CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	0.7573	0.7581	0.0008	0.1%	0.7651
High	0.7582	0.7587	0.0005	0.1%	0.7671
Low	0.7560	0.7565	0.0005	0.1%	0.7575
Close	0.7564	0.7580	0.0016	0.2%	0.7588
Range	0.0022	0.0023	0.0001	2.3%	0.0095
ATR	0.0038	0.0037	-0.0001	-2.7%	0.0000
Volume	353	476	123	34.8%	813

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7645	0.7635	0.7592
R3	0.7622	0.7612	0.7586
R2	0.7600	0.7600	0.7584
R1	0.7590	0.7590	0.7582	0.7583
PP	0.7577	0.7577	0.7577	0.7574
S1	0.7567	0.7567	0.7577	0.7561
S2	0.7555	0.7555	0.7575
S3	0.7532	0.7545	0.7573
S4	0.7510	0.7522	0.7567

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	0.7657	0.7560	0.0097	1.3%	0.0034	0.4%	20%	False	False	292
10	0.7682	0.7560	0.0122	1.6%	0.0035	0.5%	16%	False	False	321
20	0.7725	0.7560	0.0165	2.2%	0.0036	0.5%	12%	False	False	223
40	0.7846	0.7560	0.0286	3.8%	0.0035	0.5%	7%	False	False	147
60	0.7846	0.7560	0.0286	3.8%	0.0034	0.5%	7%	False	False	113
80	0.7846	0.7560	0.0286	3.8%	0.0031	0.4%	7%	False	False	89
100	0.7846	0.7540	0.0306	4.0%	0.0029	0.4%	13%	False	False	73
120	0.7846	0.7540	0.0306	4.0%	0.0030	0.4%	13%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7646
1.618	0.7623
1.000	0.7610
0.618	0.7601
HIGH	0.7587
0.618	0.7578
0.500	0.7576
0.382	0.7573
LOW	0.7565
0.618	0.7551
1.000	0.7542
1.618	0.7528
2.618	0.7506
4.250	0.7469

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	0.7578	0.7581
PP	0.7577	0.7581
S1	0.7576	0.7580

Download as Excel Spreadsheet

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

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