CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	0.7689	0.7669	-0.0020	-0.3%	0.7641
High	0.7692	0.7677	-0.0015	-0.2%	0.7692
Low	0.7664	0.7667	0.0004	0.0%	0.7603
Close	0.7671	0.7672	0.0001	0.0%	0.7672
Range	0.0029	0.0010	-0.0018	-64.9%	0.0089
ATR	0.0046	0.0044	-0.0003	-5.6%	0.0000
Volume	136	86	-50	-36.8%	775

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7697	0.7677
R3	0.7692	0.7687	0.7674
R2	0.7682	0.7682	0.7673
R1	0.7677	0.7677	0.7672	0.7679
PP	0.7672	0.7672	0.7672	0.7673
S1	0.7667	0.7667	0.7671	0.7669
S2	0.7662	0.7662	0.7670
S3	0.7652	0.7657	0.7669
S4	0.7642	0.7647	0.7666

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7886	0.7720
R3	0.7834	0.7797	0.7696
R2	0.7745	0.7745	0.7688
R1	0.7708	0.7708	0.7680	0.7726
PP	0.7656	0.7656	0.7656	0.7665
S1	0.7619	0.7619	0.7663	0.7637
S2	0.7567	0.7567	0.7655
S3	0.7478	0.7530	0.7647
S4	0.7389	0.7441	0.7623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7692	0.7603	0.0089	1.2%	0.0032	0.4%	77%	False	False	155
10	0.7692	0.7547	0.0145	1.9%	0.0045	0.6%	86%	False	False	159
20	0.7692	0.7547	0.0145	1.9%	0.0040	0.5%	86%	False	False	137
40	0.7805	0.7500	0.0306	4.0%	0.0042	0.5%	56%	False	False	163
60	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	45%	False	False	169
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	33%	False	False	153
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	33%	False	False	145
120	0.8051	0.7500	0.0551	7.2%	0.0040	0.5%	31%	False	False	134

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	0.7720
2.618	0.7703
1.618	0.7693
1.000	0.7687
0.618	0.7683
HIGH	0.7677
0.618	0.7673
0.500	0.7672
0.382	0.7671
LOW	0.7667
0.618	0.7661
1.000	0.7657
1.618	0.7651
2.618	0.7641
4.250	0.7624

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	0.7672	0.7668
PP	0.7672	0.7664
S1	0.7672	0.7660

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

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