CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Dec-2018

Day Change Summary
	Previous	Current
	04-Dec-2018	05-Dec-2018	Change	Change %	Previous Week
Open	0.7580	0.7543	-0.0037	-0.5%	0.7566
High	0.7599	0.7547	-0.0051	-0.7%	0.7586
Low	0.7540	0.7465	-0.0075	-1.0%	0.7488
Close	0.7551	0.7473	-0.0078	-1.0%	0.7527
Range	0.0059	0.0083	0.0024	39.8%	0.0099
ATR	0.0049	0.0052	0.0003	5.3%	0.0000
Volume	90,140	96,126	5,986	6.6%	391,707

Daily Pivots for day following 05-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7690	0.7518
R3	0.7660	0.7607	0.7495
R2	0.7577	0.7577	0.7488
R1	0.7525	0.7525	0.7480	0.7510
PP	0.7495	0.7495	0.7495	0.7487
S1	0.7442	0.7442	0.7465	0.7427
S2	0.7412	0.7412	0.7457
S3	0.7330	0.7360	0.7450
S4	0.7247	0.7277	0.7427

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	0.7465	0.0136	1.8%	0.0055	0.7%	6%	False	True	93,808
10	0.7601	0.7465	0.0136	1.8%	0.0053	0.7%	6%	False	True	84,204
20	0.7665	0.7465	0.0200	2.7%	0.0051	0.7%	4%	False	True	77,899
40	0.7751	0.7465	0.0286	3.8%	0.0048	0.6%	3%	False	True	75,016
60	0.7836	0.7465	0.0371	5.0%	0.0047	0.6%	2%	False	True	71,827
80	0.7836	0.7465	0.0371	5.0%	0.0047	0.6%	2%	False	True	54,795
100	0.7836	0.7465	0.0371	5.0%	0.0047	0.6%	2%	False	True	43,869
120	0.7836	0.7465	0.0371	5.0%	0.0045	0.6%	2%	False	True	36,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7763
1.618	0.7680
1.000	0.7630
0.618	0.7598
HIGH	0.7547
0.618	0.7515
0.500	0.7506
0.382	0.7496
LOW	0.7465
0.618	0.7414
1.000	0.7382
1.618	0.7331
2.618	0.7249
4.250	0.7114

Fisher Pivots for day following 05-Dec-2018
Pivot	1 day	3 day
R1	0.7506	0.7533
PP	0.7495	0.7513
S1	0.7484	0.7493

Download as Excel Spreadsheet

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

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