CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Nov-2018

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.7602	0.7573	-0.0029	-0.4%	0.7651
High	0.7602	0.7582	-0.0020	-0.3%	0.7671
Low	0.7573	0.7560	-0.0013	-0.2%	0.7575
Close	0.7577	0.7564	-0.0014	-0.2%	0.7588
Range	0.0029	0.0022	-0.0007	-24.1%	0.0095
ATR	0.0039	0.0038	-0.0001	-3.1%	0.0000
Volume	71	353	282	397.2%	813

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7635	0.7621	0.7576
R3	0.7613	0.7599	0.7570
R2	0.7591	0.7591	0.7568
R1	0.7577	0.7577	0.7566	0.7573
PP	0.7569	0.7569	0.7569	0.7566
S1	0.7555	0.7555	0.7561	0.7551
S2	0.7547	0.7547	0.7559
S3	0.7525	0.7533	0.7557
S4	0.7503	0.7511	0.7551

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	0.7560	0.0111	1.5%	0.0039	0.5%	3%	False	True	216
10	0.7682	0.7560	0.0122	1.6%	0.0036	0.5%	3%	False	True	280
20	0.7754	0.7560	0.0194	2.6%	0.0037	0.5%	2%	False	True	203
40	0.7846	0.7560	0.0286	3.8%	0.0036	0.5%	1%	False	True	137
60	0.7846	0.7560	0.0286	3.8%	0.0034	0.5%	1%	False	True	105
80	0.7846	0.7560	0.0286	3.8%	0.0031	0.4%	1%	False	True	83
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	8%	False	False	69
120	0.7846	0.7540	0.0306	4.1%	0.0029	0.4%	8%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7640
1.618	0.7618
1.000	0.7604
0.618	0.7596
HIGH	0.7582
0.618	0.7574
0.500	0.7571
0.382	0.7568
LOW	0.7560
0.618	0.7546
1.000	0.7538
1.618	0.7524
2.618	0.7502
4.250	0.7467

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.7571	0.7589
PP	0.7569	0.7580
S1	0.7566	0.7572

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

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