CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Nov-2018

Day Change Summary
	Previous	Current
	02-Nov-2018	05-Nov-2018	Change	Change %	Previous Week
Open	0.7669	0.7651	-0.0018	-0.2%	0.7658
High	0.7682	0.7669	-0.0013	-0.2%	0.7682
Low	0.7642	0.7644	0.0002	0.0%	0.7612
Close	0.7644	0.7648	0.0004	0.0%	0.7644
Range	0.0040	0.0024	-0.0015	-38.0%	0.0069
ATR	0.0040	0.0039	-0.0001	-2.8%	0.0000
Volume	1,188	67	-1,121	-94.4%	1,907

Daily Pivots for day following 05-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7712	0.7661
R3	0.7702	0.7687	0.7654
R2	0.7678	0.7678	0.7652
R1	0.7663	0.7663	0.7650	0.7658
PP	0.7653	0.7653	0.7653	0.7651
S1	0.7638	0.7638	0.7645	0.7634
S2	0.7629	0.7629	0.7643
S3	0.7604	0.7614	0.7641
S4	0.7580	0.7589	0.7634

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7819	0.7682
R3	0.7785	0.7749	0.7663
R2	0.7715	0.7715	0.7657
R1	0.7680	0.7680	0.7650	0.7663
PP	0.7646	0.7646	0.7646	0.7637
S1	0.7610	0.7610	0.7638	0.7593
S2	0.7576	0.7576	0.7631
S3	0.7507	0.7541	0.7625
S4	0.7437	0.7471	0.7606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7612	0.0069	0.9%	0.0033	0.4%	51%	False	False	359
10	0.7725	0.7612	0.0113	1.5%	0.0037	0.5%	31%	False	False	247
20	0.7761	0.7612	0.0149	1.9%	0.0039	0.5%	24%	False	False	176
40	0.7846	0.7612	0.0234	3.1%	0.0036	0.5%	15%	False	False	116
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	23%	False	False	88
80	0.7846	0.7570	0.0276	3.6%	0.0031	0.4%	28%	False	False	69
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	35%	False	False	58
120	0.7891	0.7540	0.0351	4.6%	0.0029	0.4%	31%	False	False	53

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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7733
1.618	0.7708
1.000	0.7693
0.618	0.7684
HIGH	0.7669
0.618	0.7659
0.500	0.7656
0.382	0.7653
LOW	0.7644
0.618	0.7629
1.000	0.7620
1.618	0.7604
2.618	0.7580
4.250	0.7540

Fisher Pivots for day following 05-Nov-2018
Pivot	1 day	3 day
R1	0.7656	0.7650
PP	0.7653	0.7649
S1	0.7650	0.7648

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

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