CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.7632	0.7689	0.0057	0.7%	0.7628
High	0.7689	0.7692	0.0003	0.0%	0.7646
Low	0.7628	0.7664	0.0036	0.5%	0.7547
Close	0.7679	0.7671	-0.0009	-0.1%	0.7635
Range	0.0061	0.0029	-0.0033	-53.3%	0.0099
ATR	0.0048	0.0046	-0.0001	-2.9%	0.0000
Volume	220	136	-84	-38.2%	823

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7744	0.7686
R3	0.7732	0.7716	0.7678
R2	0.7704	0.7704	0.7676
R1	0.7687	0.7687	0.7673	0.7681
PP	0.7675	0.7675	0.7675	0.7672
S1	0.7659	0.7659	0.7668	0.7653
S2	0.7647	0.7647	0.7665
S3	0.7618	0.7630	0.7663
S4	0.7590	0.7602	0.7655

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	0.7692	0.7547	0.0145	1.9%	0.0049	0.6%	85%	True	False	193
10	0.7692	0.7547	0.0145	1.9%	0.0046	0.6%	85%	True	False	175
20	0.7692	0.7520	0.0173	2.2%	0.0042	0.6%	88%	True	False	135
40	0.7831	0.7500	0.0331	4.3%	0.0044	0.6%	52%	False	False	166
60	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	45%	False	False	170
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	33%	False	False	154
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	33%	False	False	145
120	0.8077	0.7500	0.0577	7.5%	0.0041	0.5%	30%	False	False	133

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7767
1.618	0.7738
1.000	0.7721
0.618	0.7710
HIGH	0.7692
0.618	0.7681
0.500	0.7678
0.382	0.7674
LOW	0.7664
0.618	0.7646
1.000	0.7635
1.618	0.7617
2.618	0.7589
4.250	0.7542

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.7678	0.7663
PP	0.7675	0.7655
S1	0.7673	0.7648

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

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