CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	0.7551	0.7547	-0.0004	-0.1%	0.7578
High	0.7560	0.7547	-0.0013	-0.2%	0.7595
Low	0.7529	0.7518	-0.0011	-0.1%	0.7504
Close	0.7550	0.7541	-0.0009	-0.1%	0.7541
Range	0.0031	0.0029	-0.0002	-6.4%	0.0092
ATR	0.0042	0.0041	-0.0001	-1.7%	0.0000
Volume	369	3,250	2,881	780.8%	5,177

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7611	0.7557
R3	0.7593	0.7582	0.7549
R2	0.7564	0.7564	0.7546
R1	0.7553	0.7553	0.7544	0.7544
PP	0.7535	0.7535	0.7535	0.7531
S1	0.7524	0.7524	0.7538	0.7515
S2	0.7506	0.7506	0.7536
S3	0.7477	0.7495	0.7533
S4	0.7448	0.7466	0.7525

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7773	0.7591
R3	0.7730	0.7681	0.7566
R2	0.7638	0.7638	0.7558
R1	0.7590	0.7590	0.7549	0.7568
PP	0.7547	0.7547	0.7547	0.7536
S1	0.7498	0.7498	0.7533	0.7477
S2	0.7455	0.7455	0.7524
S3	0.7364	0.7407	0.7516
S4	0.7272	0.7315	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7504	0.0092	1.2%	0.0042	0.6%	41%	False	False	1,035
10	0.7633	0.7504	0.0130	1.7%	0.0045	0.6%	29%	False	False	1,292
20	0.7682	0.7504	0.0178	2.4%	0.0040	0.5%	21%	False	False	796
40	0.7772	0.7504	0.0269	3.6%	0.0039	0.5%	14%	False	False	456
60	0.7846	0.7504	0.0343	4.5%	0.0037	0.5%	11%	False	False	323
80	0.7846	0.7504	0.0343	4.5%	0.0034	0.5%	11%	False	False	250
100	0.7846	0.7504	0.0343	4.5%	0.0032	0.4%	11%	False	False	203
120	0.7846	0.7504	0.0343	4.5%	0.0031	0.4%	11%	False	False	173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7670
2.618	0.7623
1.618	0.7594
1.000	0.7576
0.618	0.7565
HIGH	0.7547
0.618	0.7536
0.500	0.7533
0.382	0.7529
LOW	0.7518
0.618	0.7500
1.000	0.7489
1.618	0.7471
2.618	0.7442
4.250	0.7395

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	0.7538	0.7539
PP	0.7535	0.7537
S1	0.7533	0.7535

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

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