CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Sep-2018

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	0.7667	0.7709	0.0042	0.5%	0.7674
High	0.7718	0.7720	0.0003	0.0%	0.7675
Low	0.7659	0.7691	0.0032	0.4%	0.7575
Close	0.7714	0.7712	-0.0002	0.0%	0.7606
Range	0.0058	0.0029	-0.0029	-50.4%	0.0100
ATR	0.0052	0.0051	-0.0002	-3.2%	0.0000
Volume	62,437	57,369	-5,068	-8.1%	19,675

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7795	0.7782	0.7728
R3	0.7766	0.7753	0.7720
R2	0.7737	0.7737	0.7717
R1	0.7724	0.7724	0.7715	0.7731
PP	0.7708	0.7708	0.7708	0.7711
S1	0.7695	0.7695	0.7709	0.7702
S2	0.7679	0.7679	0.7707
S3	0.7650	0.7666	0.7704
S4	0.7621	0.7637	0.7696

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	0.7591	0.0129	1.7%	0.0047	0.6%	94%	True	False	35,426
10	0.7763	0.7575	0.0188	2.4%	0.0053	0.7%	73%	False	False	18,805
20	0.7774	0.7575	0.0199	2.6%	0.0048	0.6%	69%	False	False	9,667
40	0.7774	0.7547	0.0228	2.9%	0.0046	0.6%	73%	False	False	4,925
60	0.7774	0.7500	0.0275	3.6%	0.0043	0.6%	77%	False	False	3,323
80	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	56%	False	False	2,556
100	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	56%	False	False	2,068
120	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	41%	False	False	1,740

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7796
1.618	0.7767
1.000	0.7749
0.618	0.7738
HIGH	0.7720
0.618	0.7709
0.500	0.7706
0.382	0.7702
LOW	0.7691
0.618	0.7673
1.000	0.7662
1.618	0.7644
2.618	0.7615
4.250	0.7568

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	0.7710	0.7695
PP	0.7708	0.7679
S1	0.7706	0.7662

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

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