CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	0.7553	0.7593	0.0041	0.5%	0.7576
High	0.7605	0.7622	0.0017	0.2%	0.7622
Low	0.7552	0.7587	0.0036	0.5%	0.7543
Close	0.7598	0.7600	0.0002	0.0%	0.7600
Range	0.0053	0.0035	-0.0018	-34.6%	0.0079
ATR	0.0044	0.0044	-0.0001	-1.5%	0.0000
Volume	73,840	82,643	8,803	11.9%	360,011

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7689	0.7619
R3	0.7673	0.7654	0.7610
R2	0.7638	0.7638	0.7606
R1	0.7619	0.7619	0.7603	0.7629
PP	0.7603	0.7603	0.7603	0.7608
S1	0.7584	0.7584	0.7597	0.7594
S2	0.7568	0.7568	0.7594
S3	0.7533	0.7549	0.7590
S4	0.7498	0.7514	0.7581

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7792	0.7643
R3	0.7746	0.7713	0.7622
R2	0.7667	0.7667	0.7614
R1	0.7634	0.7634	0.7607	0.7651
PP	0.7588	0.7588	0.7588	0.7597
S1	0.7555	0.7555	0.7593	0.7572
S2	0.7509	0.7509	0.7586
S3	0.7430	0.7476	0.7578
S4	0.7351	0.7397	0.7557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7622	0.7543	0.0079	1.0%	0.0037	0.5%	72%	True	False	72,002
10	0.7665	0.7543	0.0122	1.6%	0.0040	0.5%	47%	False	False	66,227
20	0.7718	0.7543	0.0175	2.3%	0.0042	0.6%	33%	False	False	72,498
40	0.7836	0.7543	0.0293	3.8%	0.0045	0.6%	19%	False	False	70,377
60	0.7836	0.7543	0.0293	3.8%	0.0046	0.6%	19%	False	False	56,585
80	0.7836	0.7543	0.0293	3.8%	0.0045	0.6%	19%	False	False	42,494
100	0.7836	0.7520	0.0316	4.2%	0.0044	0.6%	25%	False	False	34,022
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	30%	False	False	28,385

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7714
1.618	0.7679
1.000	0.7657
0.618	0.7644
HIGH	0.7622
0.618	0.7609
0.500	0.7605
0.382	0.7600
LOW	0.7587
0.618	0.7565
1.000	0.7552
1.618	0.7530
2.618	0.7495
4.250	0.7438

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	0.7605	0.7594
PP	0.7603	0.7588
S1	0.7602	0.7583

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

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