CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.7690	0.7702	0.0012	0.2%	0.7641
High	0.7713	0.7724	0.0012	0.1%	0.7692
Low	0.7662	0.7692	0.0030	0.4%	0.7603
Close	0.7712	0.7715	0.0002	0.0%	0.7672
Range	0.0050	0.0032	-0.0018	-36.6%	0.0089
ATR	0.0044	0.0043	-0.0001	-2.0%	0.0000
Volume	312	194	-118	-37.8%	775

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7806	0.7792	0.7732
R3	0.7774	0.7760	0.7723
R2	0.7742	0.7742	0.7720
R1	0.7728	0.7728	0.7717	0.7735
PP	0.7710	0.7710	0.7710	0.7714
S1	0.7696	0.7696	0.7712	0.7703
S2	0.7678	0.7678	0.7709
S3	0.7646	0.7664	0.7706
S4	0.7614	0.7632	0.7697

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	0.7724	0.7662	0.0062	0.8%	0.0033	0.4%	85%	True	False	174
10	0.7724	0.7547	0.0178	2.3%	0.0045	0.6%	95%	True	False	187
20	0.7724	0.7547	0.0178	2.3%	0.0041	0.5%	95%	True	False	156
40	0.7805	0.7500	0.0306	4.0%	0.0042	0.5%	70%	False	False	176
60	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	57%	False	False	177
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	42%	False	False	159
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	42%	False	False	150
120	0.8051	0.7500	0.0551	7.1%	0.0041	0.5%	39%	False	False	138

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7808
1.618	0.7776
1.000	0.7756
0.618	0.7744
HIGH	0.7724
0.618	0.7712
0.500	0.7708
0.382	0.7704
LOW	0.7692
0.618	0.7672
1.000	0.7660
1.618	0.7640
2.618	0.7608
4.250	0.7556

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.7712	0.7707
PP	0.7710	0.7700
S1	0.7708	0.7693

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

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