CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	0.7642	0.7621	-0.0021	-0.3%	0.7636
High	0.7650	0.7639	-0.0011	-0.1%	0.7718
Low	0.7611	0.7612	0.0001	0.0%	0.7604
Close	0.7625	0.7622	-0.0003	0.0%	0.7646
Range	0.0039	0.0027	-0.0012	-30.8%	0.0114
ATR	0.0049	0.0047	-0.0002	-3.2%	0.0000
Volume	53,337	56,658	3,321	6.2%	430,029

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7690	0.7636
R3	0.7678	0.7663	0.7629
R2	0.7651	0.7651	0.7626
R1	0.7636	0.7636	0.7624	0.7644
PP	0.7624	0.7624	0.7624	0.7628
S1	0.7609	0.7609	0.7619	0.7617
S2	0.7597	0.7597	0.7617
S3	0.7570	0.7582	0.7614
S4	0.7543	0.7555	0.7607

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7936	0.7708
R3	0.7884	0.7822	0.7677
R2	0.7770	0.7770	0.7666
R1	0.7708	0.7708	0.7656	0.7739
PP	0.7656	0.7656	0.7656	0.7671
S1	0.7594	0.7594	0.7635	0.7625
S2	0.7542	0.7542	0.7625
S3	0.7428	0.7480	0.7614
S4	0.7314	0.7366	0.7583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7718	0.7604	0.0114	1.5%	0.0050	0.7%	15%	False	False	84,121
10	0.7741	0.7604	0.0137	1.8%	0.0046	0.6%	13%	False	False	75,831
20	0.7820	0.7604	0.0216	2.8%	0.0047	0.6%	8%	False	False	69,679
40	0.7836	0.7575	0.0260	3.4%	0.0045	0.6%	18%	False	False	61,933
60	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	18%	False	False	41,474
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	26%	False	False	31,148
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	36%	False	False	24,951
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	32%	False	False	20,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7754
2.618	0.7710
1.618	0.7683
1.000	0.7666
0.618	0.7656
HIGH	0.7639
0.618	0.7629
0.500	0.7626
0.382	0.7622
LOW	0.7612
0.618	0.7595
1.000	0.7585
1.618	0.7568
2.618	0.7541
4.250	0.7497

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	0.7626	0.7631
PP	0.7624	0.7628
S1	0.7623	0.7625

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

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