CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Dec-2018

Day Change Summary
	Previous	Current
	04-Dec-2018	05-Dec-2018	Change	Change %	Previous Week
Open	0.7595	0.7560	-0.0035	-0.5%	0.7578
High	0.7613	0.7561	-0.0052	-0.7%	0.7595
Low	0.7557	0.7480	-0.0077	-1.0%	0.7504
Close	0.7565	0.7488	-0.0077	-1.0%	0.7541
Range	0.0056	0.0081	0.0025	43.8%	0.0092
ATR	0.0045	0.0047	0.0003	6.5%	0.0000
Volume	4,830	13,601	8,771	181.6%	5,177

Daily Pivots for day following 05-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7700	0.7532
R3	0.7671	0.7620	0.7510
R2	0.7590	0.7590	0.7503
R1	0.7539	0.7539	0.7495	0.7524
PP	0.7510	0.7510	0.7510	0.7502
S1	0.7458	0.7458	0.7481	0.7444
S2	0.7429	0.7429	0.7473
S3	0.7348	0.7378	0.7466
S4	0.7268	0.7297	0.7444

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	0.7615	0.7480	0.0135	1.8%	0.0051	0.7%	6%	False	True	4,712
10	0.7615	0.7480	0.0135	1.8%	0.0049	0.7%	6%	False	True	2,579
20	0.7671	0.7480	0.0191	2.5%	0.0045	0.6%	4%	False	True	1,726
40	0.7761	0.7480	0.0281	3.8%	0.0042	0.6%	3%	False	True	953
60	0.7846	0.7480	0.0366	4.9%	0.0038	0.5%	2%	False	True	653
80	0.7846	0.7480	0.0366	4.9%	0.0036	0.5%	2%	False	True	498
100	0.7846	0.7480	0.0366	4.9%	0.0034	0.5%	2%	False	True	401
120	0.7846	0.7480	0.0366	4.9%	0.0031	0.4%	2%	False	True	337

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	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7903
2.618	0.7771
1.618	0.7691
1.000	0.7641
0.618	0.7610
HIGH	0.7561
0.618	0.7530
0.500	0.7520
0.382	0.7511
LOW	0.7480
0.618	0.7430
1.000	0.7399
1.618	0.7350
2.618	0.7269
4.250	0.7138

Fisher Pivots for day following 05-Dec-2018
Pivot	1 day	3 day
R1	0.7520	0.7548
PP	0.7510	0.7528
S1	0.7499	0.7508

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

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