CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	0.7670	0.7696	0.0026	0.3%	0.7672
High	0.7702	0.7703	0.0001	0.0%	0.7725
Low	0.7646	0.7672	0.0026	0.3%	0.7662
Close	0.7701	0.7686	-0.0015	-0.2%	0.7722
Range	0.0056	0.0030	-0.0025	-45.0%	0.0063
ATR	0.0044	0.0043	-0.0001	-2.2%	0.0000
Volume	85	124	39	45.9%	990

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7778	0.7763	0.7703
R3	0.7748	0.7732	0.7694
R2	0.7717	0.7717	0.7692
R1	0.7702	0.7702	0.7689	0.7694
PP	0.7687	0.7687	0.7687	0.7683
S1	0.7671	0.7671	0.7683	0.7664
S2	0.7656	0.7656	0.7680
S3	0.7626	0.7641	0.7678
S4	0.7595	0.7610	0.7669

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	0.7730	0.7646	0.0084	1.1%	0.0042	0.5%	48%	False	False	166
10	0.7730	0.7646	0.0084	1.1%	0.0037	0.5%	48%	False	False	172
20	0.7730	0.7547	0.0184	2.4%	0.0042	0.5%	76%	False	False	173
40	0.7750	0.7500	0.0250	3.3%	0.0041	0.5%	74%	False	False	164
60	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	49%	False	False	183
80	0.7995	0.7500	0.0495	6.4%	0.0043	0.6%	38%	False	False	167
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	36%	False	False	149
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	36%	False	False	143

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7782
1.618	0.7752
1.000	0.7733
0.618	0.7721
HIGH	0.7703
0.618	0.7691
0.500	0.7687
0.382	0.7684
LOW	0.7672
0.618	0.7653
1.000	0.7642
1.618	0.7623
2.618	0.7592
4.250	0.7542

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	0.7687	0.7688
PP	0.7687	0.7687
S1	0.7686	0.7687

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

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