CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	0.7700	0.7658	-0.0042	-0.6%	0.7675
High	0.7708	0.7699	-0.0009	-0.1%	0.7713
Low	0.7650	0.7648	-0.0002	0.0%	0.7648
Close	0.7653	0.7690	0.0037	0.5%	0.7690
Range	0.0058	0.0052	-0.0007	-11.2%	0.0065
ATR	0.0044	0.0044	0.0001	1.2%	0.0000
Volume	453	755	302	66.7%	2,251

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7813	0.7718
R3	0.7782	0.7762	0.7704
R2	0.7730	0.7730	0.7699
R1	0.7710	0.7710	0.7695	0.7720
PP	0.7679	0.7679	0.7679	0.7684
S1	0.7659	0.7659	0.7685	0.7669
S2	0.7627	0.7627	0.7681
S3	0.7576	0.7607	0.7676
S4	0.7524	0.7556	0.7662

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7850	0.7726
R3	0.7814	0.7785	0.7708
R2	0.7749	0.7749	0.7702
R1	0.7720	0.7720	0.7696	0.7734
PP	0.7684	0.7684	0.7684	0.7691
S1	0.7654	0.7654	0.7684	0.7669
S2	0.7618	0.7618	0.7678
S3	0.7553	0.7589	0.7672
S4	0.7487	0.7523	0.7654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7713	0.7648	0.0065	0.9%	0.0038	0.5%	65%	False	True	450
10	0.7713	0.7606	0.0107	1.4%	0.0043	0.6%	79%	False	False	324
20	0.7730	0.7606	0.0124	1.6%	0.0043	0.6%	68%	False	False	255
40	0.7730	0.7547	0.0184	2.4%	0.0041	0.5%	78%	False	False	196
60	0.7805	0.7500	0.0306	4.0%	0.0042	0.5%	62%	False	False	194
80	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	50%	False	False	191
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	37%	False	False	173
120	0.8014	0.7500	0.0514	6.7%	0.0042	0.5%	37%	False	False	164

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7834
1.618	0.7782
1.000	0.7751
0.618	0.7731
HIGH	0.7699
0.618	0.7679
0.500	0.7673
0.382	0.7667
LOW	0.7648
0.618	0.7616
1.000	0.7596
1.618	0.7564
2.618	0.7513
4.250	0.7429

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	0.7684	0.7687
PP	0.7679	0.7684
S1	0.7673	0.7680

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

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