CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 05-Feb-2019

Day Change Summary
	Previous	Current
	04-Feb-2019	05-Feb-2019	Change	Change %	Previous Week
Open	0.7660	0.7652	-0.0008	-0.1%	0.7595
High	0.7664	0.7654	-0.0009	-0.1%	0.7675
Low	0.7634	0.7630	-0.0004	-0.1%	0.7552
Close	0.7644	0.7632	-0.0012	-0.2%	0.7664
Range	0.0029	0.0024	-0.0005	-18.6%	0.0123
ATR	0.0040	0.0039	-0.0001	-2.8%	0.0000
Volume	62	182	120	193.5%	757

Daily Pivots for day following 05-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7695	0.7645
R3	0.7687	0.7671	0.7638
R2	0.7663	0.7663	0.7636
R1	0.7647	0.7647	0.7634	0.7643
PP	0.7639	0.7639	0.7639	0.7636
S1	0.7623	0.7623	0.7629	0.7619
S2	0.7614	0.7614	0.7627
S3	0.7590	0.7599	0.7625
S4	0.7566	0.7575	0.7618

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7955	0.7732
R3	0.7876	0.7832	0.7698
R2	0.7753	0.7753	0.7687
R1	0.7709	0.7709	0.7675	0.7731
PP	0.7630	0.7630	0.7630	0.7642
S1	0.7586	0.7586	0.7653	0.7608
S2	0.7507	0.7507	0.7641
S3	0.7384	0.7463	0.7630
S4	0.7261	0.7340	0.7596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7675	0.7568	0.0107	1.4%	0.0039	0.5%	59%	False	False	174
10	0.7675	0.7504	0.0171	2.2%	0.0038	0.5%	75%	False	False	131
20	0.7675	0.7504	0.0171	2.2%	0.0035	0.5%	75%	False	False	111
40	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	87%	False	False	123
60	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	87%	False	False	94
80	0.7765	0.7347	0.0418	5.5%	0.0030	0.4%	68%	False	False	75
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	56%	False	False	61
120	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	56%	False	False	52

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7756
2.618	0.7717
1.618	0.7693
1.000	0.7678
0.618	0.7669
HIGH	0.7654
0.618	0.7645
0.500	0.7642
0.382	0.7639
LOW	0.7630
0.618	0.7615
1.000	0.7606
1.618	0.7591
2.618	0.7567
4.250	0.7528

Fisher Pivots for day following 05-Feb-2019
Pivot	1 day	3 day
R1	0.7642	0.7652
PP	0.7639	0.7645
S1	0.7635	0.7638

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

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