CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Dec-2018

Day Change Summary
	Previous	Current
	05-Dec-2018	06-Dec-2018	Change	Change %	Previous Week
Open	0.7543	0.7490	-0.0053	-0.7%	0.7566
High	0.7547	0.7490	-0.0058	-0.8%	0.7586
Low	0.7465	0.7439	-0.0026	-0.3%	0.7488
Close	0.7473	0.7468	-0.0005	-0.1%	0.7527
Range	0.0083	0.0051	-0.0032	-38.8%	0.0099
ATR	0.0052	0.0052	0.0000	-0.2%	0.0000
Volume	96,126	115,618	19,492	20.3%	391,707

Daily Pivots for day following 06-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7617	0.7593	0.7495
R3	0.7566	0.7542	0.7481
R2	0.7516	0.7516	0.7477
R1	0.7492	0.7492	0.7472	0.7479
PP	0.7465	0.7465	0.7465	0.7459
S1	0.7441	0.7441	0.7463	0.7428
S2	0.7415	0.7415	0.7458
S3	0.7364	0.7391	0.7454
S4	0.7314	0.7340	0.7440

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	0.7439	0.0162	2.2%	0.0059	0.8%	18%	False	True	99,121
10	0.7601	0.7439	0.0162	2.2%	0.0053	0.7%	18%	False	True	88,463
20	0.7646	0.7439	0.0206	2.8%	0.0050	0.7%	14%	False	True	80,178
40	0.7751	0.7439	0.0311	4.2%	0.0047	0.6%	9%	False	True	76,137
60	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	7%	False	True	72,713
80	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	7%	False	True	56,238
100	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	7%	False	True	45,025
120	0.7836	0.7439	0.0396	5.3%	0.0045	0.6%	7%	False	True	37,542

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7704
2.618	0.7622
1.618	0.7571
1.000	0.7540
0.618	0.7521
HIGH	0.7490
0.618	0.7470
0.500	0.7464
0.382	0.7458
LOW	0.7439
0.618	0.7408
1.000	0.7389
1.618	0.7357
2.618	0.7307
4.250	0.7224

Fisher Pivots for day following 06-Dec-2018
Pivot	1 day	3 day
R1	0.7466	0.7519
PP	0.7465	0.7502
S1	0.7464	0.7485

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

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