CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 29-Nov-2018

Day Change Summary
	Previous	Current
	28-Nov-2018	29-Nov-2018	Change	Change %	Previous Week
Open	0.7541	0.7551	0.0011	0.1%	0.7627
High	0.7567	0.7560	-0.0007	-0.1%	0.7627
Low	0.7504	0.7529	0.0026	0.3%	0.7528
Close	0.7552	0.7550	-0.0002	0.0%	0.7592
Range	0.0064	0.0031	-0.0033	-51.2%	0.0099
ATR	0.0043	0.0042	-0.0001	-2.0%	0.0000
Volume	1,061	369	-692	-65.2%	1,576

Daily Pivots for day following 29-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7626	0.7567
R3	0.7608	0.7595	0.7559
R2	0.7577	0.7577	0.7556
R1	0.7564	0.7564	0.7553	0.7555
PP	0.7546	0.7546	0.7546	0.7542
S1	0.7533	0.7533	0.7547	0.7524
S2	0.7515	0.7515	0.7544
S3	0.7484	0.7502	0.7541
S4	0.7453	0.7471	0.7533

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	0.7601	0.7504	0.0098	1.3%	0.0044	0.6%	48%	False	False	468
10	0.7633	0.7504	0.0130	1.7%	0.0047	0.6%	36%	False	False	978
20	0.7682	0.7504	0.0178	2.4%	0.0041	0.5%	26%	False	False	650
40	0.7797	0.7504	0.0294	3.9%	0.0039	0.5%	16%	False	False	375
60	0.7846	0.7504	0.0343	4.5%	0.0037	0.5%	14%	False	False	270
80	0.7846	0.7504	0.0343	4.5%	0.0035	0.5%	14%	False	False	210
100	0.7846	0.7504	0.0343	4.5%	0.0032	0.4%	14%	False	False	170
120	0.7846	0.7504	0.0343	4.5%	0.0030	0.4%	14%	False	False	146

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

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7641
1.618	0.7610
1.000	0.7591
0.618	0.7579
HIGH	0.7560
0.618	0.7548
0.500	0.7545
0.382	0.7541
LOW	0.7529
0.618	0.7510
1.000	0.7498
1.618	0.7479
2.618	0.7448
4.250	0.7397

Fisher Pivots for day following 29-Nov-2018
Pivot	1 day	3 day
R1	0.7548	0.7546
PP	0.7546	0.7542
S1	0.7545	0.7538

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

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