CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	0.7612	0.7667	0.0055	0.7%	0.7674
High	0.7681	0.7718	0.0037	0.5%	0.7675
Low	0.7604	0.7659	0.0055	0.7%	0.7575
Close	0.7630	0.7714	0.0084	1.1%	0.7606
Range	0.0076	0.0058	-0.0018	-23.5%	0.0100
ATR	0.0050	0.0052	0.0003	5.5%	0.0000
Volume	33,874	62,437	28,563	84.3%	19,675

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7852	0.7746
R3	0.7814	0.7793	0.7730
R2	0.7755	0.7755	0.7725
R1	0.7735	0.7735	0.7719	0.7745
PP	0.7697	0.7697	0.7697	0.7702
S1	0.7676	0.7676	0.7709	0.7687
S2	0.7638	0.7638	0.7703
S3	0.7580	0.7618	0.7698
S4	0.7521	0.7559	0.7682

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	0.7718	0.7575	0.0142	1.8%	0.0052	0.7%	98%	True	False	24,504
10	0.7763	0.7575	0.0188	2.4%	0.0053	0.7%	74%	False	False	13,129
20	0.7774	0.7575	0.0199	2.6%	0.0050	0.7%	70%	False	False	6,814
40	0.7774	0.7547	0.0228	2.9%	0.0047	0.6%	74%	False	False	3,492
60	0.7774	0.7500	0.0275	3.6%	0.0044	0.6%	78%	False	False	2,371
80	0.7880	0.7500	0.0380	4.9%	0.0046	0.6%	56%	False	False	1,839
100	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	56%	False	False	1,496
120	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	42%	False	False	1,262

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7966
2.618	0.7871
1.618	0.7812
1.000	0.7776
0.618	0.7754
HIGH	0.7718
0.618	0.7695
0.500	0.7688
0.382	0.7681
LOW	0.7659
0.618	0.7623
1.000	0.7601
1.618	0.7564
2.618	0.7506
4.250	0.7410

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	0.7705	0.7694
PP	0.7697	0.7674
S1	0.7688	0.7654

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

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