CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 21-Dec-2018

Day Change Summary
	Previous	Current
	20-Dec-2018	21-Dec-2018	Change	Change %	Previous Week
Open	0.7433	0.7423	-0.0011	-0.1%	0.7489
High	0.7455	0.7427	-0.0028	-0.4%	0.7494
Low	0.7408	0.7365	-0.0043	-0.6%	0.7365
Close	0.7427	0.7374	-0.0054	-0.7%	0.7374
Range	0.0047	0.0062	0.0015	31.9%	0.0129
ATR	0.0046	0.0047	0.0001	2.4%	0.0000
Volume	95,896	98,616	2,720	2.8%	425,932

Daily Pivots for day following 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7536	0.7408
R3	0.7513	0.7474	0.7391
R2	0.7451	0.7451	0.7385
R1	0.7412	0.7412	0.7379	0.7400
PP	0.7389	0.7389	0.7389	0.7383
S1	0.7350	0.7350	0.7368	0.7338
S2	0.7327	0.7327	0.7362
S3	0.7265	0.7288	0.7356
S4	0.7203	0.7226	0.7339

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7713	0.7444
R3	0.7668	0.7585	0.7409
R2	0.7539	0.7539	0.7397
R1	0.7456	0.7456	0.7385	0.7434
PP	0.7411	0.7411	0.7411	0.7399
S1	0.7328	0.7328	0.7362	0.7305
S2	0.7282	0.7282	0.7350
S3	0.7154	0.7199	0.7338
S4	0.7025	0.7071	0.7303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7494	0.7365	0.0129	1.7%	0.0049	0.7%	7%	False	True	85,186
10	0.7539	0.7365	0.0174	2.4%	0.0043	0.6%	5%	False	True	70,443
20	0.7615	0.7365	0.0250	3.4%	0.0048	0.7%	3%	False	True	37,018
40	0.7682	0.7365	0.0317	4.3%	0.0043	0.6%	3%	False	True	18,798
60	0.7846	0.7365	0.0481	6.5%	0.0042	0.6%	2%	False	True	12,561
80	0.7846	0.7365	0.0481	6.5%	0.0040	0.5%	2%	False	True	9,436
100	0.7846	0.7365	0.0481	6.5%	0.0036	0.5%	2%	False	True	7,553
120	0.7846	0.7365	0.0481	6.5%	0.0034	0.5%	2%	False	True	6,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7691
2.618	0.7589
1.618	0.7527
1.000	0.7489
0.618	0.7465
HIGH	0.7427
0.618	0.7403
0.500	0.7396
0.382	0.7389
LOW	0.7365
0.618	0.7327
1.000	0.7303
1.618	0.7265
2.618	0.7203
4.250	0.7102

Fisher Pivots for day following 21-Dec-2018
Pivot	1 day	3 day
R1	0.7396	0.7418
PP	0.7389	0.7403
S1	0.7381	0.7388

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

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