CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	0.7544	0.7580	0.0036	0.5%	0.7566
High	0.7601	0.7599	-0.0003	0.0%	0.7586
Low	0.7539	0.7540	0.0001	0.0%	0.7488
Close	0.7571	0.7551	-0.0021	-0.3%	0.7527
Range	0.0062	0.0059	-0.0003	-4.8%	0.0099
ATR	0.0049	0.0049	0.0001	1.5%	0.0000
Volume	108,312	90,140	-18,172	-16.8%	391,707

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7704	0.7583
R3	0.7681	0.7645	0.7567
R2	0.7622	0.7622	0.7561
R1	0.7586	0.7586	0.7556	0.7575
PP	0.7563	0.7563	0.7563	0.7557
S1	0.7527	0.7527	0.7545	0.7516
S2	0.7504	0.7504	0.7540
S3	0.7445	0.7468	0.7534
S4	0.7386	0.7409	0.7518

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%	0.0052	0.7%	56%	False	False	95,120
10	0.7605	0.7488	0.0118	1.6%	0.0055	0.7%	54%	False	False	83,629
20	0.7665	0.7488	0.0177	2.3%	0.0048	0.6%	36%	False	False	75,270
40	0.7751	0.7488	0.0263	3.5%	0.0047	0.6%	24%	False	False	74,030
60	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	18%	False	False	70,789
80	0.7836	0.7488	0.0348	4.6%	0.0047	0.6%	18%	False	False	53,595
100	0.7836	0.7488	0.0348	4.6%	0.0046	0.6%	18%	False	False	42,910
120	0.7836	0.7488	0.0348	4.6%	0.0045	0.6%	18%	False	False	35,784

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7753
1.618	0.7694
1.000	0.7657
0.618	0.7635
HIGH	0.7599
0.618	0.7576
0.500	0.7569
0.382	0.7562
LOW	0.7540
0.618	0.7503
1.000	0.7481
1.618	0.7444
2.618	0.7385
4.250	0.7289

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	0.7569	0.7550
PP	0.7563	0.7549
S1	0.7557	0.7549

Download as Excel Spreadsheet

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

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