CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Nov-2018

Day Change Summary
	Previous	Current
	05-Nov-2018	06-Nov-2018	Change	Change %	Previous Week
Open	0.7639	0.7634	-0.0004	-0.1%	0.7642
High	0.7656	0.7635	-0.0021	-0.3%	0.7669
Low	0.7630	0.7613	-0.0017	-0.2%	0.7599
Close	0.7635	0.7616	-0.0019	-0.2%	0.7631
Range	0.0026	0.0022	-0.0004	-15.4%	0.0071
ATR	0.0045	0.0044	-0.0002	-3.7%	0.0000
Volume	46,870	43,537	-3,333	-7.1%	357,666

Daily Pivots for day following 06-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7673	0.7628
R3	0.7665	0.7651	0.7622
R2	0.7643	0.7643	0.7620
R1	0.7629	0.7629	0.7618	0.7625
PP	0.7621	0.7621	0.7621	0.7619
S1	0.7607	0.7607	0.7613	0.7603
S2	0.7599	0.7599	0.7611
S3	0.7577	0.7585	0.7609
S4	0.7555	0.7563	0.7603

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%	0.0037	0.5%	24%	False	False	67,615
10	0.7718	0.7599	0.0120	1.6%	0.0043	0.6%	14%	False	False	75,868
20	0.7751	0.7599	0.0152	2.0%	0.0045	0.6%	11%	False	False	72,133
40	0.7836	0.7599	0.0237	3.1%	0.0044	0.6%	7%	False	False	68,790
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	16%	False	False	47,093
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	24%	False	False	35,362
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	35%	False	False	28,318
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	30%	False	False	23,636

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	0.7729
2.618	0.7693
1.618	0.7671
1.000	0.7657
0.618	0.7649
HIGH	0.7635
0.618	0.7627
0.500	0.7624
0.382	0.7621
LOW	0.7613
0.618	0.7599
1.000	0.7591
1.618	0.7577
2.618	0.7555
4.250	0.7520

Fisher Pivots for day following 06-Nov-2018
Pivot	1 day	3 day
R1	0.7624	0.7641
PP	0.7621	0.7633
S1	0.7618	0.7624

Download as Excel Spreadsheet

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

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