CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Sep-2018

Day Change Summary
	Previous	Current
	14-Sep-2018	17-Sep-2018	Change	Change %	Previous Week
Open	0.7706	0.7682	-0.0025	-0.3%	0.7606
High	0.7716	0.7704	-0.0012	-0.1%	0.7720
Low	0.7674	0.7677	0.0004	0.0%	0.7591
Close	0.7687	0.7690	0.0002	0.0%	0.7687
Range	0.0042	0.0027	-0.0015	-35.7%	0.0129
ATR	0.0050	0.0048	-0.0002	-3.3%	0.0000
Volume	79,901	41,394	-38,507	-48.2%	246,111

Daily Pivots for day following 17-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7757	0.7704
R3	0.7744	0.7730	0.7697
R2	0.7717	0.7717	0.7694
R1	0.7703	0.7703	0.7692	0.7710
PP	0.7690	0.7690	0.7690	0.7694
S1	0.7676	0.7676	0.7687	0.7683
S2	0.7663	0.7663	0.7685
S3	0.7636	0.7649	0.7682
S4	0.7609	0.7622	0.7675

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.7999	0.7758
R3	0.7924	0.7870	0.7722
R2	0.7795	0.7795	0.7711
R1	0.7741	0.7741	0.7699	0.7768
PP	0.7666	0.7666	0.7666	0.7680
S1	0.7612	0.7612	0.7675	0.7639
S2	0.7537	0.7537	0.7663
S3	0.7408	0.7483	0.7652
S4	0.7279	0.7354	0.7616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7604	0.0116	1.5%	0.0047	0.6%	74%	False	False	54,995
10	0.7720	0.7575	0.0145	1.9%	0.0048	0.6%	79%	False	False	30,718
20	0.7774	0.7575	0.0199	2.6%	0.0047	0.6%	58%	False	False	15,710
40	0.7774	0.7575	0.0199	2.6%	0.0044	0.6%	58%	False	False	7,946
60	0.7774	0.7500	0.0275	3.6%	0.0044	0.6%	69%	False	False	5,342
80	0.7831	0.7500	0.0331	4.3%	0.0045	0.6%	57%	False	False	4,066
100	0.7880	0.7500	0.0380	4.9%	0.0044	0.6%	50%	False	False	3,279
120	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	37%	False	False	2,750

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7819
2.618	0.7775
1.618	0.7748
1.000	0.7731
0.618	0.7721
HIGH	0.7704
0.618	0.7694
0.500	0.7691
0.382	0.7687
LOW	0.7677
0.618	0.7660
1.000	0.7650
1.618	0.7633
2.618	0.7606
4.250	0.7562

Fisher Pivots for day following 17-Sep-2018
Pivot	1 day	3 day
R1	0.7691	0.7697
PP	0.7690	0.7694
S1	0.7690	0.7692

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

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