CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	0.7595	0.7603	0.0008	0.1%	0.7605
High	0.7617	0.7605	-0.0012	-0.2%	0.7605
Low	0.7595	0.7577	-0.0018	-0.2%	0.7515
Close	0.7599	0.7577	-0.0022	-0.3%	0.7553
Range	0.0022	0.0028	0.0006	29.5%	0.0090
ATR	0.0033	0.0033	0.0000	-1.0%	0.0000
Volume	24	27	3	12.5%	157

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7653	0.7593
R3	0.7643	0.7624	0.7585
R2	0.7615	0.7615	0.7582
R1	0.7596	0.7596	0.7580	0.7591
PP	0.7586	0.7586	0.7586	0.7584
S1	0.7567	0.7567	0.7574	0.7563
S2	0.7558	0.7558	0.7572
S3	0.7529	0.7539	0.7569
S4	0.7501	0.7510	0.7561

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7780	0.7603
R3	0.7738	0.7690	0.7578
R2	0.7648	0.7648	0.7570
R1	0.7600	0.7600	0.7561	0.7579
PP	0.7558	0.7558	0.7558	0.7547
S1	0.7510	0.7510	0.7545	0.7489
S2	0.7468	0.7468	0.7537
S3	0.7378	0.7420	0.7528
S4	0.7288	0.7330	0.7504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7617	0.7515	0.0102	1.3%	0.0023	0.3%	61%	False	False	39
10	0.7621	0.7515	0.0106	1.4%	0.0030	0.4%	58%	False	False	37
20	0.7674	0.7515	0.0159	2.1%	0.0025	0.3%	39%	False	False	24
40	0.7765	0.7515	0.0250	3.3%	0.0022	0.3%	25%	False	False	20
60	0.7857	0.7515	0.0342	4.5%	0.0019	0.3%	18%	False	False	15
80	0.7857	0.7515	0.0342	4.5%	0.0018	0.2%	18%	False	False	14
100	0.7857	0.7515	0.0342	4.5%	0.0017	0.2%	18%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7680
1.618	0.7651
1.000	0.7633
0.618	0.7623
HIGH	0.7605
0.618	0.7594
0.500	0.7591
0.382	0.7587
LOW	0.7577
0.618	0.7559
1.000	0.7548
1.618	0.7530
2.618	0.7502
4.250	0.7455

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	0.7591	0.7581
PP	0.7586	0.7580
S1	0.7582	0.7578

Download as Excel Spreadsheet

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

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