CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Dec-2018

Day Change Summary
	Previous	Current
	10-Dec-2018	11-Dec-2018	Change	Change %	Previous Week
Open	0.7521	0.7483	-0.0038	-0.5%	0.7560
High	0.7539	0.7492	-0.0048	-0.6%	0.7615
Low	0.7471	0.7467	-0.0004	-0.1%	0.7456
Close	0.7473	0.7483	0.0010	0.1%	0.7546
Range	0.0068	0.0025	-0.0044	-64.0%	0.0160
ATR	0.0052	0.0050	-0.0002	-3.8%	0.0000
Volume	44,428	23,544	-20,884	-47.0%	30,761

Daily Pivots for day following 11-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7543	0.7496
R3	0.7530	0.7519	0.7490
R2	0.7505	0.7505	0.7487
R1	0.7494	0.7494	0.7485	0.7500
PP	0.7481	0.7481	0.7481	0.7483
S1	0.7470	0.7470	0.7481	0.7475
S2	0.7456	0.7456	0.7479
S3	0.7432	0.7445	0.7476
S4	0.7407	0.7421	0.7470

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	0.7562	0.7456	0.0106	1.4%	0.0061	0.8%	26%	False	False	18,477
10	0.7615	0.7456	0.0160	2.1%	0.0054	0.7%	17%	False	False	10,341
20	0.7633	0.7456	0.0178	2.4%	0.0048	0.6%	15%	False	False	5,629
40	0.7761	0.7456	0.0306	4.1%	0.0043	0.6%	9%	False	False	2,914
60	0.7846	0.7456	0.0391	5.2%	0.0040	0.5%	7%	False	False	1,962
80	0.7846	0.7456	0.0391	5.2%	0.0038	0.5%	7%	False	False	1,482
100	0.7846	0.7456	0.0391	5.2%	0.0035	0.5%	7%	False	False	1,189
120	0.7846	0.7456	0.0391	5.2%	0.0032	0.4%	7%	False	False	993

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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7556
1.618	0.7531
1.000	0.7516
0.618	0.7507
HIGH	0.7492
0.618	0.7482
0.500	0.7479
0.382	0.7476
LOW	0.7467
0.618	0.7452
1.000	0.7443
1.618	0.7427
2.618	0.7403
4.250	0.7363

Fisher Pivots for day following 11-Dec-2018
Pivot	1 day	3 day
R1	0.7482	0.7514
PP	0.7481	0.7504
S1	0.7479	0.7493

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

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