CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	0.7473	0.7442	-0.0030	-0.4%	0.7521
High	0.7484	0.7472	-0.0012	-0.2%	0.7539
Low	0.7425	0.7421	-0.0004	-0.1%	0.7467
Close	0.7427	0.7428	0.0001	0.0%	0.7493
Range	0.0059	0.0051	-0.0008	-12.8%	0.0072
ATR	0.0046	0.0046	0.0000	0.8%	0.0000
Volume	86,527	83,285	-3,242	-3.7%	278,498

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7562	0.7456
R3	0.7542	0.7511	0.7442
R2	0.7491	0.7491	0.7437
R1	0.7460	0.7460	0.7433	0.7450
PP	0.7440	0.7440	0.7440	0.7435
S1	0.7409	0.7409	0.7423	0.7399
S2	0.7389	0.7389	0.7419
S3	0.7338	0.7358	0.7414
S4	0.7287	0.7307	0.7400

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7716	0.7676	0.7533
R3	0.7644	0.7604	0.7513
R2	0.7572	0.7572	0.7506
R1	0.7532	0.7532	0.7500	0.7516
PP	0.7500	0.7500	0.7500	0.7492
S1	0.7460	0.7460	0.7486	0.7444
S2	0.7428	0.7428	0.7480
S3	0.7356	0.7388	0.7473
S4	0.7284	0.7316	0.7453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7513	0.7421	0.0092	1.2%	0.0039	0.5%	8%	False	True	75,990
10	0.7562	0.7421	0.0141	1.9%	0.0045	0.6%	5%	False	True	52,073
20	0.7615	0.7421	0.0195	2.6%	0.0047	0.6%	4%	False	True	27,326
40	0.7725	0.7421	0.0304	4.1%	0.0043	0.6%	2%	False	True	13,945
60	0.7846	0.7421	0.0425	5.7%	0.0041	0.6%	2%	False	True	9,321
80	0.7846	0.7421	0.0425	5.7%	0.0039	0.5%	2%	False	True	7,005
100	0.7846	0.7421	0.0425	5.7%	0.0036	0.5%	2%	False	True	5,608
120	0.7846	0.7421	0.0425	5.7%	0.0033	0.4%	2%	False	True	4,675

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7605
1.618	0.7554
1.000	0.7523
0.618	0.7503
HIGH	0.7472
0.618	0.7452
0.500	0.7446
0.382	0.7440
LOW	0.7421
0.618	0.7389
1.000	0.7370
1.618	0.7338
2.618	0.7287
4.250	0.7204

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	0.7446	0.7457
PP	0.7440	0.7447
S1	0.7434	0.7438

Download as Excel Spreadsheet

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

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