CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 14-Dec-2018

Day Change Summary
	Previous	Current
	13-Dec-2018	14-Dec-2018	Change	Change %	Previous Week
Open	0.7513	0.7499	-0.0014	-0.2%	0.7533
High	0.7519	0.7507	-0.0012	-0.2%	0.7551
Low	0.7504	0.7499	-0.0005	-0.1%	0.7485
Close	0.7516	0.7506	-0.0010	-0.1%	0.7506
Range	0.0016	0.0008	-0.0008	-48.4%	0.0066
ATR	0.0037	0.0036	-0.0001	-3.9%	0.0000
Volume	78	128	50	64.1%	1,104

Daily Pivots for day following 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7528	0.7525	0.7510
R3	0.7520	0.7517	0.7508
R2	0.7512	0.7512	0.7507
R1	0.7509	0.7509	0.7507	0.7511
PP	0.7504	0.7504	0.7504	0.7505
S1	0.7501	0.7501	0.7505	0.7503
S2	0.7496	0.7496	0.7505
S3	0.7488	0.7493	0.7504
S4	0.7480	0.7485	0.7502

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7675	0.7542
R3	0.7646	0.7609	0.7524
R2	0.7580	0.7580	0.7518
R1	0.7543	0.7543	0.7512	0.7528
PP	0.7514	0.7514	0.7514	0.7506
S1	0.7477	0.7477	0.7500	0.7462
S2	0.7448	0.7448	0.7494
S3	0.7382	0.7411	0.7488
S4	0.7316	0.7345	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7551	0.7485	0.0066	0.9%	0.0028	0.4%	33%	False	False	220
10	0.7617	0.7474	0.0143	1.9%	0.0035	0.5%	22%	False	False	156
20	0.7643	0.7474	0.0169	2.3%	0.0032	0.4%	19%	False	False	95
40	0.7726	0.7474	0.0252	3.4%	0.0025	0.3%	13%	False	False	56
60	0.7857	0.7474	0.0383	5.1%	0.0022	0.3%	8%	False	False	40
80	0.7857	0.7474	0.0383	5.1%	0.0021	0.3%	8%	False	False	33
100	0.7857	0.7474	0.0383	5.1%	0.0019	0.3%	8%	False	False	27
120	0.7857	0.7474	0.0383	5.1%	0.0018	0.2%	8%	False	False	23

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7541
2.618	0.7528
1.618	0.7520
1.000	0.7515
0.618	0.7512
HIGH	0.7507
0.618	0.7504
0.500	0.7503
0.382	0.7502
LOW	0.7499
0.618	0.7494
1.000	0.7491
1.618	0.7486
2.618	0.7478
4.250	0.7465

Fisher Pivots for day following 14-Dec-2018
Pivot	1 day	3 day
R1	0.7505	0.7516
PP	0.7504	0.7512
S1	0.7503	0.7509

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

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