602
1.618	0.7588
2.618	0.7566
4.250	0.7530

Fisher Pivots for day following 16-Jul-2018
Pivot	1 day	3 day
R1	0.7635	0.7624
PP	0.7632	0.7620
S1	0.7630	0.7617

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

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