CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.7650	0.7697	0.0047	0.6%	0.7639
High	0.7690	0.7697	0.0007	0.1%	0.7650
Low	0.7650	0.7670	0.0020	0.3%	0.7570
Close	0.7690	0.7682	-0.0008	-0.1%	0.7646
Range	0.0040	0.0027	-0.0013	-32.5%	0.0080
ATR	0.0034	0.0033	0.0000	-1.4%	0.0000
Volume	9	30	21	233.3%	21

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7750	0.7697
R3	0.7737	0.7723	0.7689
R2	0.7710	0.7710	0.7687
R1	0.7696	0.7696	0.7684	0.7690
PP	0.7683	0.7683	0.7683	0.7680
S1	0.7669	0.7669	0.7680	0.7662
S2	0.7656	0.7656	0.7677
S3	0.7629	0.7642	0.7675
S4	0.7602	0.7615	0.7667

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7860	0.7833	0.7690
R3	0.7781	0.7753	0.7668
R2	0.7701	0.7701	0.7661
R1	0.7674	0.7674	0.7653	0.7688
PP	0.7622	0.7622	0.7622	0.7629
S1	0.7594	0.7594	0.7639	0.7608
S2	0.7542	0.7542	0.7631
S3	0.7463	0.7515	0.7624
S4	0.7383	0.7435	0.7602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7697	0.7572	0.0125	1.6%	0.0033	0.4%	88%	True	False	10
10	0.7697	0.7570	0.0127	1.7%	0.0029	0.4%	88%	True	False	6
20	0.7697	0.7555	0.0142	1.8%	0.0022	0.3%	89%	True	False	11
40	0.7829	0.7540	0.0289	3.8%	0.0026	0.3%	49%	False	False	18
60	0.7898	0.7540	0.0358	4.7%	0.0026	0.3%	40%	False	False	16

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	True
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7812
2.618	0.7768
1.618	0.7741
1.000	0.7724
0.618	0.7714
HIGH	0.7697
0.618	0.7687
0.500	0.7684
0.382	0.7680
LOW	0.7670
0.618	0.7653
1.000	0.7643
1.618	0.7626
2.618	0.7599
4.250	0.7555

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.7684	0.7674
PP	0.7683	0.7667
S1	0.7683	0.7659

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

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