CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.7483	0.7505	0.0022	0.3%	0.7548
High	0.7507	0.7541	0.0035	0.5%	0.7550
Low	0.7470	0.7496	0.0026	0.3%	0.7443
Close	0.7500	0.7534	0.0034	0.5%	0.7473
Range	0.0037	0.0045	0.0009	23.3%	0.0107
ATR	0.0042	0.0042	0.0000	0.6%	0.0000
Volume	34,391	68,993	34,602	100.6%	23,915

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7641	0.7558
R3	0.7614	0.7596	0.7546
R2	0.7569	0.7569	0.7542
R1	0.7551	0.7551	0.7538	0.7560
PP	0.7524	0.7524	0.7524	0.7528
S1	0.7506	0.7506	0.7529	0.7515
S2	0.7479	0.7479	0.7525
S3	0.7434	0.7461	0.7521
S4	0.7389	0.7416	0.7509

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7748	0.7531
R3	0.7703	0.7641	0.7502
R2	0.7596	0.7596	0.7492
R1	0.7534	0.7534	0.7482	0.7511
PP	0.7489	0.7489	0.7489	0.7477
S1	0.7427	0.7427	0.7463	0.7404
S2	0.7381	0.7381	0.7453
S3	0.7274	0.7320	0.7443
S4	0.7167	0.7213	0.7414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7541	0.7443	0.0098	1.3%	0.0036	0.5%	92%	True	False	26,723
10	0.7635	0.7443	0.0192	2.5%	0.0043	0.6%	47%	False	False	14,477
20	0.7646	0.7443	0.0203	2.7%	0.0042	0.6%	45%	False	False	7,693
40	0.7675	0.7443	0.0232	3.1%	0.0040	0.5%	39%	False	False	3,921
60	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	57%	False	False	2,647
80	0.7675	0.7347	0.0328	4.4%	0.0037	0.5%	57%	False	False	2,007
100	0.7726	0.7347	0.0379	5.0%	0.0033	0.4%	49%	False	False	1,609
120	0.7857	0.7347	0.0510	6.8%	0.0030	0.4%	37%	False	False	1,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7659
1.618	0.7614
1.000	0.7586
0.618	0.7569
HIGH	0.7541
0.618	0.7524
0.500	0.7519
0.382	0.7513
LOW	0.7496
0.618	0.7468
1.000	0.7451
1.618	0.7423
2.618	0.7378
4.250	0.7305

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.7529	0.7522
PP	0.7524	0.7511
S1	0.7519	0.7499

Download as Excel Spreadsheet

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

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