CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 07-Dec-2018

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	0.7503	0.7485	-0.0018	-0.2%	0.7560
High	0.7503	0.7562	0.0059	0.8%	0.7615
Low	0.7456	0.7480	0.0024	0.3%	0.7456
Close	0.7484	0.7546	0.0062	0.8%	0.7546
Range	0.0048	0.0082	0.0035	72.6%	0.0160
ATR	0.0047	0.0050	0.0002	5.2%	0.0000
Volume	6,864	3,952	-2,912	-42.4%	30,761

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7742	0.7591
R3	0.7693	0.7660	0.7568
R2	0.7611	0.7611	0.7561
R1	0.7578	0.7578	0.7553	0.7595
PP	0.7529	0.7529	0.7529	0.7537
S1	0.7496	0.7496	0.7538	0.7513
S2	0.7447	0.7447	0.7530
S3	0.7365	0.7414	0.7523
S4	0.7283	0.7332	0.7500

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8017	0.7941	0.7633
R3	0.7858	0.7781	0.7589
R2	0.7698	0.7698	0.7575
R1	0.7622	0.7622	0.7560	0.7580
PP	0.7539	0.7539	0.7539	0.7518
S1	0.7462	0.7462	0.7531	0.7421
S2	0.7379	0.7379	0.7516
S3	0.7220	0.7303	0.7502
S4	0.7060	0.7143	0.7458

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%	0.0065	0.9%	56%	False	False	6,152
10	0.7615	0.7456	0.0160	2.1%	0.0054	0.7%	56%	False	False	3,593
20	0.7633	0.7456	0.0178	2.4%	0.0047	0.6%	51%	False	False	2,254
40	0.7761	0.7456	0.0306	4.0%	0.0043	0.6%	29%	False	False	1,219
60	0.7846	0.7456	0.0391	5.2%	0.0039	0.5%	23%	False	False	831
80	0.7846	0.7456	0.0391	5.2%	0.0037	0.5%	23%	False	False	633
100	0.7846	0.7456	0.0391	5.2%	0.0035	0.5%	23%	False	False	510
120	0.7846	0.7456	0.0391	5.2%	0.0032	0.4%	23%	False	False	426

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	0.0009
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7776
1.618	0.7694
1.000	0.7644
0.618	0.7612
HIGH	0.7562
0.618	0.7530
0.500	0.7521
0.382	0.7511
LOW	0.7480
0.618	0.7429
1.000	0.7398
1.618	0.7347
2.618	0.7265
4.250	0.7131

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	0.7537	0.7533
PP	0.7529	0.7521
S1	0.7521	0.7509

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

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