CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 20-Nov-2018

Day Change Summary
	Previous	Current
	19-Nov-2018	20-Nov-2018	Change	Change %	Previous Week
Open	0.7627	0.7610	-0.0018	-0.2%	0.7602
High	0.7627	0.7618	-0.0010	-0.1%	0.7633
Low	0.7594	0.7528	-0.0066	-0.9%	0.7560
Close	0.7605	0.7528	-0.0077	-1.0%	0.7615
Range	0.0034	0.0090	0.0056	167.2%	0.0073
ATR	0.0037	0.0040	0.0004	10.3%	0.0000
Volume	440	466	26	5.9%	7,181

Daily Pivots for day following 20-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7767	0.7577
R3	0.7737	0.7677	0.7553
R2	0.7647	0.7647	0.7544
R1	0.7588	0.7588	0.7536	0.7573
PP	0.7558	0.7558	0.7558	0.7550
S1	0.7498	0.7498	0.7520	0.7483
S2	0.7468	0.7468	0.7512
S3	0.7379	0.7409	0.7503
S4	0.7289	0.7319	0.7479

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	0.7528	0.0105	1.4%	0.0044	0.6%	0%	False	True	1,532
10	0.7671	0.7528	0.0143	1.9%	0.0042	0.6%	0%	False	True	874
20	0.7725	0.7528	0.0197	2.6%	0.0039	0.5%	0%	False	True	563
40	0.7846	0.7528	0.0318	4.2%	0.0038	0.5%	0%	False	True	319
60	0.7846	0.7528	0.0318	4.2%	0.0036	0.5%	0%	False	True	232
80	0.7846	0.7528	0.0318	4.2%	0.0033	0.4%	0%	False	True	178
100	0.7846	0.7528	0.0318	4.2%	0.0030	0.4%	0%	False	True	145
120	0.7846	0.7528	0.0318	4.2%	0.0030	0.4%	0%	False	True	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 153 trading days

Fibonacci Retracements and Extensions
4.250	0.7998
2.618	0.7852
1.618	0.7762
1.000	0.7707
0.618	0.7673
HIGH	0.7618
0.618	0.7583
0.500	0.7573
0.382	0.7562
LOW	0.7528
0.618	0.7473
1.000	0.7439
1.618	0.7383
2.618	0.7294
4.250	0.7148

Fisher Pivots for day following 20-Nov-2018
Pivot	1 day	3 day
R1	0.7573	0.7581
PP	0.7558	0.7563
S1	0.7543	0.7546

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

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