CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	0.7568	0.7609	0.0041	0.5%	0.7602
High	0.7614	0.7633	0.0020	0.3%	0.7633
Low	0.7568	0.7605	0.0038	0.5%	0.7560
Close	0.7613	0.7615	0.0002	0.0%	0.7615
Range	0.0046	0.0028	-0.0018	-39.1%	0.0073
ATR	0.0038	0.0037	-0.0001	-1.8%	0.0000
Volume	107	6,174	6,067	5,670.1%	7,181

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7686	0.7630
R3	0.7674	0.7658	0.7622
R2	0.7646	0.7646	0.7620
R1	0.7630	0.7630	0.7617	0.7638
PP	0.7618	0.7618	0.7618	0.7621
S1	0.7602	0.7602	0.7612	0.7610
S2	0.7590	0.7590	0.7609
S3	0.7562	0.7574	0.7607
S4	0.7534	0.7546	0.7599

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7822	0.7791	0.7655
R3	0.7749	0.7718	0.7635
R2	0.7676	0.7676	0.7628
R1	0.7645	0.7645	0.7621	0.7660
PP	0.7603	0.7603	0.7603	0.7610
S1	0.7572	0.7572	0.7608	0.7587
S2	0.7530	0.7530	0.7601
S3	0.7457	0.7499	0.7594
S4	0.7384	0.7426	0.7574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7633	0.7560	0.0073	1.0%	0.0030	0.4%	75%	True	False	1,436
10	0.7671	0.7560	0.0111	1.5%	0.0033	0.4%	49%	False	False	799
20	0.7725	0.7560	0.0165	2.2%	0.0035	0.5%	33%	False	False	522
40	0.7846	0.7560	0.0286	3.8%	0.0036	0.5%	19%	False	False	300
60	0.7846	0.7560	0.0286	3.8%	0.0035	0.5%	19%	False	False	217
80	0.7846	0.7560	0.0286	3.8%	0.0032	0.4%	19%	False	False	167
100	0.7846	0.7555	0.0291	3.8%	0.0030	0.4%	20%	False	False	136
120	0.7846	0.7540	0.0306	4.0%	0.0030	0.4%	24%	False	False	118

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7752
2.618	0.7706
1.618	0.7678
1.000	0.7661
0.618	0.7650
HIGH	0.7633
0.618	0.7622
0.500	0.7619
0.382	0.7616
LOW	0.7605
0.618	0.7588
1.000	0.7577
1.618	0.7560
2.618	0.7532
4.250	0.7486

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	0.7619	0.7609
PP	0.7618	0.7604
S1	0.7616	0.7599

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

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