CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.7618	0.7606	-0.0012	-0.2%	0.7674
High	0.7641	0.7617	-0.0024	-0.3%	0.7675
Low	0.7596	0.7591	-0.0005	-0.1%	0.7575
Close	0.7606	0.7614	0.0008	0.1%	0.7606
Range	0.0045	0.0026	-0.0019	-42.2%	0.0100
ATR	0.0049	0.0048	-0.0002	-3.4%	0.0000
Volume	10,923	12,530	1,607	14.7%	19,675

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7676	0.7628
R3	0.7659	0.7650	0.7621
R2	0.7633	0.7633	0.7619
R1	0.7624	0.7624	0.7616	0.7629
PP	0.7607	0.7607	0.7607	0.7610
S1	0.7598	0.7598	0.7612	0.7603
S2	0.7581	0.7581	0.7609
S3	0.7555	0.7572	0.7607
S4	0.7529	0.7546	0.7600

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	0.7675	0.7575	0.0100	1.3%	0.0049	0.6%	39%	False	False	6,441
10	0.7774	0.7575	0.0199	2.6%	0.0052	0.7%	20%	False	False	3,698
20	0.7774	0.7575	0.0199	2.6%	0.0047	0.6%	20%	False	False	2,011
40	0.7774	0.7547	0.0228	3.0%	0.0045	0.6%	30%	False	False	1,092
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	42%	False	False	779
80	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	30%	False	False	640
100	0.7972	0.7500	0.0472	6.2%	0.0044	0.6%	24%	False	False	537
120	0.8014	0.7500	0.0514	6.8%	0.0043	0.6%	22%	False	False	461

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7728
2.618	0.7685
1.618	0.7659
1.000	0.7643
0.618	0.7633
HIGH	0.7617
0.618	0.7607
0.500	0.7604
0.382	0.7601
LOW	0.7591
0.618	0.7575
1.000	0.7565
1.618	0.7549
2.618	0.7523
4.250	0.7481

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.7611	0.7612
PP	0.7607	0.7610
S1	0.7604	0.7608

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

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