CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	0.7658	0.7641	-0.0017	-0.2%	0.7665
High	0.7658	0.7647	-0.0012	-0.2%	0.7725
Low	0.7626	0.7627	0.0001	0.0%	0.7620
Close	0.7638	0.7635	-0.0004	0.0%	0.7659
Range	0.0033	0.0020	-0.0013	-38.5%	0.0105
ATR	0.0041	0.0040	-0.0002	-3.7%	0.0000
Volume	179	159	-20	-11.2%	554

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7696	0.7685	0.7645
R3	0.7676	0.7665	0.7640
R2	0.7656	0.7656	0.7638
R1	0.7645	0.7645	0.7636	0.7641
PP	0.7636	0.7636	0.7636	0.7634
S1	0.7625	0.7625	0.7633	0.7621
S2	0.7616	0.7616	0.7631
S3	0.7596	0.7605	0.7629
S4	0.7576	0.7585	0.7624

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%	14%	False	False	161
10	0.7754	0.7620	0.0134	1.8%	0.0039	0.5%	11%	False	False	126
20	0.7820	0.7620	0.0200	2.6%	0.0038	0.5%	7%	False	False	98
40	0.7846	0.7590	0.0256	3.4%	0.0035	0.5%	18%	False	False	80
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	18%	False	False	62
80	0.7846	0.7570	0.0276	3.6%	0.0029	0.4%	23%	False	False	49
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	31%	False	False	45
120	0.7898	0.7540	0.0358	4.7%	0.0028	0.4%	26%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7731
2.618	0.7699
1.618	0.7679
1.000	0.7666
0.618	0.7659
HIGH	0.7647
0.618	0.7639
0.500	0.7637
0.382	0.7634
LOW	0.7627
0.618	0.7614
1.000	0.7607
1.618	0.7594
2.618	0.7574
4.250	0.7542

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	0.7637	0.7645
PP	0.7636	0.7641
S1	0.7635	0.7638

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

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