CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Aug-2018

Day Change Summary
	Previous	Current
	03-Aug-2018	06-Aug-2018	Change	Change %	Previous Week
Open	0.7692	0.7702	0.0010	0.1%	0.7672
High	0.7725	0.7711	-0.0015	-0.2%	0.7725
Low	0.7687	0.7690	0.0003	0.0%	0.7662
Close	0.7722	0.7707	-0.0015	-0.2%	0.7722
Range	0.0038	0.0020	-0.0018	-46.1%	0.0063
ATR	0.0042	0.0041	-0.0001	-1.8%	0.0000
Volume	185	84	-101	-54.6%	990

Daily Pivots for day following 06-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7756	0.7718
R3	0.7743	0.7735	0.7712
R2	0.7723	0.7723	0.7710
R1	0.7715	0.7715	0.7708	0.7719
PP	0.7702	0.7702	0.7702	0.7704
S1	0.7694	0.7694	0.7705	0.7698
S2	0.7682	0.7682	0.7703
S3	0.7661	0.7674	0.7701
S4	0.7641	0.7653	0.7695

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7870	0.7756
R3	0.7829	0.7807	0.7739
R2	0.7766	0.7766	0.7733
R1	0.7744	0.7744	0.7727	0.7755
PP	0.7703	0.7703	0.7703	0.7708
S1	0.7681	0.7681	0.7716	0.7692
S2	0.7640	0.7640	0.7710
S3	0.7577	0.7618	0.7704
S4	0.7514	0.7555	0.7687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7725	0.7662	0.0063	0.8%	0.0033	0.4%	71%	False	False	185
10	0.7725	0.7603	0.0122	1.6%	0.0034	0.4%	85%	False	False	163
20	0.7725	0.7547	0.0178	2.3%	0.0041	0.5%	90%	False	False	170
40	0.7750	0.7500	0.0250	3.3%	0.0040	0.5%	83%	False	False	166
60	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	54%	False	False	178
80	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	40%	False	False	162
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	40%	False	False	146
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	38%	False	False	139

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7798
2.618	0.7764
1.618	0.7744
1.000	0.7731
0.618	0.7723
HIGH	0.7711
0.618	0.7703
0.500	0.7700
0.382	0.7698
LOW	0.7690
0.618	0.7677
1.000	0.7670
1.618	0.7657
2.618	0.7636
4.250	0.7603

Fisher Pivots for day following 06-Aug-2018
Pivot	1 day	3 day
R1	0.7704	0.7706
PP	0.7702	0.7706
S1	0.7700	0.7706

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

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