CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Nov-2018

Day Change Summary
	Previous	Current
	26-Nov-2018	27-Nov-2018	Change	Change %	Previous Week
Open	0.7566	0.7548	-0.0018	-0.2%	0.7607
High	0.7586	0.7558	-0.0028	-0.4%	0.7613
Low	0.7544	0.7505	-0.0039	-0.5%	0.7512
Close	0.7556	0.7522	-0.0033	-0.4%	0.7578
Range	0.0043	0.0053	0.0011	24.7%	0.0101
ATR	0.0046	0.0047	0.0000	1.0%	0.0000
Volume	49,602	64,953	15,351	30.9%	299,846

Daily Pivots for day following 27-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7658	0.7551
R3	0.7634	0.7605	0.7537
R2	0.7581	0.7581	0.7532
R1	0.7552	0.7552	0.7527	0.7540
PP	0.7528	0.7528	0.7528	0.7523
S1	0.7499	0.7499	0.7517	0.7487
S2	0.7475	0.7475	0.7512
S3	0.7422	0.7446	0.7507
S4	0.7369	0.7393	0.7493

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	0.7605	0.7505	0.0100	1.3%	0.0057	0.8%	17%	False	True	72,139
10	0.7622	0.7505	0.0117	1.6%	0.0047	0.6%	15%	False	True	72,509
20	0.7669	0.7505	0.0164	2.2%	0.0044	0.6%	10%	False	True	69,050
40	0.7825	0.7505	0.0320	4.2%	0.0045	0.6%	5%	False	True	69,688
60	0.7836	0.7505	0.0331	4.4%	0.0046	0.6%	5%	False	True	63,399
80	0.7836	0.7505	0.0331	4.4%	0.0046	0.6%	5%	False	True	47,661
100	0.7836	0.7505	0.0331	4.4%	0.0045	0.6%	5%	False	True	38,162
120	0.7836	0.7500	0.0336	4.5%	0.0045	0.6%	7%	False	False	31,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7783
2.618	0.7697
1.618	0.7644
1.000	0.7611
0.618	0.7591
HIGH	0.7558
0.618	0.7538
0.500	0.7532
0.382	0.7525
LOW	0.7505
0.618	0.7472
1.000	0.7452
1.618	0.7419
2.618	0.7366
4.250	0.7280

Fisher Pivots for day following 27-Nov-2018
Pivot	1 day	3 day
R1	0.7532	0.7547
PP	0.7528	0.7539
S1	0.7525	0.7530

Download as Excel Spreadsheet

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

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