CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	0.7691	0.7700	0.0010	0.1%	0.7620
High	0.7713	0.7708	-0.0005	-0.1%	0.7677
Low	0.7684	0.7650	-0.0034	-0.4%	0.7606
Close	0.7703	0.7653	-0.0050	-0.6%	0.7677
Range	0.0029	0.0058	0.0029	100.0%	0.0071
ATR	0.0043	0.0044	0.0001	2.5%	0.0000
Volume	497	453	-44	-8.9%	990

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7807	0.7685
R3	0.7786	0.7749	0.7669
R2	0.7728	0.7728	0.7664
R1	0.7691	0.7691	0.7658	0.7681
PP	0.7670	0.7670	0.7670	0.7665
S1	0.7633	0.7633	0.7648	0.7622
S2	0.7612	0.7612	0.7642
S3	0.7554	0.7575	0.7637
S4	0.7496	0.7517	0.7621

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	0.7713	0.7610	0.0103	1.3%	0.0041	0.5%	42%	False	False	367
10	0.7713	0.7606	0.0107	1.4%	0.0044	0.6%	44%	False	False	271
20	0.7730	0.7606	0.0124	1.6%	0.0041	0.5%	38%	False	False	222
40	0.7730	0.7520	0.0211	2.8%	0.0041	0.5%	63%	False	False	178
60	0.7831	0.7500	0.0331	4.3%	0.0043	0.6%	46%	False	False	184
80	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	40%	False	False	183
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	30%	False	False	167
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	30%	False	False	157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7955
2.618	0.7860
1.618	0.7802
1.000	0.7766
0.618	0.7744
HIGH	0.7708
0.618	0.7686
0.500	0.7679
0.382	0.7672
LOW	0.7650
0.618	0.7614
1.000	0.7592
1.618	0.7556
2.618	0.7498
4.250	0.7403

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	0.7679	0.7682
PP	0.7670	0.7672
S1	0.7662	0.7663

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

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