CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.7674	0.7602	-0.0072	-0.9%	0.7697
High	0.7675	0.7612	-0.0063	-0.8%	0.7774
Low	0.7584	0.7587	0.0003	0.0%	0.7656
Close	0.7603	0.7596	-0.0007	-0.1%	0.7678
Range	0.0091	0.0026	-0.0065	-72.0%	0.0118
ATR	0.0051	0.0049	-0.0002	-3.6%	0.0000
Volume	2,302	3,694	1,392	60.5%	4,783

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7661	0.7610
R3	0.7649	0.7635	0.7603
R2	0.7624	0.7624	0.7601
R1	0.7610	0.7610	0.7598	0.7604
PP	0.7598	0.7598	0.7598	0.7595
S1	0.7584	0.7584	0.7594	0.7579
S2	0.7573	0.7573	0.7591
S3	0.7547	0.7559	0.7589
S4	0.7522	0.7533	0.7582

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	0.7763	0.7584	0.0179	2.4%	0.0054	0.7%	7%	False	False	1,755
10	0.7774	0.7584	0.0190	2.5%	0.0053	0.7%	6%	False	False	1,248
20	0.7774	0.7584	0.0190	2.5%	0.0048	0.6%	6%	False	False	723
40	0.7774	0.7547	0.0228	3.0%	0.0046	0.6%	22%	False	False	454
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	35%	False	False	354
80	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	25%	False	False	318
100	0.8014	0.7500	0.0514	6.8%	0.0044	0.6%	19%	False	False	277
120	0.8014	0.7500	0.0514	6.8%	0.0042	0.6%	19%	False	False	244

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7720
2.618	0.7679
1.618	0.7653
1.000	0.7638
0.618	0.7628
HIGH	0.7612
0.618	0.7602
0.500	0.7599
0.382	0.7596
LOW	0.7587
0.618	0.7571
1.000	0.7561
1.618	0.7545
2.618	0.7520
4.250	0.7478

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.7599	0.7652
PP	0.7598	0.7633
S1	0.7597	0.7615

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

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