CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	0.7581	0.7568	-0.0013	-0.2%	0.7651
High	0.7587	0.7614	0.0026	0.3%	0.7671
Low	0.7565	0.7568	0.0003	0.0%	0.7575
Close	0.7580	0.7613	0.0033	0.4%	0.7588
Range	0.0023	0.0046	0.0024	104.4%	0.0095
ATR	0.0037	0.0038	0.0001	1.8%	0.0000
Volume	476	107	-369	-77.5%	813

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7721	0.7638
R3	0.7690	0.7675	0.7626
R2	0.7644	0.7644	0.7621
R1	0.7629	0.7629	0.7617	0.7636
PP	0.7598	0.7598	0.7598	0.7602
S1	0.7583	0.7583	0.7609	0.7590
S2	0.7552	0.7552	0.7605
S3	0.7506	0.7537	0.7600
S4	0.7460	0.7491	0.7588

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	0.7618	0.7560	0.0058	0.8%	0.0032	0.4%	92%	False	False	281
10	0.7682	0.7560	0.0122	1.6%	0.0035	0.5%	44%	False	False	300
20	0.7725	0.7560	0.0165	2.2%	0.0036	0.5%	32%	False	False	223
40	0.7846	0.7560	0.0286	3.8%	0.0036	0.5%	19%	False	False	148
60	0.7846	0.7560	0.0286	3.8%	0.0035	0.5%	19%	False	False	114
80	0.7846	0.7560	0.0286	3.8%	0.0032	0.4%	19%	False	False	91
100	0.7846	0.7540	0.0306	4.0%	0.0030	0.4%	24%	False	False	74
120	0.7846	0.7540	0.0306	4.0%	0.0030	0.4%	24%	False	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7734
1.618	0.7688
1.000	0.7660
0.618	0.7642
HIGH	0.7614
0.618	0.7596
0.500	0.7591
0.382	0.7585
LOW	0.7568
0.618	0.7539
1.000	0.7522
1.618	0.7493
2.618	0.7447
4.250	0.7372

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	0.7606	0.7604
PP	0.7598	0.7596
S1	0.7591	0.7587

Download as Excel Spreadsheet

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

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