CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	0.7673	0.7625	-0.0048	-0.6%	0.7702
High	0.7673	0.7640	-0.0033	-0.4%	0.7730
Low	0.7606	0.7609	0.0003	0.0%	0.7620
Close	0.7627	0.7616	-0.0012	-0.2%	0.7628
Range	0.0067	0.0031	-0.0036	-53.7%	0.0110
ATR	0.0046	0.0045	-0.0001	-2.3%	0.0000
Volume	315	79	-236	-74.9%	878

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7696	0.7633
R3	0.7684	0.7665	0.7624
R2	0.7653	0.7653	0.7621
R1	0.7634	0.7634	0.7618	0.7628
PP	0.7622	0.7622	0.7622	0.7618
S1	0.7603	0.7603	0.7613	0.7597
S2	0.7591	0.7591	0.7610
S3	0.7560	0.7572	0.7607
S4	0.7529	0.7541	0.7598

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7918	0.7688
R3	0.7879	0.7808	0.7658
R2	0.7769	0.7769	0.7648
R1	0.7698	0.7698	0.7638	0.7679
PP	0.7659	0.7659	0.7659	0.7649
S1	0.7588	0.7588	0.7617	0.7569
S2	0.7549	0.7549	0.7607
S3	0.7439	0.7478	0.7597
S4	0.7329	0.7368	0.7567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7606	0.0076	1.0%	0.0047	0.6%	13%	False	False	175
10	0.7730	0.7606	0.0124	1.6%	0.0045	0.6%	8%	False	False	171
20	0.7730	0.7547	0.0184	2.4%	0.0042	0.6%	38%	False	False	178
40	0.7730	0.7500	0.0231	3.0%	0.0041	0.5%	50%	False	False	151
60	0.7831	0.7500	0.0331	4.4%	0.0044	0.6%	35%	False	False	183
80	0.7880	0.7500	0.0380	5.0%	0.0043	0.6%	30%	False	False	167
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	23%	False	False	155
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	23%	False	False	145

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7721
1.618	0.7690
1.000	0.7671
0.618	0.7659
HIGH	0.7640
0.618	0.7628
0.500	0.7625
0.382	0.7621
LOW	0.7609
0.618	0.7590
1.000	0.7578
1.618	0.7559
2.618	0.7528
4.250	0.7477

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	0.7625	0.7640
PP	0.7622	0.7632
S1	0.7619	0.7624

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

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