CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.7610	0.7614	0.0004	0.0%	0.7664
High	0.7610	0.7614	0.0004	0.0%	0.7674
Low	0.7592	0.7587	-0.0005	-0.1%	0.7592
Close	0.7599	0.7587	-0.0011	-0.2%	0.7599
Range	0.0018	0.0026	0.0008	47.2%	0.0082
ATR	0.0030	0.0030	0.0000	-0.8%	0.0000
Volume	23	18	-5	-21.7%	45

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7658	0.7602
R3	0.7649	0.7631	0.7594
R2	0.7622	0.7622	0.7592
R1	0.7605	0.7605	0.7589	0.7600
PP	0.7596	0.7596	0.7596	0.7594
S1	0.7578	0.7578	0.7585	0.7574
S2	0.7569	0.7569	0.7582
S3	0.7543	0.7552	0.7580
S4	0.7516	0.7525	0.7572

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7814	0.7643
R3	0.7784	0.7732	0.7621
R2	0.7703	0.7703	0.7613
R1	0.7651	0.7651	0.7606	0.7636
PP	0.7621	0.7621	0.7621	0.7614
S1	0.7569	0.7569	0.7591	0.7555
S2	0.7540	0.7540	0.7584
S3	0.7458	0.7488	0.7576
S4	0.7377	0.7406	0.7554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7674	0.7587	0.0086	1.1%	0.0024	0.3%	0%	False	True	11
10	0.7675	0.7587	0.0088	1.2%	0.0018	0.2%	0%	False	True	10
20	0.7765	0.7587	0.0178	2.3%	0.0017	0.2%	0%	False	True	16
40	0.7857	0.7587	0.0270	3.6%	0.0016	0.2%	0%	False	True	12
60	0.7857	0.7587	0.0270	3.6%	0.0017	0.2%	0%	False	True	11
80	0.7857	0.7587	0.0270	3.6%	0.0015	0.2%	0%	False	True	9
100	0.7857	0.7542	0.0316	4.2%	0.0016	0.2%	14%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7683
1.618	0.7656
1.000	0.7640
0.618	0.7630
HIGH	0.7614
0.618	0.7603
0.500	0.7600
0.382	0.7597
LOW	0.7587
0.618	0.7571
1.000	0.7561
1.618	0.7544
2.618	0.7518
4.250	0.7474

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.7600	0.7625
PP	0.7596	0.7612
S1	0.7591	0.7600

Download as Excel Spreadsheet

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

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