CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Nov-2018

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	0.7649	0.7639	-0.0010	-0.1%	0.7642
High	0.7669	0.7656	-0.0013	-0.2%	0.7669
Low	0.7628	0.7630	0.0003	0.0%	0.7599
Close	0.7631	0.7635	0.0004	0.0%	0.7631
Range	0.0042	0.0026	-0.0016	-37.4%	0.0071
ATR	0.0047	0.0045	-0.0001	-3.2%	0.0000
Volume	82,569	46,870	-35,699	-43.2%	357,666

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7702	0.7649
R3	0.7692	0.7676	0.7642
R2	0.7666	0.7666	0.7639
R1	0.7650	0.7650	0.7637	0.7645
PP	0.7640	0.7640	0.7640	0.7638
S1	0.7624	0.7624	0.7632	0.7619
S2	0.7614	0.7614	0.7630
S3	0.7588	0.7598	0.7627
S4	0.7562	0.7572	0.7620

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%	0.0038	0.5%	51%	False	False	70,239
10	0.7718	0.7599	0.0120	1.6%	0.0044	0.6%	30%	False	False	77,963
20	0.7751	0.7599	0.0152	2.0%	0.0046	0.6%	24%	False	False	72,790
40	0.7836	0.7599	0.0237	3.1%	0.0046	0.6%	15%	False	False	68,549
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	23%	False	False	46,370
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	30%	False	False	34,820
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	40%	False	False	27,887
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	35%	False	False	23,276

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7724
1.618	0.7698
1.000	0.7682
0.618	0.7672
HIGH	0.7656
0.618	0.7646
0.500	0.7643
0.382	0.7640
LOW	0.7630
0.618	0.7614
1.000	0.7604
1.618	0.7588
2.618	0.7562
4.250	0.7520

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	0.7643	0.7634
PP	0.7640	0.7634
S1	0.7637	0.7634

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

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