CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Dec-2018

Day Change Summary
	Previous	Current
	12-Dec-2018	13-Dec-2018	Change	Change %	Previous Week
Open	0.7484	0.7503	0.0019	0.3%	0.7560
High	0.7523	0.7513	-0.0010	-0.1%	0.7615
Low	0.7484	0.7487	0.0003	0.0%	0.7456
Close	0.7507	0.7503	-0.0004	0.0%	0.7546
Range	0.0039	0.0026	-0.0013	-33.3%	0.0160
ATR	0.0049	0.0047	-0.0002	-3.4%	0.0000
Volume	61,995	73,705	11,710	18.9%	30,761

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7567	0.7517
R3	0.7553	0.7541	0.7510
R2	0.7527	0.7527	0.7508
R1	0.7515	0.7515	0.7505	0.7516
PP	0.7501	0.7501	0.7501	0.7502
S1	0.7489	0.7489	0.7501	0.7490
S2	0.7475	0.7475	0.7498
S3	0.7449	0.7463	0.7496
S4	0.7423	0.7437	0.7489

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	0.7467	0.0095	1.3%	0.0048	0.6%	38%	False	False	41,524
10	0.7615	0.7456	0.0160	2.1%	0.0051	0.7%	30%	False	False	23,768
20	0.7633	0.7456	0.0178	2.4%	0.0049	0.7%	27%	False	False	12,373
40	0.7725	0.7456	0.0270	3.6%	0.0042	0.6%	18%	False	False	6,298
60	0.7846	0.7456	0.0391	5.2%	0.0040	0.5%	12%	False	False	4,222
80	0.7846	0.7456	0.0391	5.2%	0.0038	0.5%	12%	False	False	3,178
100	0.7846	0.7456	0.0391	5.2%	0.0035	0.5%	12%	False	False	2,546
120	0.7846	0.7456	0.0391	5.2%	0.0033	0.4%	12%	False	False	2,123

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7581
1.618	0.7555
1.000	0.7539
0.618	0.7529
HIGH	0.7513
0.618	0.7503
0.500	0.7500
0.382	0.7497
LOW	0.7487
0.618	0.7471
1.000	0.7461
1.618	0.7445
2.618	0.7419
4.250	0.7377

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.7502	0.7500
PP	0.7501	0.7498
S1	0.7500	0.7495

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

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