CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	0.7610	0.7532	-0.0077	-1.0%	0.7602
High	0.7618	0.7576	-0.0042	-0.6%	0.7633
Low	0.7528	0.7528	0.0000	0.0%	0.7560
Close	0.7528	0.7564	0.0036	0.5%	0.7615
Range	0.0090	0.0048	-0.0042	-46.9%	0.0073
ATR	0.0040	0.0041	0.0001	1.3%	0.0000
Volume	466	257	-209	-44.8%	7,181

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7678	0.7590
R3	0.7651	0.7631	0.7577
R2	0.7603	0.7603	0.7572
R1	0.7583	0.7583	0.7568	0.7593
PP	0.7556	0.7556	0.7556	0.7561
S1	0.7536	0.7536	0.7559	0.7546
S2	0.7508	0.7508	0.7555
S3	0.7461	0.7488	0.7550
S4	0.7413	0.7441	0.7537

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%	0.0049	0.6%	34%	False	True	1,488
10	0.7657	0.7528	0.0129	1.7%	0.0041	0.5%	28%	False	True	890
20	0.7699	0.7528	0.0171	2.3%	0.0038	0.5%	21%	False	True	565
40	0.7846	0.7528	0.0318	4.2%	0.0039	0.5%	11%	False	True	324
60	0.7846	0.7528	0.0318	4.2%	0.0036	0.5%	11%	False	True	235
80	0.7846	0.7528	0.0318	4.2%	0.0033	0.4%	11%	False	True	182
100	0.7846	0.7528	0.0318	4.2%	0.0031	0.4%	11%	False	True	147
120	0.7846	0.7528	0.0318	4.2%	0.0030	0.4%	11%	False	True	127

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7700
1.618	0.7652
1.000	0.7623
0.618	0.7605
HIGH	0.7576
0.618	0.7557
0.500	0.7552
0.382	0.7546
LOW	0.7528
0.618	0.7499
1.000	0.7481
1.618	0.7451
2.618	0.7404
4.250	0.7326

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	0.7560	0.7578
PP	0.7556	0.7573
S1	0.7552	0.7568

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

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