CME Canadian Dollar Future June 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	0.7499	0.7513	0.0014	0.2%	0.7595
High	0.7532	0.7519	-0.0013	-0.2%	0.7617
Low	0.7499	0.7504	0.0005	0.1%	0.7474
Close	0.7519	0.7516	-0.0003	0.0%	0.7559
Range	0.0033	0.0016	-0.0018	-53.0%	0.0143
ATR	0.0039	0.0037	-0.0002	-4.3%	0.0000
Volume	284	78	-206	-72.5%	461

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7553	0.7525
R3	0.7544	0.7538	0.7520
R2	0.7528	0.7528	0.7519
R1	0.7522	0.7522	0.7517	0.7525
PP	0.7513	0.7513	0.7513	0.7514
S1	0.7507	0.7507	0.7515	0.7510
S2	0.7497	0.7497	0.7513
S3	0.7482	0.7491	0.7512
S4	0.7466	0.7476	0.7507

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7912	0.7638
R3	0.7836	0.7769	0.7598
R2	0.7693	0.7693	0.7585
R1	0.7626	0.7626	0.7572	0.7588
PP	0.7550	0.7550	0.7550	0.7531
S1	0.7483	0.7483	0.7546	0.7445
S2	0.7407	0.7407	0.7533
S3	0.7264	0.7340	0.7520
S4	0.7121	0.7197	0.7480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7566	0.7485	0.0081	1.1%	0.0041	0.5%	39%	False	False	221
10	0.7617	0.7474	0.0143	1.9%	0.0035	0.5%	29%	False	False	145
20	0.7643	0.7474	0.0169	2.2%	0.0033	0.4%	25%	False	False	89
40	0.7726	0.7474	0.0252	3.3%	0.0026	0.3%	17%	False	False	53
60	0.7857	0.7474	0.0383	5.1%	0.0022	0.3%	11%	False	False	38
80	0.7857	0.7474	0.0383	5.1%	0.0021	0.3%	11%	False	False	31
100	0.7857	0.7474	0.0383	5.1%	0.0019	0.3%	11%	False	False	25
120	0.7857	0.7474	0.0383	5.1%	0.0018	0.2%	11%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7560
1.618	0.7544
1.000	0.7535
0.618	0.7529
HIGH	0.7519
0.618	0.7513
0.500	0.7511
0.382	0.7509
LOW	0.7504
0.618	0.7494
1.000	0.7488
1.618	0.7478
2.618	0.7463
4.250	0.7438

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.7514	0.7513
PP	0.7513	0.7511
S1	0.7511	0.7508

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

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