CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	0.7531	0.7544	0.0013	0.2%	0.7566
High	0.7536	0.7601	0.0065	0.9%	0.7586
Low	0.7496	0.7539	0.0043	0.6%	0.7488
Close	0.7527	0.7571	0.0044	0.6%	0.7527
Range	0.0040	0.0062	0.0022	55.0%	0.0099
ATR	0.0047	0.0049	0.0002	4.2%	0.0000
Volume	85,412	108,312	22,900	26.8%	391,707

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7726	0.7605
R3	0.7694	0.7664	0.7588
R2	0.7632	0.7632	0.7582
R1	0.7602	0.7602	0.7577	0.7617
PP	0.7570	0.7570	0.7570	0.7578
S1	0.7540	0.7540	0.7565	0.7555
S2	0.7508	0.7508	0.7560
S3	0.7446	0.7478	0.7554
S4	0.7384	0.7416	0.7537

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	0.7601	0.7488	0.0114	1.5%	0.0051	0.7%	74%	True	False	90,083
10	0.7613	0.7488	0.0126	1.7%	0.0052	0.7%	67%	False	False	79,986
20	0.7665	0.7488	0.0177	2.3%	0.0046	0.6%	47%	False	False	73,106
40	0.7751	0.7488	0.0263	3.5%	0.0046	0.6%	32%	False	False	72,858
60	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	24%	False	False	69,496
80	0.7836	0.7488	0.0348	4.6%	0.0047	0.6%	24%	False	False	52,471
100	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	24%	False	False	42,011
120	0.7836	0.7488	0.0348	4.6%	0.0045	0.6%	24%	False	False	35,035

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7763
1.618	0.7701
1.000	0.7663
0.618	0.7639
HIGH	0.7601
0.618	0.7577
0.500	0.7570
0.382	0.7563
LOW	0.7539
0.618	0.7501
1.000	0.7477
1.618	0.7439
2.618	0.7377
4.250	0.7276

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	0.7571	0.7564
PP	0.7570	0.7556
S1	0.7570	0.7549

Download as Excel Spreadsheet

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

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