CME Canadian Dollar Future June 2018

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Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary Previous Current 19-Dec-2017 20-Dec-2017 Change Change % Previous Week Open 0.7800 0.7792 -0.0008 -0.1% 0.7800 High 0.7803 0.7817 0.0015 0.2% 0.7885 Low 0.7766 0.7792 0.0026 0.3% 0.7782 Close 0.7787 0.7815 0.0029 0.4% 0.7788 Range 0.0037 0.0026 -0.0011 -30.1% 0.0103 ATR 0.0049 0.0048 -0.0001 -2.7% 0.0000 Volume 34 31 -3 -8.8% 783
Daily Pivots for day following 20-Dec-2017 Classic Woodie Camarilla DeMark R4 0.7884 0.7875 0.7829 R3 0.7859 0.7850 0.7822 R2 0.7833 0.7833 0.7820 R1 0.7824 0.7824 0.7817 0.7829 PP 0.7808 0.7808 0.7808 0.7810 S1 0.7799 0.7799 0.7813 0.7803 S2 0.7782 0.7782 0.7810 S3 0.7757 0.7773 0.7808 S4 0.7731 0.7748 0.7801	Weekly Pivots for week ending 15-Dec-2017 Classic Woodie Camarilla DeMark R4 0.8127 0.8060 0.7844 R3 0.8024 0.7957 0.7816 R2 0.7921 0.7921 0.7806 R1 0.7854 0.7854 0.7797 0.7836 PP 0.7818 0.7818 0.7818 0.7809 S1 0.7751 0.7751 0.7778 0.7733 S2 0.7715 0.7715 0.7769 S3 0.7612 0.7648 0.7759 S4 0.7509 0.7545 0.7731
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7885 0.7766 0.0119 1.5% 0.0048 0.6% 41% False False 102 10 0.7885 0.7766 0.0119 1.5% 0.0041 0.5% 41% False False 94
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 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7925 2.618 0.7884 1.618 0.7858 1.000 0.7843 0.618 0.7833 HIGH 0.7817 0.618 0.7807 0.500 0.7804 0.382 0.7801 LOW 0.7792 0.618 0.7776 1.000 0.7766 1.618 0.7750 2.618 0.7725 4.250 0.7683
Fisher Pivots for day following 20-Dec-2017 Pivot 1 day 3 day R1 0.7811 0.7807 PP 0.7808 0.7799 S1 0.7804 0.7792

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