CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 09-Nov-2018

Day Change Summary
	Previous	Current
	08-Nov-2018	09-Nov-2018	Change	Change %	Previous Week
Open	0.7640	0.7600	-0.0040	-0.5%	0.7651
High	0.7657	0.7618	-0.0040	-0.5%	0.7671
Low	0.7605	0.7575	-0.0030	-0.4%	0.7575
Close	0.7606	0.7588	-0.0018	-0.2%	0.7588
Range	0.0052	0.0042	-0.0010	-18.3%	0.0095
ATR	0.0040	0.0040	0.0000	0.5%	0.0000
Volume	162	402	240	148.1%	813

Daily Pivots for day following 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7721	0.7697	0.7611
R3	0.7678	0.7654	0.7600
R2	0.7636	0.7636	0.7596
R1	0.7612	0.7612	0.7592	0.7603
PP	0.7594	0.7594	0.7594	0.7589
S1	0.7570	0.7570	0.7584	0.7560
S2	0.7551	0.7551	0.7580
S3	0.7509	0.7527	0.7576
S4	0.7466	0.7485	0.7565

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7838	0.7641
R3	0.7802	0.7743	0.7614
R2	0.7707	0.7707	0.7606
R1	0.7647	0.7647	0.7597	0.7629
PP	0.7611	0.7611	0.7611	0.7602
S1	0.7552	0.7552	0.7579	0.7534
S2	0.7516	0.7516	0.7570
S3	0.7420	0.7456	0.7562
S4	0.7325	0.7361	0.7535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7671	0.7575	0.0095	1.3%	0.0037	0.5%	14%	False	True	162
10	0.7682	0.7575	0.0106	1.4%	0.0036	0.5%	12%	False	True	272
20	0.7761	0.7575	0.0186	2.5%	0.0039	0.5%	7%	False	True	198
40	0.7846	0.7575	0.0271	3.6%	0.0036	0.5%	5%	False	True	127
60	0.7846	0.7575	0.0271	3.6%	0.0035	0.5%	5%	False	True	98
80	0.7846	0.7572	0.0274	3.6%	0.0032	0.4%	6%	False	False	78
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	16%	False	False	65
120	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	16%	False	False	59

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7798
2.618	0.7729
1.618	0.7686
1.000	0.7660
0.618	0.7644
HIGH	0.7618
0.618	0.7601
0.500	0.7596
0.382	0.7591
LOW	0.7575
0.618	0.7549
1.000	0.7533
1.618	0.7506
2.618	0.7464
4.250	0.7394

Fisher Pivots for day following 09-Nov-2018
Pivot	1 day	3 day
R1	0.7596	0.7623
PP	0.7594	0.7611
S1	0.7591	0.7600

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

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