CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	0.7560	0.7553	-0.0007	-0.1%	0.7639
High	0.7576	0.7605	0.0030	0.4%	0.7665
Low	0.7543	0.7552	0.0009	0.1%	0.7561
Close	0.7565	0.7598	0.0033	0.4%	0.7575
Range	0.0033	0.0053	0.0021	64.6%	0.0104
ATR	0.0043	0.0044	0.0001	1.7%	0.0000
Volume	84,090	73,840	-10,250	-12.2%	302,261

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7725	0.7627
R3	0.7692	0.7672	0.7613
R2	0.7638	0.7638	0.7608
R1	0.7618	0.7618	0.7603	0.7628
PP	0.7585	0.7585	0.7585	0.7590
S1	0.7565	0.7565	0.7593	0.7575
S2	0.7531	0.7531	0.7588
S3	0.7478	0.7511	0.7583
S4	0.7424	0.7458	0.7569

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	0.7614	0.7543	0.0071	0.9%	0.0041	0.5%	77%	False	False	70,307
10	0.7669	0.7543	0.0126	1.7%	0.0041	0.5%	44%	False	False	66,219
20	0.7718	0.7543	0.0175	2.3%	0.0043	0.6%	31%	False	False	72,763
40	0.7836	0.7543	0.0293	3.8%	0.0045	0.6%	19%	False	False	70,127
60	0.7836	0.7543	0.0293	3.8%	0.0047	0.6%	19%	False	False	55,215
80	0.7836	0.7543	0.0293	3.8%	0.0045	0.6%	19%	False	False	41,463
100	0.7836	0.7500	0.0335	4.4%	0.0045	0.6%	29%	False	False	33,197
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	29%	False	False	27,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7745
1.618	0.7692
1.000	0.7658
0.618	0.7638
HIGH	0.7605
0.618	0.7585
0.500	0.7578
0.382	0.7572
LOW	0.7552
0.618	0.7518
1.000	0.7498
1.618	0.7465
2.618	0.7411
4.250	0.7324

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	0.7591	0.7590
PP	0.7585	0.7582
S1	0.7578	0.7574

Download as Excel Spreadsheet

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

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