CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 10-Dec-2018

Day Change Summary
	Previous	Current
	07-Dec-2018	10-Dec-2018	Change	Change %	Previous Week
Open	0.7485	0.7521	0.0036	0.5%	0.7560
High	0.7562	0.7539	-0.0023	-0.3%	0.7615
Low	0.7480	0.7471	-0.0009	-0.1%	0.7456
Close	0.7546	0.7473	-0.0073	-1.0%	0.7546
Range	0.0082	0.0068	-0.0014	-17.1%	0.0160
ATR	0.0050	0.0052	0.0002	3.5%	0.0000
Volume	3,952	44,428	40,476	1,024.2%	30,761

Daily Pivots for day following 10-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7698	0.7654	0.7510
R3	0.7630	0.7586	0.7492
R2	0.7562	0.7562	0.7485
R1	0.7518	0.7518	0.7479	0.7506
PP	0.7494	0.7494	0.7494	0.7489
S1	0.7450	0.7450	0.7467	0.7438
S2	0.7426	0.7426	0.7461
S3	0.7358	0.7382	0.7454
S4	0.7290	0.7314	0.7436

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	0.7613	0.7456	0.0158	2.1%	0.0067	0.9%	11%	False	False	14,735
10	0.7615	0.7456	0.0160	2.1%	0.0057	0.8%	11%	False	False	8,015
20	0.7633	0.7456	0.0178	2.4%	0.0048	0.6%	10%	False	False	4,456
40	0.7761	0.7456	0.0306	4.1%	0.0044	0.6%	6%	False	False	2,327
60	0.7846	0.7456	0.0391	5.2%	0.0040	0.5%	4%	False	False	1,570
80	0.7846	0.7456	0.0391	5.2%	0.0038	0.5%	4%	False	False	1,188
100	0.7846	0.7456	0.0391	5.2%	0.0035	0.5%	4%	False	False	954
120	0.7846	0.7456	0.0391	5.2%	0.0032	0.4%	4%	False	False	796

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7828
2.618	0.7717
1.618	0.7649
1.000	0.7607
0.618	0.7581
HIGH	0.7539
0.618	0.7513
0.500	0.7505
0.382	0.7497
LOW	0.7471
0.618	0.7429
1.000	0.7403
1.618	0.7361
2.618	0.7293
4.250	0.7182

Fisher Pivots for day following 10-Dec-2018
Pivot	1 day	3 day
R1	0.7505	0.7509
PP	0.7494	0.7497
S1	0.7484	0.7485

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

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