CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Nov-2018

Day Change Summary
	Previous	Current
	27-Nov-2018	28-Nov-2018	Change	Change %	Previous Week
Open	0.7548	0.7523	-0.0026	-0.3%	0.7607
High	0.7558	0.7555	-0.0003	0.0%	0.7613
Low	0.7505	0.7488	-0.0018	-0.2%	0.7512
Close	0.7522	0.7537	0.0015	0.2%	0.7578
Range	0.0053	0.0067	0.0014	26.4%	0.0101
ATR	0.0047	0.0048	0.0001	3.1%	0.0000
Volume	64,953	102,689	37,736	58.1%	299,846

Daily Pivots for day following 28-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7699	0.7574
R3	0.7660	0.7632	0.7555
R2	0.7593	0.7593	0.7549
R1	0.7565	0.7565	0.7543	0.7579
PP	0.7526	0.7526	0.7526	0.7533
S1	0.7498	0.7498	0.7531	0.7512
S2	0.7459	0.7459	0.7525
S3	0.7392	0.7431	0.7519
S4	0.7325	0.7364	0.7500

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	0.7589	0.7488	0.0102	1.3%	0.0052	0.7%	49%	False	True	74,600
10	0.7622	0.7488	0.0135	1.8%	0.0051	0.7%	37%	False	True	75,766
20	0.7669	0.7488	0.0182	2.4%	0.0046	0.6%	27%	False	True	71,351
40	0.7820	0.7488	0.0333	4.4%	0.0047	0.6%	15%	False	True	70,515
60	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	14%	False	True	65,072
80	0.7836	0.7488	0.0348	4.6%	0.0047	0.6%	14%	False	True	48,943
100	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	14%	False	True	39,188
120	0.7836	0.7488	0.0348	4.6%	0.0045	0.6%	14%	False	True	32,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7839
2.618	0.7730
1.618	0.7663
1.000	0.7622
0.618	0.7596
HIGH	0.7555
0.618	0.7529
0.500	0.7521
0.382	0.7513
LOW	0.7488
0.618	0.7446
1.000	0.7420
1.618	0.7379
2.618	0.7312
4.250	0.7203

Fisher Pivots for day following 28-Nov-2018
Pivot	1 day	3 day
R1	0.7532	0.7537
PP	0.7526	0.7537
S1	0.7521	0.7537

Download as Excel Spreadsheet

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

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