CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 08-Nov-2018

Day Change Summary
	Previous	Current
	07-Nov-2018	08-Nov-2018	Change	Change %	Previous Week
Open	0.7666	0.7662	-0.0004	-0.1%	0.7671
High	0.7674	0.7662	-0.0011	-0.1%	0.7675
Low	0.7658	0.7616	-0.0042	-0.5%	0.7622
Close	0.7663	0.7616	-0.0048	-0.6%	0.7654
Range	0.0016	0.0047	0.0031	190.6%	0.0053
ATR	0.0029	0.0030	0.0001	4.5%	0.0000
Volume	6	6	0	0.0%	50

Daily Pivots for day following 08-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7740	0.7641
R3	0.7724	0.7693	0.7628
R2	0.7678	0.7678	0.7624
R1	0.7647	0.7647	0.7620	0.7639
PP	0.7631	0.7631	0.7631	0.7627
S1	0.7600	0.7600	0.7611	0.7592
S2	0.7584	0.7584	0.7607
S3	0.7538	0.7553	0.7603
S4	0.7491	0.7507	0.7590

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7809	0.7784	0.7683
R3	0.7756	0.7731	0.7668
R2	0.7703	0.7703	0.7663
R1	0.7678	0.7678	0.7658	0.7664
PP	0.7650	0.7650	0.7650	0.7643
S1	0.7625	0.7625	0.7649	0.7611
S2	0.7597	0.7597	0.7644
S3	0.7544	0.7572	0.7639
S4	0.7491	0.7519	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7674	0.7616	0.0058	0.8%	0.0019	0.2%	0%	False	True	5
10	0.7675	0.7616	0.0060	0.8%	0.0019	0.2%	0%	False	True	13
20	0.7765	0.7616	0.0150	2.0%	0.0017	0.2%	0%	False	True	15
40	0.7857	0.7616	0.0242	3.2%	0.0015	0.2%	0%	False	True	11
60	0.7857	0.7606	0.0251	3.3%	0.0016	0.2%	4%	False	False	11
80	0.7857	0.7573	0.0284	3.7%	0.0015	0.2%	15%	False	False	9
100	0.7857	0.7542	0.0316	4.1%	0.0015	0.2%	23%	False	False	9

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	0.0003
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7784
1.618	0.7737
1.000	0.7709
0.618	0.7691
HIGH	0.7662
0.618	0.7644
0.500	0.7639
0.382	0.7633
LOW	0.7616
0.618	0.7587
1.000	0.7569
1.618	0.7540
2.618	0.7494
4.250	0.7418

Fisher Pivots for day following 08-Nov-2018
Pivot	1 day	3 day
R1	0.7639	0.7645
PP	0.7631	0.7635
S1	0.7623	0.7625

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

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