CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 29-Aug-2018

Day Change Summary
	Previous	Current
	28-Aug-2018	29-Aug-2018	Change	Change %	Previous Week
Open	0.7731	0.7749	0.0018	0.2%	0.7675
High	0.7774	0.7763	-0.0011	-0.1%	0.7713
Low	0.7721	0.7730	0.0010	0.1%	0.7648
Close	0.7749	0.7758	0.0009	0.1%	0.7690
Range	0.0054	0.0033	-0.0021	-38.3%	0.0065
ATR	0.0047	0.0046	-0.0001	-2.1%	0.0000
Volume	1,106	613	-493	-44.6%	2,251

Daily Pivots for day following 29-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7849	0.7836	0.7776
R3	0.7816	0.7803	0.7767
R2	0.7783	0.7783	0.7764
R1	0.7770	0.7770	0.7761	0.7777
PP	0.7750	0.7750	0.7750	0.7753
S1	0.7737	0.7737	0.7754	0.7744
S2	0.7717	0.7717	0.7751
S3	0.7684	0.7704	0.7748
S4	0.7651	0.7671	0.7739

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	0.7774	0.7648	0.0127	1.6%	0.0053	0.7%	87%	False	False	764
10	0.7774	0.7609	0.0165	2.1%	0.0044	0.6%	90%	False	False	528
20	0.7774	0.7606	0.0168	2.2%	0.0044	0.6%	90%	False	False	353
40	0.7774	0.7547	0.0228	2.9%	0.0042	0.5%	93%	False	False	254
60	0.7805	0.7500	0.0306	3.9%	0.0043	0.5%	84%	False	False	235
80	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	68%	False	False	221
100	0.8014	0.7500	0.0514	6.6%	0.0043	0.6%	50%	False	False	198
120	0.8014	0.7500	0.0514	6.6%	0.0042	0.5%	50%	False	False	184

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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7903
2.618	0.7849
1.618	0.7816
1.000	0.7796
0.618	0.7783
HIGH	0.7763
0.618	0.7750
0.500	0.7747
0.382	0.7743
LOW	0.7730
0.618	0.7710
1.000	0.7697
1.618	0.7677
2.618	0.7644
4.250	0.7590

Fisher Pivots for day following 29-Aug-2018
Pivot	1 day	3 day
R1	0.7754	0.7745
PP	0.7750	0.7733
S1	0.7747	0.7721

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

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