CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 24-Jan-2019

Day Change Summary
	Previous	Current
	23-Jan-2019	24-Jan-2019	Change	Change %	Previous Week
Open	0.7499	0.7503	0.0004	0.1%	0.7551
High	0.7526	0.7512	-0.0014	-0.2%	0.7572
Low	0.7488	0.7486	-0.0002	0.0%	0.7519
Close	0.7501	0.7499	-0.0003	0.0%	0.7546
Range	0.0039	0.0026	-0.0012	-32.5%	0.0054
ATR	0.0045	0.0044	-0.0001	-3.0%	0.0000
Volume	58,444	54,800	-3,644	-6.2%	290,369

Daily Pivots for day following 24-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7564	0.7513
R3	0.7551	0.7538	0.7506
R2	0.7525	0.7525	0.7503
R1	0.7512	0.7512	0.7501	0.7505
PP	0.7499	0.7499	0.7499	0.7495
S1	0.7485	0.7485	0.7496	0.7479
S2	0.7472	0.7472	0.7494
S3	0.7446	0.7459	0.7491
S4	0.7420	0.7433	0.7484

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7679	0.7575
R3	0.7652	0.7626	0.7560
R2	0.7599	0.7599	0.7555
R1	0.7572	0.7572	0.7550	0.7559
PP	0.7545	0.7545	0.7545	0.7539
S1	0.7519	0.7519	0.7541	0.7505
S2	0.7492	0.7492	0.7536
S3	0.7438	0.7465	0.7531
S4	0.7385	0.7412	0.7516

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7570	0.7486	0.0085	1.1%	0.0041	0.5%	15%	False	True	65,225
10	0.7597	0.7486	0.0111	1.5%	0.0038	0.5%	12%	False	True	61,390
20	0.7600	0.7330	0.0270	3.6%	0.0045	0.6%	63%	False	False	68,143
40	0.7615	0.7330	0.0285	3.8%	0.0046	0.6%	59%	False	False	53,664
60	0.7682	0.7330	0.0352	4.7%	0.0043	0.6%	48%	False	False	35,971
80	0.7846	0.7330	0.0516	6.9%	0.0042	0.6%	33%	False	False	27,001
100	0.7846	0.7330	0.0516	6.9%	0.0041	0.5%	33%	False	False	21,612
120	0.7846	0.7330	0.0516	6.9%	0.0038	0.5%	33%	False	False	18,014

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7622
2.618	0.7580
1.618	0.7554
1.000	0.7538
0.618	0.7528
HIGH	0.7512
0.618	0.7502
0.500	0.7499
0.382	0.7495
LOW	0.7486
0.618	0.7469
1.000	0.7459
1.618	0.7443
2.618	0.7417
4.250	0.7375

Fisher Pivots for day following 24-Jan-2019
Pivot	1 day	3 day
R1	0.7499	0.7521
PP	0.7499	0.7513
S1	0.7499	0.7506

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

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