CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	0.7518	0.7560	0.0042	0.6%	0.7607
High	0.7563	0.7589	0.0027	0.4%	0.7613
Low	0.7512	0.7545	0.0033	0.4%	0.7512
Close	0.7549	0.7578	0.0029	0.4%	0.7578
Range	0.0051	0.0044	-0.0007	-13.7%	0.0101
ATR	0.0047	0.0047	0.0000	-0.4%	0.0000
Volume	73,020	82,736	9,716	13.3%	299,846

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7684	0.7602
R3	0.7659	0.7640	0.7590
R2	0.7615	0.7615	0.7586
R1	0.7596	0.7596	0.7582	0.7605
PP	0.7571	0.7571	0.7571	0.7575
S1	0.7552	0.7552	0.7573	0.7561
S2	0.7527	0.7527	0.7569
S3	0.7483	0.7508	0.7565
S4	0.7439	0.7464	0.7553

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7872	0.7826	0.7633
R3	0.7770	0.7725	0.7605
R2	0.7669	0.7669	0.7596
R1	0.7623	0.7623	0.7587	0.7595
PP	0.7567	0.7567	0.7567	0.7553
S1	0.7522	0.7522	0.7568	0.7494
S2	0.7466	0.7466	0.7559
S3	0.7364	0.7420	0.7550
S4	0.7263	0.7319	0.7522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7622	0.7512	0.0111	1.5%	0.0052	0.7%	60%	False	False	76,497
10	0.7622	0.7512	0.0111	1.5%	0.0046	0.6%	60%	False	False	73,402
20	0.7669	0.7512	0.0158	2.1%	0.0044	0.6%	42%	False	False	70,742
40	0.7836	0.7512	0.0324	4.3%	0.0047	0.6%	20%	False	False	71,606
60	0.7836	0.7512	0.0324	4.3%	0.0047	0.6%	20%	False	False	61,526
80	0.7836	0.7512	0.0324	4.3%	0.0046	0.6%	20%	False	False	46,233
100	0.7836	0.7512	0.0324	4.3%	0.0045	0.6%	20%	False	False	37,017
120	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	23%	False	False	30,881

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7704
1.618	0.7660
1.000	0.7633
0.618	0.7616
HIGH	0.7589
0.618	0.7572
0.500	0.7567
0.382	0.7562
LOW	0.7545
0.618	0.7518
1.000	0.7501
1.618	0.7474
2.618	0.7430
4.250	0.7358

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	0.7574	0.7571
PP	0.7571	0.7565
S1	0.7567	0.7558

Download as Excel Spreadsheet

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

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