CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.7600	0.7602	0.0002	0.0%	0.7651
High	0.7618	0.7602	-0.0016	-0.2%	0.7671
Low	0.7575	0.7573	-0.0002	0.0%	0.7575
Close	0.7588	0.7577	-0.0011	-0.1%	0.7588
Range	0.0042	0.0029	-0.0013	-31.8%	0.0095
ATR	0.0040	0.0039	-0.0001	-2.0%	0.0000
Volume	402	71	-331	-82.3%	813

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7653	0.7593
R3	0.7642	0.7624	0.7585
R2	0.7613	0.7613	0.7582
R1	0.7595	0.7595	0.7580	0.7590
PP	0.7584	0.7584	0.7584	0.7581
S1	0.7566	0.7566	0.7574	0.7561
S2	0.7555	0.7555	0.7572
S3	0.7526	0.7537	0.7569
S4	0.7497	0.7508	0.7561

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	0.7573	0.0098	1.3%	0.0038	0.5%	4%	False	True	163
10	0.7682	0.7573	0.0109	1.4%	0.0036	0.5%	4%	False	True	261
20	0.7761	0.7573	0.0188	2.5%	0.0038	0.5%	2%	False	True	198
40	0.7846	0.7573	0.0273	3.6%	0.0036	0.5%	1%	False	True	129
60	0.7846	0.7573	0.0273	3.6%	0.0034	0.4%	1%	False	True	99
80	0.7846	0.7573	0.0273	3.6%	0.0031	0.4%	1%	False	True	79
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	12%	False	False	65
120	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	12%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7725
2.618	0.7678
1.618	0.7649
1.000	0.7631
0.618	0.7620
HIGH	0.7602
0.618	0.7591
0.500	0.7588
0.382	0.7584
LOW	0.7573
0.618	0.7555
1.000	0.7544
1.618	0.7526
2.618	0.7497
4.250	0.7450

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.7588	0.7615
PP	0.7584	0.7602
S1	0.7581	0.7590

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

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