CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Jul-2018

Day Change Summary
	Previous	Current
	20-Jul-2018	23-Jul-2018	Change	Change %	Previous Week
Open	0.7547	0.7641	0.0094	1.2%	0.7628
High	0.7641	0.7641	0.0001	0.0%	0.7646
Low	0.7547	0.7609	0.0062	0.8%	0.7547
Close	0.7635	0.7610	-0.0025	-0.3%	0.7635
Range	0.0094	0.0033	-0.0061	-65.4%	0.0099
ATR	0.0048	0.0047	-0.0001	-2.3%	0.0000
Volume	278	210	-68	-24.5%	823

Daily Pivots for day following 23-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7717	0.7696	0.7627
R3	0.7685	0.7663	0.7618
R2	0.7652	0.7652	0.7615
R1	0.7631	0.7631	0.7612	0.7625
PP	0.7620	0.7620	0.7620	0.7617
S1	0.7598	0.7598	0.7607	0.7593
S2	0.7587	0.7587	0.7604
S3	0.7555	0.7566	0.7601
S4	0.7522	0.7533	0.7592

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7869	0.7689
R3	0.7807	0.7770	0.7662
R2	0.7708	0.7708	0.7653
R1	0.7671	0.7671	0.7644	0.7689
PP	0.7609	0.7609	0.7609	0.7618
S1	0.7572	0.7572	0.7625	0.7591
S2	0.7510	0.7510	0.7616
S3	0.7411	0.7473	0.7607
S4	0.7312	0.7374	0.7580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7643	0.7547	0.0096	1.3%	0.0060	0.8%	65%	False	False	160
10	0.7679	0.7547	0.0132	1.7%	0.0048	0.6%	48%	False	False	177
20	0.7679	0.7500	0.0179	2.4%	0.0041	0.5%	61%	False	False	123
40	0.7831	0.7500	0.0331	4.4%	0.0046	0.6%	33%	False	False	187
60	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	29%	False	False	171
80	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	21%	False	False	155
100	0.8014	0.7500	0.0514	6.8%	0.0041	0.5%	21%	False	False	143
120	0.8177	0.7500	0.0677	8.9%	0.0041	0.5%	16%	False	False	130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7726
1.618	0.7694
1.000	0.7674
0.618	0.7661
HIGH	0.7641
0.618	0.7629
0.500	0.7625
0.382	0.7621
LOW	0.7609
0.618	0.7588
1.000	0.7576
1.618	0.7556
2.618	0.7523
4.250	0.7470

Fisher Pivots for day following 23-Jul-2018
Pivot	1 day	3 day
R1	0.7625	0.7604
PP	0.7620	0.7599
S1	0.7615	0.7594

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

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