CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Dec-2018

Day Change Summary
	Previous	Current
	12-Dec-2018	13-Dec-2018	Change	Change %	Previous Week
Open	0.7469	0.7491	0.0022	0.3%	0.7544
High	0.7507	0.7498	-0.0009	-0.1%	0.7601
Low	0.7468	0.7473	0.0005	0.1%	0.7439
Close	0.7491	0.7488	-0.0003	0.0%	0.7530
Range	0.0040	0.0026	-0.0014	-35.4%	0.0162
ATR	0.0053	0.0051	-0.0002	-3.7%	0.0000
Volume	119,794	103,551	-16,243	-13.6%	528,126

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7563	0.7551	0.7502
R3	0.7537	0.7525	0.7495
R2	0.7512	0.7512	0.7493
R1	0.7500	0.7500	0.7490	0.7493
PP	0.7486	0.7486	0.7486	0.7483
S1	0.7474	0.7474	0.7486	0.7468
S2	0.7461	0.7461	0.7483
S3	0.7435	0.7449	0.7481
S4	0.7410	0.7423	0.7474

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7931	0.7619
R3	0.7847	0.7769	0.7574
R2	0.7685	0.7685	0.7559
R1	0.7607	0.7607	0.7544	0.7565
PP	0.7523	0.7523	0.7523	0.7502
S1	0.7445	0.7445	0.7515	0.7403
S2	0.7361	0.7361	0.7500
S3	0.7199	0.7283	0.7485
S4	0.7037	0.7121	0.7440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7547	0.7450	0.0097	1.3%	0.0049	0.7%	39%	False	False	105,476
10	0.7601	0.7439	0.0162	2.2%	0.0054	0.7%	30%	False	False	102,299
20	0.7622	0.7439	0.0183	2.4%	0.0052	0.7%	27%	False	False	89,280
40	0.7718	0.7439	0.0279	3.7%	0.0048	0.6%	18%	False	False	80,837
60	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	12%	False	False	76,461
80	0.7836	0.7439	0.0396	5.3%	0.0048	0.6%	12%	False	False	62,814
100	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	12%	False	False	50,290
120	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	12%	False	False	41,929

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7606
2.618	0.7565
1.618	0.7539
1.000	0.7524
0.618	0.7514
HIGH	0.7498
0.618	0.7488
0.500	0.7485
0.382	0.7482
LOW	0.7473
0.618	0.7457
1.000	0.7447
1.618	0.7431
2.618	0.7406
4.250	0.7364

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.7487	0.7485
PP	0.7486	0.7482
S1	0.7485	0.7479

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

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