CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	0.7490	0.7472	-0.0018	-0.2%	0.7505
High	0.7492	0.7478	-0.0014	-0.2%	0.7524
Low	0.7462	0.7451	-0.0011	-0.1%	0.7450
Close	0.7478	0.7458	-0.0020	-0.3%	0.7478
Range	0.0030	0.0027	-0.0003	-10.0%	0.0074
ATR	0.0049	0.0048	-0.0002	-3.2%	0.0000
Volume	37,761	8,083	-29,678	-78.6%	447,213

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7528	0.7473
R3	0.7516	0.7501	0.7465
R2	0.7489	0.7489	0.7463
R1	0.7474	0.7474	0.7460	0.7468
PP	0.7462	0.7462	0.7462	0.7460
S1	0.7447	0.7447	0.7456	0.7441
S2	0.7435	0.7435	0.7453
S3	0.7408	0.7420	0.7451
S4	0.7381	0.7393	0.7443

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7666	0.7518
R3	0.7632	0.7592	0.7498
R2	0.7558	0.7558	0.7491
R1	0.7518	0.7518	0.7484	0.7501
PP	0.7484	0.7484	0.7484	0.7475
S1	0.7444	0.7444	0.7471	0.7427
S2	0.7410	0.7410	0.7464
S3	0.7336	0.7370	0.7457
S4	0.7262	0.7296	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7507	0.7450	0.0057	0.8%	0.0030	0.4%	14%	False	False	68,690
10	0.7599	0.7439	0.0159	2.1%	0.0049	0.7%	12%	False	False	87,511
20	0.7613	0.7439	0.0174	2.3%	0.0051	0.7%	11%	False	False	83,748
40	0.7718	0.7439	0.0279	3.7%	0.0046	0.6%	7%	False	False	78,123
60	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	5%	False	False	74,834
80	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	5%	False	False	63,376
100	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	5%	False	False	50,745
120	0.7836	0.7439	0.0396	5.3%	0.0045	0.6%	5%	False	False	42,310

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7549
1.618	0.7522
1.000	0.7505
0.618	0.7495
HIGH	0.7478
0.618	0.7468
0.500	0.7465
0.382	0.7461
LOW	0.7451
0.618	0.7434
1.000	0.7424
1.618	0.7407
2.618	0.7380
4.250	0.7336

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	0.7465	0.7475
PP	0.7462	0.7469
S1	0.7460	0.7464

Download as Excel Spreadsheet

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

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