CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 19-Nov-2018

Day Change Summary
	Previous	Current
	16-Nov-2018	19-Nov-2018	Change	Change %	Previous Week
Open	0.7593	0.7607	0.0014	0.2%	0.7576
High	0.7622	0.7613	-0.0009	-0.1%	0.7622
Low	0.7587	0.7578	-0.0010	-0.1%	0.7543
Close	0.7600	0.7591	-0.0009	-0.1%	0.7600
Range	0.0035	0.0036	0.0001	1.4%	0.0079
ATR	0.0044	0.0043	-0.0001	-1.3%	0.0000
Volume	82,643	53,706	-28,937	-35.0%	360,011

Daily Pivots for day following 19-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7681	0.7611
R3	0.7665	0.7646	0.7601
R2	0.7629	0.7629	0.7598
R1	0.7610	0.7610	0.7594	0.7602
PP	0.7594	0.7594	0.7594	0.7590
S1	0.7575	0.7575	0.7588	0.7567
S2	0.7558	0.7558	0.7584
S3	0.7523	0.7539	0.7581
S4	0.7487	0.7504	0.7571

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%	61%	False	False	72,880
10	0.7665	0.7543	0.0122	1.6%	0.0041	0.5%	40%	False	False	66,910
20	0.7718	0.7543	0.0175	2.3%	0.0043	0.6%	27%	False	False	72,437
40	0.7836	0.7543	0.0293	3.9%	0.0045	0.6%	16%	False	False	70,486
60	0.7836	0.7543	0.0293	3.9%	0.0046	0.6%	16%	False	False	57,467
80	0.7836	0.7543	0.0293	3.9%	0.0045	0.6%	16%	False	False	43,164
100	0.7836	0.7543	0.0293	3.9%	0.0044	0.6%	16%	False	False	34,559
120	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	27%	False	False	28,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7764
2.618	0.7706
1.618	0.7670
1.000	0.7649
0.618	0.7635
HIGH	0.7613
0.618	0.7599
0.500	0.7595
0.382	0.7591
LOW	0.7578
0.618	0.7556
1.000	0.7542
1.618	0.7520
2.618	0.7485
4.250	0.7427

Fisher Pivots for day following 19-Nov-2018
Pivot	1 day	3 day
R1	0.7595	0.7590
PP	0.7594	0.7588
S1	0.7592	0.7587

Download as Excel Spreadsheet

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

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