CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Aug-2018

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	0.7625	0.7615	-0.0010	-0.1%	0.7620
High	0.7640	0.7677	0.0037	0.5%	0.7677
Low	0.7609	0.7610	0.0001	0.0%	0.7606
Close	0.7616	0.7677	0.0061	0.8%	0.7677
Range	0.0031	0.0067	0.0036	116.1%	0.0071
ATR	0.0045	0.0046	0.0002	3.5%	0.0000
Volume	79	342	263	332.9%	990

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7856	0.7833	0.7713
R3	0.7789	0.7766	0.7695
R2	0.7722	0.7722	0.7689
R1	0.7699	0.7699	0.7683	0.7710
PP	0.7655	0.7655	0.7655	0.7660
S1	0.7632	0.7632	0.7670	0.7643
S2	0.7587	0.7587	0.7664
S3	0.7520	0.7565	0.7658
S4	0.7453	0.7498	0.7640

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7842	0.7716
R3	0.7795	0.7771	0.7696
R2	0.7724	0.7724	0.7690
R1	0.7700	0.7700	0.7683	0.7712
PP	0.7653	0.7653	0.7653	0.7659
S1	0.7629	0.7629	0.7670	0.7641
S2	0.7582	0.7582	0.7663
S3	0.7511	0.7558	0.7657
S4	0.7440	0.7487	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7677	0.7606	0.0071	0.9%	0.0048	0.6%	99%	True	False	198
10	0.7730	0.7606	0.0124	1.6%	0.0047	0.6%	57%	False	False	186
20	0.7730	0.7603	0.0127	1.7%	0.0041	0.5%	58%	False	False	181
40	0.7730	0.7500	0.0231	3.0%	0.0042	0.5%	77%	False	False	158
60	0.7831	0.7500	0.0331	4.3%	0.0045	0.6%	53%	False	False	185
80	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	47%	False	False	171
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	34%	False	False	158
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	34%	False	False	148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7962
2.618	0.7852
1.618	0.7785
1.000	0.7744
0.618	0.7718
HIGH	0.7677
0.618	0.7651
0.500	0.7644
0.382	0.7636
LOW	0.7610
0.618	0.7569
1.000	0.7543
1.618	0.7502
2.618	0.7435
4.250	0.7325

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	0.7666	0.7665
PP	0.7655	0.7653
S1	0.7644	0.7642

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

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