CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 09-Jan-2019

Day Change Summary
	Previous	Current
	08-Jan-2019	09-Jan-2019	Change	Change %	Previous Week
Open	0.7535	0.7546	0.0011	0.1%	0.7346
High	0.7550	0.7600	0.0050	0.7%	0.7490
Low	0.7518	0.7546	0.0028	0.4%	0.7330
Close	0.7541	0.7576	0.0036	0.5%	0.7479
Range	0.0032	0.0054	0.0022	68.8%	0.0160
ATR	0.0049	0.0050	0.0001	1.5%	0.0000
Volume	70,218	100,756	30,538	43.5%	334,742

Daily Pivots for day following 09-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7710	0.7606
R3	0.7682	0.7656	0.7591
R2	0.7628	0.7628	0.7586
R1	0.7602	0.7602	0.7581	0.7615
PP	0.7574	0.7574	0.7574	0.7580
S1	0.7548	0.7548	0.7571	0.7561
S2	0.7520	0.7520	0.7566
S3	0.7466	0.7494	0.7561
S4	0.7412	0.7440	0.7546

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7856	0.7567
R3	0.7753	0.7696	0.7523
R2	0.7593	0.7593	0.7508
R1	0.7536	0.7536	0.7493	0.7564
PP	0.7433	0.7433	0.7433	0.7447
S1	0.7376	0.7376	0.7464	0.7404
S2	0.7273	0.7273	0.7449
S3	0.7113	0.7216	0.7435
S4	0.6953	0.7056	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7600	0.7336	0.0264	3.5%	0.0063	0.8%	91%	True	False	90,196
10	0.7600	0.7330	0.0270	3.6%	0.0051	0.7%	91%	True	False	74,896
20	0.7600	0.7330	0.0270	3.6%	0.0045	0.6%	91%	True	False	72,626
40	0.7633	0.7330	0.0303	4.0%	0.0047	0.6%	81%	False	False	38,541
60	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	57%	False	False	25,760
80	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	48%	False	False	19,334
100	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	48%	False	False	15,475
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	48%	False	False	12,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7829
2.618	0.7741
1.618	0.7687
1.000	0.7654
0.618	0.7633
HIGH	0.7600
0.618	0.7579
0.500	0.7573
0.382	0.7566
LOW	0.7546
0.618	0.7512
1.000	0.7492
1.618	0.7458
2.618	0.7404
4.250	0.7316

Fisher Pivots for day following 09-Jan-2019
Pivot	1 day	3 day
R1	0.7575	0.7565
PP	0.7574	0.7553
S1	0.7573	0.7542

Download as Excel Spreadsheet

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

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