CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	0.7605	0.7649	0.0044	0.6%	0.7642
High	0.7658	0.7669	0.0011	0.1%	0.7669
Low	0.7600	0.7628	0.0028	0.4%	0.7599
Close	0.7647	0.7631	-0.0016	-0.2%	0.7631
Range	0.0059	0.0042	-0.0017	-29.1%	0.0071
ATR	0.0047	0.0047	0.0000	-0.9%	0.0000
Volume	81,979	82,569	590	0.7%	357,666

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7767	0.7741	0.7654
R3	0.7726	0.7699	0.7642
R2	0.7684	0.7684	0.7639
R1	0.7658	0.7658	0.7635	0.7650
PP	0.7643	0.7643	0.7643	0.7639
S1	0.7616	0.7616	0.7627	0.7608
S2	0.7601	0.7601	0.7623
S3	0.7559	0.7574	0.7620
S4	0.7518	0.7533	0.7608

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7808	0.7670
R3	0.7774	0.7738	0.7650
R2	0.7703	0.7703	0.7644
R1	0.7667	0.7667	0.7637	0.7650
PP	0.7633	0.7633	0.7633	0.7624
S1	0.7597	0.7597	0.7625	0.7579
S2	0.7562	0.7562	0.7618
S3	0.7492	0.7526	0.7612
S4	0.7421	0.7456	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7599	0.0071	0.9%	0.0041	0.5%	46%	True	False	71,533
10	0.7718	0.7599	0.0120	1.6%	0.0044	0.6%	27%	False	False	78,769
20	0.7751	0.7599	0.0152	2.0%	0.0047	0.6%	21%	False	False	72,609
40	0.7836	0.7591	0.0245	3.2%	0.0046	0.6%	16%	False	False	67,690
60	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	21%	False	False	45,592
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	29%	False	False	34,237
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	39%	False	False	27,421
120	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	35%	False	False	22,887

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	0.7845
2.618	0.7778
1.618	0.7736
1.000	0.7711
0.618	0.7695
HIGH	0.7669
0.618	0.7653
0.500	0.7648
0.382	0.7643
LOW	0.7628
0.618	0.7602
1.000	0.7586
1.618	0.7560
2.618	0.7519
4.250	0.7451

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	0.7648	0.7634
PP	0.7643	0.7633
S1	0.7637	0.7632

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

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