CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	0.7607	0.7646	0.0039	0.5%	0.7679
High	0.7642	0.7646	0.0004	0.1%	0.7679
Low	0.7590	0.7615	0.0026	0.3%	0.7590
Close	0.7640	0.7619	-0.0022	-0.3%	0.7619
Range	0.0052	0.0030	-0.0022	-41.3%	0.0089
ATR	0.0038	0.0038	-0.0001	-1.5%	0.0000
Volume	104	23	-81	-77.9%	221

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7699	0.7635
R3	0.7687	0.7668	0.7627
R2	0.7657	0.7657	0.7624
R1	0.7638	0.7638	0.7621	0.7632
PP	0.7626	0.7626	0.7626	0.7624
S1	0.7607	0.7607	0.7616	0.7602
S2	0.7596	0.7596	0.7613
S3	0.7565	0.7577	0.7610
S4	0.7535	0.7546	0.7602

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7846	0.7667
R3	0.7807	0.7757	0.7643
R2	0.7718	0.7718	0.7635
R1	0.7668	0.7668	0.7627	0.7649
PP	0.7629	0.7629	0.7629	0.7619
S1	0.7579	0.7579	0.7610	0.7560
S2	0.7540	0.7540	0.7602
S3	0.7451	0.7490	0.7594
S4	0.7362	0.7401	0.7570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7695	0.7590	0.0105	1.4%	0.0040	0.5%	27%	False	False	55
10	0.7775	0.7590	0.0185	2.4%	0.0036	0.5%	16%	False	False	44
20	0.7775	0.7590	0.0185	2.4%	0.0028	0.4%	16%	False	False	31
40	0.7775	0.7570	0.0205	2.7%	0.0026	0.3%	24%	False	False	21
60	0.7775	0.7540	0.0235	3.1%	0.0024	0.3%	34%	False	False	22
80	0.7891	0.7540	0.0351	4.6%	0.0025	0.3%	22%	False	False	21
100	0.7979	0.7540	0.0439	5.8%	0.0025	0.3%	18%	False	False	18

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7775
2.618	0.7725
1.618	0.7695
1.000	0.7676
0.618	0.7664
HIGH	0.7646
0.618	0.7634
0.500	0.7630
0.382	0.7627
LOW	0.7615
0.618	0.7596
1.000	0.7585
1.618	0.7566
2.618	0.7535
4.250	0.7485

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	0.7630	0.7618
PP	0.7626	0.7618
S1	0.7622	0.7618

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

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