CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 24-Dec-2018

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	0.7423	0.7370	-0.0053	-0.7%	0.7489
High	0.7427	0.7386	-0.0041	-0.6%	0.7494
Low	0.7365	0.7360	-0.0005	-0.1%	0.7365
Close	0.7374	0.7367	-0.0007	-0.1%	0.7374
Range	0.0062	0.0026	-0.0036	-58.1%	0.0129
ATR	0.0047	0.0046	-0.0002	-3.2%	0.0000
Volume	98,616	43,573	-55,043	-55.8%	425,932

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7434	0.7381
R3	0.7423	0.7408	0.7374
R2	0.7397	0.7397	0.7371
R1	0.7382	0.7382	0.7369	0.7376
PP	0.7371	0.7371	0.7371	0.7368
S1	0.7356	0.7356	0.7364	0.7350
S2	0.7345	0.7345	0.7362
S3	0.7319	0.7330	0.7359
S4	0.7293	0.7304	0.7352

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	0.7484	0.7360	0.0123	1.7%	0.0049	0.7%	5%	False	True	81,579
10	0.7523	0.7360	0.0163	2.2%	0.0039	0.5%	4%	False	True	70,357
20	0.7615	0.7360	0.0255	3.5%	0.0048	0.7%	3%	False	True	39,186
40	0.7682	0.7360	0.0321	4.4%	0.0043	0.6%	2%	False	True	19,885
60	0.7846	0.7360	0.0486	6.6%	0.0041	0.6%	1%	False	True	13,287
80	0.7846	0.7360	0.0486	6.6%	0.0040	0.5%	1%	False	True	9,980
100	0.7846	0.7360	0.0486	6.6%	0.0037	0.5%	1%	False	True	7,988
120	0.7846	0.7360	0.0486	6.6%	0.0034	0.5%	1%	False	True	6,659

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7496
2.618	0.7454
1.618	0.7428
1.000	0.7412
0.618	0.7402
HIGH	0.7386
0.618	0.7376
0.500	0.7373
0.382	0.7370
LOW	0.7360
0.618	0.7344
1.000	0.7334
1.618	0.7318
2.618	0.7292
4.250	0.7250

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	0.7373	0.7407
PP	0.7371	0.7394
S1	0.7369	0.7380

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

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