CME Canadian Dollar Future December 2018

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

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	0.7490	0.7470	-0.0020	-0.3%	0.7544
High	0.7490	0.7547	0.0057	0.8%	0.7601
Low	0.7439	0.7464	0.0024	0.3%	0.7439
Close	0.7468	0.7530	0.0062	0.8%	0.7530
Range	0.0051	0.0083	0.0033	64.4%	0.0162
ATR	0.0052	0.0054	0.0002	4.3%	0.0000
Volume	115,618	117,930	2,312	2.0%	528,126

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7762	0.7729	0.7575
R3	0.7679	0.7646	0.7552
R2	0.7596	0.7596	0.7545
R1	0.7563	0.7563	0.7537	0.7580
PP	0.7513	0.7513	0.7513	0.7522
S1	0.7480	0.7480	0.7522	0.7497
S2	0.7430	0.7430	0.7514
S3	0.7347	0.7397	0.7507
S4	0.7264	0.7314	0.7484

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7931	0.7619
R3	0.7847	0.7769	0.7574
R2	0.7685	0.7685	0.7559
R1	0.7607	0.7607	0.7544	0.7565
PP	0.7523	0.7523	0.7523	0.7502
S1	0.7445	0.7445	0.7515	0.7403
S2	0.7361	0.7361	0.7500
S3	0.7199	0.7283	0.7485
S4	0.7037	0.7121	0.7440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7601	0.7439	0.0162	2.2%	0.0067	0.9%	56%	False	False	105,625
10	0.7601	0.7439	0.0162	2.2%	0.0057	0.8%	56%	False	False	91,983
20	0.7622	0.7439	0.0183	2.4%	0.0052	0.7%	49%	False	False	82,692
40	0.7751	0.7439	0.0311	4.1%	0.0048	0.6%	29%	False	False	76,732
60	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	23%	False	False	73,722
80	0.7836	0.7439	0.0396	5.3%	0.0048	0.6%	23%	False	False	57,708
100	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	23%	False	False	46,203
120	0.7836	0.7439	0.0396	5.3%	0.0045	0.6%	23%	False	False	38,523

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7899
2.618	0.7764
1.618	0.7681
1.000	0.7630
0.618	0.7598
HIGH	0.7547
0.618	0.7515
0.500	0.7505
0.382	0.7495
LOW	0.7464
0.618	0.7412
1.000	0.7380
1.618	0.7329
2.618	0.7246
4.250	0.7111

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	0.7521	0.7517
PP	0.7513	0.7505
S1	0.7505	0.7493

Download as Excel Spreadsheet

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

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