CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.7717	0.7674	-0.0043	-0.6%	0.7697
High	0.7720	0.7675	-0.0045	-0.6%	0.7774
Low	0.7656	0.7584	-0.0072	-0.9%	0.7656
Close	0.7678	0.7603	-0.0075	-1.0%	0.7678
Range	0.0064	0.0091	0.0027	43.3%	0.0118
ATR	0.0048	0.0051	0.0003	6.9%	0.0000
Volume	1,612	2,302	690	42.8%	4,783

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7893	0.7839	0.7653
R3	0.7802	0.7748	0.7628
R2	0.7711	0.7711	0.7619
R1	0.7657	0.7657	0.7611	0.7639
PP	0.7621	0.7621	0.7621	0.7611
S1	0.7566	0.7566	0.7594	0.7548
S2	0.7530	0.7530	0.7586
S3	0.7439	0.7475	0.7577
S4	0.7348	0.7384	0.7552

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.7985	0.7742
R3	0.7939	0.7867	0.7710
R2	0.7821	0.7821	0.7699
R1	0.7749	0.7749	0.7688	0.7726
PP	0.7703	0.7703	0.7703	0.7691
S1	0.7631	0.7631	0.7667	0.7608
S2	0.7584	0.7584	0.7656
S3	0.7466	0.7513	0.7645
S4	0.7348	0.7395	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7774	0.7584	0.0190	2.5%	0.0059	0.8%	10%	False	True	1,237
10	0.7774	0.7584	0.0190	2.5%	0.0052	0.7%	10%	False	True	903
20	0.7774	0.7584	0.0190	2.5%	0.0050	0.7%	10%	False	True	556
40	0.7774	0.7547	0.0228	3.0%	0.0046	0.6%	25%	False	False	363
60	0.7774	0.7500	0.0275	3.6%	0.0044	0.6%	38%	False	False	296
80	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	27%	False	False	272
100	0.8014	0.7500	0.0514	6.8%	0.0044	0.6%	20%	False	False	241
120	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	20%	False	False	215

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 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8062
2.618	0.7913
1.618	0.7822
1.000	0.7766
0.618	0.7731
HIGH	0.7675
0.618	0.7640
0.500	0.7630
0.382	0.7619
LOW	0.7584
0.618	0.7528
1.000	0.7493
1.618	0.7437
2.618	0.7346
4.250	0.7197

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.7630	0.7674
PP	0.7621	0.7650
S1	0.7612	0.7626

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

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