CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 06-Nov-2018

Day Change Summary
	Previous	Current
	05-Nov-2018	06-Nov-2018	Change	Change %	Previous Week
Open	0.7651	0.7645	-0.0006	-0.1%	0.7658
High	0.7669	0.7645	-0.0024	-0.3%	0.7682
Low	0.7644	0.7627	-0.0017	-0.2%	0.7612
Close	0.7648	0.7629	-0.0019	-0.2%	0.7644
Range	0.0024	0.0018	-0.0006	-26.5%	0.0069
ATR	0.0039	0.0038	-0.0001	-3.4%	0.0000
Volume	67	87	20	29.9%	1,907

Daily Pivots for day following 06-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7676	0.7638
R3	0.7670	0.7658	0.7633
R2	0.7652	0.7652	0.7632
R1	0.7640	0.7640	0.7630	0.7637
PP	0.7634	0.7634	0.7634	0.7632
S1	0.7622	0.7622	0.7627	0.7619
S2	0.7616	0.7616	0.7625
S3	0.7598	0.7604	0.7624
S4	0.7580	0.7586	0.7619

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%	0.0032	0.4%	24%	False	False	344
10	0.7725	0.7612	0.0113	1.5%	0.0037	0.5%	15%	False	False	253
20	0.7761	0.7612	0.0149	2.0%	0.0039	0.5%	11%	False	False	179
40	0.7846	0.7612	0.0234	3.1%	0.0034	0.5%	7%	False	False	117
60	0.7846	0.7590	0.0256	3.4%	0.0033	0.4%	15%	False	False	89
80	0.7846	0.7570	0.0276	3.6%	0.0031	0.4%	21%	False	False	70
100	0.7846	0.7540	0.0306	4.0%	0.0028	0.4%	29%	False	False	59
120	0.7891	0.7540	0.0351	4.6%	0.0029	0.4%	25%	False	False	53

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7722
2.618	0.7692
1.618	0.7674
1.000	0.7663
0.618	0.7656
HIGH	0.7645
0.618	0.7638
0.500	0.7636
0.382	0.7634
LOW	0.7627
0.618	0.7616
1.000	0.7609
1.618	0.7598
2.618	0.7580
4.250	0.7551

Fisher Pivots for day following 06-Nov-2018
Pivot	1 day	3 day
R1	0.7636	0.7654
PP	0.7634	0.7646
S1	0.7631	0.7637

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

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