CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	0.7532	0.7578	0.0046	0.6%	0.7627
High	0.7576	0.7601	0.0026	0.3%	0.7627
Low	0.7528	0.7561	0.0033	0.4%	0.7528
Close	0.7564	0.7592	0.0029	0.4%	0.7592
Range	0.0048	0.0040	-0.0008	-15.8%	0.0099
ATR	0.0041	0.0041	0.0000	-0.2%	0.0000
Volume	257	413	156	60.7%	1,576

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7688	0.7614
R3	0.7665	0.7648	0.7603
R2	0.7625	0.7625	0.7599
R1	0.7608	0.7608	0.7596	0.7617
PP	0.7585	0.7585	0.7585	0.7589
S1	0.7568	0.7568	0.7588	0.7577
S2	0.7545	0.7545	0.7585
S3	0.7505	0.7528	0.7581
S4	0.7465	0.7488	0.7570

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7835	0.7646
R3	0.7780	0.7736	0.7619
R2	0.7681	0.7681	0.7610
R1	0.7637	0.7637	0.7601	0.7610
PP	0.7582	0.7582	0.7582	0.7569
S1	0.7538	0.7538	0.7583	0.7511
S2	0.7483	0.7483	0.7574
S3	0.7384	0.7439	0.7565
S4	0.7285	0.7340	0.7538

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%	0.0048	0.6%	61%	False	False	1,550
10	0.7633	0.7528	0.0105	1.4%	0.0040	0.5%	61%	False	False	915
20	0.7682	0.7528	0.0154	2.0%	0.0038	0.5%	42%	False	False	578
40	0.7846	0.7528	0.0318	4.2%	0.0039	0.5%	20%	False	False	332
60	0.7846	0.7528	0.0318	4.2%	0.0037	0.5%	20%	False	False	241
80	0.7846	0.7528	0.0318	4.2%	0.0033	0.4%	20%	False	False	187
100	0.7846	0.7528	0.0318	4.2%	0.0031	0.4%	20%	False	False	151
120	0.7846	0.7528	0.0318	4.2%	0.0030	0.4%	20%	False	False	130

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7706
1.618	0.7666
1.000	0.7641
0.618	0.7626
HIGH	0.7601
0.618	0.7586
0.500	0.7581
0.382	0.7576
LOW	0.7561
0.618	0.7536
1.000	0.7521
1.618	0.7496
2.618	0.7456
4.250	0.7391

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	0.7588	0.7586
PP	0.7585	0.7579
S1	0.7581	0.7573

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

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