CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 11-Dec-2018

Day Change Summary
	Previous	Current
	10-Dec-2018	11-Dec-2018	Change	Change %	Previous Week
Open	0.7505	0.7467	-0.0039	-0.5%	0.7544
High	0.7524	0.7476	-0.0049	-0.6%	0.7601
Low	0.7454	0.7450	-0.0004	-0.1%	0.7439
Close	0.7457	0.7467	0.0009	0.1%	0.7530
Range	0.0070	0.0025	-0.0045	-63.6%	0.0162
ATR	0.0056	0.0054	-0.0002	-3.9%	0.0000
Volume	111,842	74,265	-37,577	-33.6%	528,126

Daily Pivots for day following 11-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7540	0.7529	0.7481
R3	0.7515	0.7503	0.7474
R2	0.7489	0.7489	0.7471
R1	0.7478	0.7478	0.7469	0.7479
PP	0.7464	0.7464	0.7464	0.7465
S1	0.7453	0.7453	0.7464	0.7454
S2	0.7439	0.7439	0.7462
S3	0.7413	0.7427	0.7459
S4	0.7388	0.7402	0.7452

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	0.7547	0.7439	0.0108	1.4%	0.0062	0.8%	25%	False	False	103,156
10	0.7601	0.7439	0.0162	2.2%	0.0057	0.8%	17%	False	False	99,138
20	0.7622	0.7439	0.0183	2.5%	0.0052	0.7%	15%	False	False	85,824
40	0.7751	0.7439	0.0311	4.2%	0.0049	0.7%	9%	False	False	78,235
60	0.7836	0.7439	0.0396	5.3%	0.0048	0.6%	7%	False	False	74,803
80	0.7836	0.7439	0.0396	5.3%	0.0048	0.6%	7%	False	False	60,029
100	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	7%	False	False	48,060
120	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	7%	False	False	40,072

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7584
2.618	0.7542
1.618	0.7517
1.000	0.7501
0.618	0.7491
HIGH	0.7476
0.618	0.7466
0.500	0.7463
0.382	0.7460
LOW	0.7450
0.618	0.7434
1.000	0.7425
1.618	0.7409
2.618	0.7383
4.250	0.7342

Fisher Pivots for day following 11-Dec-2018
Pivot	1 day	3 day
R1	0.7465	0.7498
PP	0.7464	0.7488
S1	0.7463	0.7477

Download as Excel Spreadsheet

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

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