CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 26-Nov-2018

Day Change Summary
	Previous	Current
	23-Nov-2018	26-Nov-2018	Change	Change %	Previous Week
Open	0.7560	0.7566	0.0006	0.1%	0.7607
High	0.7589	0.7586	-0.0003	0.0%	0.7613
Low	0.7545	0.7544	-0.0002	0.0%	0.7512
Close	0.7578	0.7556	-0.0022	-0.3%	0.7578
Range	0.0044	0.0043	-0.0002	-3.4%	0.0101
ATR	0.0047	0.0046	0.0000	-0.6%	0.0000
Volume	82,736	49,602	-33,134	-40.0%	299,846

Daily Pivots for day following 26-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7665	0.7579
R3	0.7647	0.7622	0.7567
R2	0.7604	0.7604	0.7563
R1	0.7580	0.7580	0.7559	0.7571
PP	0.7562	0.7562	0.7562	0.7557
S1	0.7537	0.7537	0.7552	0.7528
S2	0.7519	0.7519	0.7548
S3	0.7477	0.7495	0.7544
S4	0.7434	0.7452	0.7532

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	0.7613	0.7512	0.0101	1.3%	0.0053	0.7%	43%	False	False	69,889
10	0.7622	0.7512	0.0111	1.5%	0.0045	0.6%	40%	False	False	70,945
20	0.7669	0.7512	0.0158	2.1%	0.0044	0.6%	28%	False	False	68,469
40	0.7836	0.7512	0.0324	4.3%	0.0046	0.6%	14%	False	False	70,778
60	0.7836	0.7512	0.0324	4.3%	0.0046	0.6%	14%	False	False	62,343
80	0.7836	0.7512	0.0324	4.3%	0.0046	0.6%	14%	False	False	46,851
100	0.7836	0.7512	0.0324	4.3%	0.0045	0.6%	14%	False	False	37,513
120	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	17%	False	False	31,291

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7697
1.618	0.7655
1.000	0.7629
0.618	0.7612
HIGH	0.7586
0.618	0.7570
0.500	0.7565
0.382	0.7560
LOW	0.7544
0.618	0.7517
1.000	0.7501
1.618	0.7475
2.618	0.7432
4.250	0.7363

Fisher Pivots for day following 26-Nov-2018
Pivot	1 day	3 day
R1	0.7565	0.7554
PP	0.7562	0.7552
S1	0.7559	0.7550

Download as Excel Spreadsheet

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

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