CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 09-Nov-2018

Day Change Summary
	Previous	Current
	08-Nov-2018	09-Nov-2018	Change	Change %	Previous Week
Open	0.7630	0.7606	-0.0024	-0.3%	0.7639
High	0.7646	0.7614	-0.0032	-0.4%	0.7665
Low	0.7590	0.7561	-0.0029	-0.4%	0.7561
Close	0.7592	0.7575	-0.0017	-0.2%	0.7575
Range	0.0056	0.0053	-0.0003	-5.4%	0.0104
ATR	0.0046	0.0046	0.0001	1.2%	0.0000
Volume	67,639	74,167	6,528	9.7%	302,261

Daily Pivots for day following 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7711	0.7604
R3	0.7689	0.7658	0.7589
R2	0.7636	0.7636	0.7584
R1	0.7605	0.7605	0.7579	0.7594
PP	0.7583	0.7583	0.7583	0.7578
S1	0.7552	0.7552	0.7570	0.7541
S2	0.7530	0.7530	0.7565
S3	0.7477	0.7499	0.7560
S4	0.7424	0.7446	0.7545

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7911	0.7846	0.7631
R3	0.7807	0.7743	0.7603
R2	0.7704	0.7704	0.7593
R1	0.7639	0.7639	0.7584	0.7620
PP	0.7600	0.7600	0.7600	0.7590
S1	0.7536	0.7536	0.7565	0.7516
S2	0.7497	0.7497	0.7556
S3	0.7393	0.7432	0.7546
S4	0.7290	0.7329	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7665	0.7561	0.0104	1.4%	0.0043	0.6%	13%	False	True	60,452
10	0.7669	0.7561	0.0108	1.4%	0.0042	0.6%	12%	False	True	65,992
20	0.7751	0.7561	0.0190	2.5%	0.0046	0.6%	7%	False	True	71,770
40	0.7836	0.7561	0.0275	3.6%	0.0045	0.6%	5%	False	True	69,094
60	0.7836	0.7561	0.0275	3.6%	0.0047	0.6%	5%	False	True	50,615
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	10%	False	False	38,006
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	22%	False	False	30,430
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	22%	False	False	25,399

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7839
2.618	0.7753
1.618	0.7700
1.000	0.7667
0.618	0.7647
HIGH	0.7614
0.618	0.7594
0.500	0.7588
0.382	0.7581
LOW	0.7561
0.618	0.7528
1.000	0.7508
1.618	0.7475
2.618	0.7422
4.250	0.7336

Fisher Pivots for day following 09-Nov-2018
Pivot	1 day	3 day
R1	0.7588	0.7613
PP	0.7583	0.7600
S1	0.7579	0.7587

Download as Excel Spreadsheet

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

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