CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 29-Mar-2019

Day Change Summary
	Previous	Current
	28-Mar-2019	29-Mar-2019	Change	Change %	Previous Week
Open	0.7470	0.7460	-0.0010	-0.1%	0.7465
High	0.7480	0.7510	0.0030	0.4%	0.7510
Low	0.7450	0.7453	0.0003	0.0%	0.7450
Close	0.7456	0.7503	0.0048	0.6%	0.7503
Range	0.0030	0.0057	0.0027	86.9%	0.0060
ATR	0.0041	0.0042	0.0001	2.8%	0.0000
Volume	76,908	88,893	11,985	15.6%	360,990

Daily Pivots for day following 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7638	0.7534
R3	0.7603	0.7581	0.7519
R2	0.7546	0.7546	0.7513
R1	0.7524	0.7524	0.7508	0.7535
PP	0.7489	0.7489	0.7489	0.7494
S1	0.7467	0.7467	0.7498	0.7478
S2	0.7432	0.7432	0.7493
S3	0.7375	0.7410	0.7487
S4	0.7318	0.7353	0.7472

Weekly Pivots for week ending 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7646	0.7536
R3	0.7608	0.7586	0.7520
R2	0.7548	0.7548	0.7514
R1	0.7525	0.7525	0.7509	0.7537
PP	0.7488	0.7488	0.7488	0.7493
S1	0.7465	0.7465	0.7497	0.7476
S2	0.7427	0.7427	0.7492
S3	0.7367	0.7405	0.7486
S4	0.7306	0.7344	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7510	0.7450	0.0060	0.8%	0.0034	0.5%	88%	True	False	72,198
10	0.7564	0.7450	0.0114	1.5%	0.0043	0.6%	47%	False	False	70,274
20	0.7564	0.7443	0.0121	1.6%	0.0040	0.5%	50%	False	False	48,893
40	0.7675	0.7443	0.0232	3.1%	0.0042	0.6%	26%	False	False	24,770
60	0.7675	0.7350	0.0325	4.3%	0.0041	0.5%	47%	False	False	16,551
80	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	48%	False	False	12,446
100	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	48%	False	False	9,961
120	0.7765	0.7347	0.0418	5.6%	0.0033	0.4%	37%	False	False	8,304

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7752
2.618	0.7659
1.618	0.7602
1.000	0.7567
0.618	0.7545
HIGH	0.7510
0.618	0.7488
0.500	0.7482
0.382	0.7475
LOW	0.7453
0.618	0.7418
1.000	0.7396
1.618	0.7361
2.618	0.7304
4.250	0.7211

Fisher Pivots for day following 29-Mar-2019
Pivot	1 day	3 day
R1	0.7496	0.7495
PP	0.7489	0.7488
S1	0.7482	0.7480

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

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