CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 06-Dec-2018

Day Change Summary
	Previous	Current
	05-Dec-2018	06-Dec-2018	Change	Change %	Previous Week
Open	0.7560	0.7503	-0.0057	-0.8%	0.7578
High	0.7561	0.7503	-0.0058	-0.8%	0.7595
Low	0.7480	0.7456	-0.0025	-0.3%	0.7504
Close	0.7488	0.7484	-0.0005	-0.1%	0.7541
Range	0.0081	0.0048	-0.0033	-41.0%	0.0092
ATR	0.0047	0.0047	0.0000	0.0%	0.0000
Volume	13,601	6,864	-6,737	-49.5%	5,177

Daily Pivots for day following 06-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7623	0.7601	0.7510
R3	0.7576	0.7553	0.7497
R2	0.7528	0.7528	0.7492
R1	0.7506	0.7506	0.7488	0.7493
PP	0.7481	0.7481	0.7481	0.7474
S1	0.7458	0.7458	0.7479	0.7446
S2	0.7433	0.7433	0.7475
S3	0.7386	0.7411	0.7470
S4	0.7338	0.7363	0.7457

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	0.7456	0.0160	2.1%	0.0054	0.7%	18%	False	True	6,011
10	0.7615	0.7456	0.0160	2.1%	0.0049	0.7%	18%	False	True	3,239
20	0.7657	0.7456	0.0202	2.7%	0.0045	0.6%	14%	False	True	2,065
40	0.7761	0.7456	0.0306	4.1%	0.0041	0.5%	9%	False	True	1,122
60	0.7846	0.7456	0.0391	5.2%	0.0038	0.5%	7%	False	True	766
80	0.7846	0.7456	0.0391	5.2%	0.0036	0.5%	7%	False	True	584
100	0.7846	0.7456	0.0391	5.2%	0.0034	0.5%	7%	False	True	470
120	0.7846	0.7456	0.0391	5.2%	0.0031	0.4%	7%	False	True	394

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7705
2.618	0.7627
1.618	0.7580
1.000	0.7551
0.618	0.7532
HIGH	0.7503
0.618	0.7485
0.500	0.7479
0.382	0.7474
LOW	0.7456
0.618	0.7426
1.000	0.7408
1.618	0.7379
2.618	0.7331
4.250	0.7254

Fisher Pivots for day following 06-Dec-2018
Pivot	1 day	3 day
R1	0.7482	0.7534
PP	0.7481	0.7517
S1	0.7479	0.7500

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

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