CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	0.7535	0.7531	-0.0004	-0.1%	0.7566
High	0.7548	0.7536	-0.0012	-0.2%	0.7586
Low	0.7514	0.7496	-0.0018	-0.2%	0.7488
Close	0.7536	0.7527	-0.0009	-0.1%	0.7527
Range	0.0033	0.0040	0.0007	19.4%	0.0099
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	89,051	85,412	-3,639	-4.1%	391,707

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7640	0.7623	0.7549
R3	0.7600	0.7583	0.7538
R2	0.7560	0.7560	0.7534
R1	0.7543	0.7543	0.7530	0.7531
PP	0.7520	0.7520	0.7520	0.7514
S1	0.7503	0.7503	0.7523	0.7491
S2	0.7480	0.7480	0.7519
S3	0.7440	0.7463	0.7516
S4	0.7400	0.7423	0.7505

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7776	0.7581
R3	0.7730	0.7678	0.7554
R2	0.7632	0.7632	0.7545
R1	0.7579	0.7579	0.7536	0.7556
PP	0.7533	0.7533	0.7533	0.7522
S1	0.7481	0.7481	0.7517	0.7458
S2	0.7435	0.7435	0.7508
S3	0.7336	0.7382	0.7499
S4	0.7238	0.7284	0.7472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7586	0.7488	0.0099	1.3%	0.0047	0.6%	40%	False	False	78,341
10	0.7622	0.7488	0.0135	1.8%	0.0049	0.7%	29%	False	False	77,419
20	0.7669	0.7488	0.0182	2.4%	0.0045	0.6%	21%	False	False	71,819
40	0.7770	0.7488	0.0282	3.7%	0.0046	0.6%	14%	False	False	71,709
60	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	11%	False	False	67,873
80	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	11%	False	False	51,118
100	0.7836	0.7488	0.0348	4.6%	0.0045	0.6%	11%	False	False	40,930
120	0.7836	0.7488	0.0348	4.6%	0.0045	0.6%	11%	False	False	34,134

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7706
2.618	0.7641
1.618	0.7601
1.000	0.7576
0.618	0.7561
HIGH	0.7536
0.618	0.7521
0.500	0.7516
0.382	0.7511
LOW	0.7496
0.618	0.7471
1.000	0.7456
1.618	0.7431
2.618	0.7391
4.250	0.7326

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	0.7523	0.7525
PP	0.7520	0.7523
S1	0.7516	0.7521

Download as Excel Spreadsheet

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

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