CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	0.7555	0.7560	0.0005	0.1%	0.7639
High	0.7572	0.7576	0.0004	0.1%	0.7665
Low	0.7544	0.7543	-0.0001	0.0%	0.7561
Close	0.7550	0.7565	0.0016	0.2%	0.7575
Range	0.0028	0.0033	0.0004	16.1%	0.0104
ATR	0.0044	0.0043	-0.0001	-1.9%	0.0000
Volume	70,125	84,090	13,965	19.9%	302,261

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7644	0.7583
R3	0.7626	0.7612	0.7574
R2	0.7594	0.7594	0.7571
R1	0.7579	0.7579	0.7568	0.7587
PP	0.7561	0.7561	0.7561	0.7565
S1	0.7547	0.7547	0.7562	0.7554
S2	0.7529	0.7529	0.7559
S3	0.7496	0.7514	0.7556
S4	0.7464	0.7482	0.7547

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	0.7646	0.7543	0.0103	1.4%	0.0042	0.5%	21%	False	True	69,066
10	0.7669	0.7543	0.0126	1.7%	0.0042	0.5%	17%	False	True	67,033
20	0.7718	0.7543	0.0175	2.3%	0.0043	0.6%	13%	False	True	72,393
40	0.7836	0.7543	0.0293	3.9%	0.0044	0.6%	8%	False	True	70,051
60	0.7836	0.7543	0.0293	3.9%	0.0046	0.6%	8%	False	True	53,993
80	0.7836	0.7543	0.0293	3.9%	0.0045	0.6%	8%	False	True	40,542
100	0.7836	0.7500	0.0335	4.4%	0.0044	0.6%	19%	False	False	32,459
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	19%	False	False	27,090

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7714
2.618	0.7661
1.618	0.7628
1.000	0.7608
0.618	0.7596
HIGH	0.7576
0.618	0.7563
0.500	0.7559
0.382	0.7555
LOW	0.7543
0.618	0.7523
1.000	0.7511
1.618	0.7490
2.618	0.7458
4.250	0.7405

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	0.7563	0.7567
PP	0.7561	0.7566
S1	0.7559	0.7566

Download as Excel Spreadsheet

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

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