CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 29-Oct-2018

Day Change Summary
	Previous	Current
	26-Oct-2018	29-Oct-2018	Change	Change %	Previous Week
Open	0.7655	0.7658	0.0003	0.0%	0.7665
High	0.7669	0.7658	-0.0011	-0.1%	0.7725
Low	0.7620	0.7626	0.0006	0.1%	0.7620
Close	0.7659	0.7638	-0.0021	-0.3%	0.7659
Range	0.0049	0.0033	-0.0017	-33.7%	0.0105
ATR	0.0042	0.0041	-0.0001	-1.5%	0.0000
Volume	84	179	95	113.1%	554

Daily Pivots for day following 29-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7738	0.7721	0.7656
R3	0.7706	0.7688	0.7647
R2	0.7673	0.7673	0.7644
R1	0.7656	0.7656	0.7641	0.7648
PP	0.7641	0.7641	0.7641	0.7637
S1	0.7623	0.7623	0.7635	0.7616
S2	0.7608	0.7608	0.7632
S3	0.7576	0.7591	0.7629
S4	0.7543	0.7558	0.7620

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7926	0.7717
R3	0.7878	0.7821	0.7688
R2	0.7773	0.7773	0.7678
R1	0.7716	0.7716	0.7669	0.7692
PP	0.7668	0.7668	0.7668	0.7656
S1	0.7611	0.7611	0.7649	0.7587
S2	0.7563	0.7563	0.7640
S3	0.7458	0.7506	0.7630
S4	0.7353	0.7401	0.7601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7725	0.7620	0.0105	1.4%	0.0041	0.5%	17%	False	False	136
10	0.7761	0.7620	0.0141	1.8%	0.0041	0.5%	13%	False	False	136
20	0.7831	0.7620	0.0211	2.8%	0.0038	0.5%	9%	False	False	93
40	0.7846	0.7590	0.0256	3.4%	0.0036	0.5%	19%	False	False	77
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	19%	False	False	60
80	0.7846	0.7570	0.0276	3.6%	0.0029	0.4%	25%	False	False	47
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	32%	False	False	43
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	27%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7796
2.618	0.7743
1.618	0.7711
1.000	0.7691
0.618	0.7678
HIGH	0.7658
0.618	0.7646
0.500	0.7642
0.382	0.7638
LOW	0.7626
0.618	0.7605
1.000	0.7593
1.618	0.7573
2.618	0.7540
4.250	0.7487

Fisher Pivots for day following 29-Oct-2018
Pivot	1 day	3 day
R1	0.7642	0.7659
PP	0.7641	0.7652
S1	0.7639	0.7645

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

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