CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.7606	0.7576	-0.0030	-0.4%	0.7639
High	0.7614	0.7590	-0.0024	-0.3%	0.7665
Low	0.7561	0.7552	-0.0009	-0.1%	0.7561
Close	0.7575	0.7564	-0.0011	-0.1%	0.7575
Range	0.0053	0.0038	-0.0015	-28.3%	0.0104
ATR	0.0046	0.0046	-0.0001	-1.3%	0.0000
Volume	74,167	49,313	-24,854	-33.5%	302,261

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7661	0.7584
R3	0.7645	0.7623	0.7574
R2	0.7607	0.7607	0.7570
R1	0.7585	0.7585	0.7567	0.7577
PP	0.7569	0.7569	0.7569	0.7564
S1	0.7547	0.7547	0.7560	0.7539
S2	0.7530	0.7530	0.7557
S3	0.7492	0.7509	0.7553
S4	0.7454	0.7471	0.7543

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	0.7552	0.0113	1.5%	0.0046	0.6%	10%	False	True	60,940
10	0.7669	0.7552	0.0117	1.5%	0.0042	0.6%	10%	False	True	65,590
20	0.7751	0.7552	0.0199	2.6%	0.0045	0.6%	6%	False	True	70,647
40	0.7836	0.7552	0.0284	3.7%	0.0046	0.6%	4%	False	True	69,292
60	0.7836	0.7552	0.0284	3.7%	0.0046	0.6%	4%	False	True	51,431
80	0.7836	0.7552	0.0284	3.7%	0.0045	0.6%	4%	False	True	38,619
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	19%	False	False	30,922
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	19%	False	False	25,808

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7752
2.618	0.7689
1.618	0.7651
1.000	0.7628
0.618	0.7613
HIGH	0.7590
0.618	0.7575
0.500	0.7571
0.382	0.7567
LOW	0.7552
0.618	0.7529
1.000	0.7514
1.618	0.7491
2.618	0.7453
4.250	0.7390

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.7571	0.7599
PP	0.7569	0.7587
S1	0.7566	0.7575

Download as Excel Spreadsheet

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

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