CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	0.7604	0.7618	0.0014	0.2%	0.7674
High	0.7631	0.7641	0.0010	0.1%	0.7675
Low	0.7575	0.7596	0.0020	0.3%	0.7575
Close	0.7628	0.7606	-0.0022	-0.3%	0.7606
Range	0.0056	0.0045	-0.0011	-19.6%	0.0100
ATR	0.0050	0.0049	0.0000	-0.7%	0.0000
Volume	2,756	10,923	8,167	296.3%	19,675

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7723	0.7631
R3	0.7704	0.7678	0.7618
R2	0.7659	0.7659	0.7614
R1	0.7633	0.7633	0.7610	0.7623
PP	0.7614	0.7614	0.7614	0.7609
S1	0.7588	0.7588	0.7602	0.7578
S2	0.7569	0.7569	0.7598
S3	0.7524	0.7543	0.7594
S4	0.7479	0.7498	0.7581

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7862	0.7661
R3	0.7819	0.7762	0.7633
R2	0.7719	0.7719	0.7624
R1	0.7662	0.7662	0.7615	0.7641
PP	0.7619	0.7619	0.7619	0.7608
S1	0.7562	0.7562	0.7597	0.7541
S2	0.7519	0.7519	0.7588
S3	0.7419	0.7462	0.7579
S4	0.7319	0.7362	0.7551

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7575	0.0145	1.9%	0.0056	0.7%	21%	False	False	4,257
10	0.7774	0.7575	0.0199	2.6%	0.0054	0.7%	16%	False	False	2,521
20	0.7774	0.7575	0.0199	2.6%	0.0049	0.6%	16%	False	False	1,396
40	0.7774	0.7547	0.0228	3.0%	0.0045	0.6%	26%	False	False	785
60	0.7774	0.7500	0.0275	3.6%	0.0044	0.6%	39%	False	False	575
80	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	28%	False	False	486
100	0.7995	0.7500	0.0495	6.5%	0.0044	0.6%	21%	False	False	413
120	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	21%	False	False	357

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7758
1.618	0.7713
1.000	0.7686
0.618	0.7668
HIGH	0.7641
0.618	0.7623
0.500	0.7618
0.382	0.7613
LOW	0.7596
0.618	0.7568
1.000	0.7551
1.618	0.7523
2.618	0.7478
4.250	0.7404

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	0.7618	0.7608
PP	0.7614	0.7607
S1	0.7610	0.7607

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

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