CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 26-Dec-2018

Day Change Summary
	Previous	Current
	24-Dec-2018	26-Dec-2018	Change	Change %	Previous Week
Open	0.7370	0.7365	-0.0005	-0.1%	0.7489
High	0.7386	0.7385	-0.0001	0.0%	0.7494
Low	0.7360	0.7357	-0.0003	0.0%	0.7365
Close	0.7367	0.7378	0.0011	0.1%	0.7374
Range	0.0026	0.0028	0.0002	7.7%	0.0129
ATR	0.0046	0.0045	-0.0001	-2.8%	0.0000
Volume	43,573	29,584	-13,989	-32.1%	425,932

Daily Pivots for day following 26-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7445	0.7393
R3	0.7429	0.7417	0.7385
R2	0.7401	0.7401	0.7383
R1	0.7389	0.7389	0.7380	0.7395
PP	0.7373	0.7373	0.7373	0.7376
S1	0.7361	0.7361	0.7375	0.7367
S2	0.7345	0.7345	0.7372
S3	0.7317	0.7333	0.7370
S4	0.7289	0.7305	0.7362

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	0.7472	0.7357	0.0115	1.6%	0.0043	0.6%	18%	False	True	70,190
10	0.7523	0.7357	0.0166	2.3%	0.0040	0.5%	12%	False	True	70,961
20	0.7615	0.7357	0.0258	3.5%	0.0047	0.6%	8%	False	True	40,651
40	0.7682	0.7357	0.0324	4.4%	0.0043	0.6%	6%	False	True	20,620
60	0.7831	0.7357	0.0474	6.4%	0.0041	0.6%	4%	False	True	13,778
80	0.7846	0.7357	0.0489	6.6%	0.0040	0.5%	4%	False	True	10,349
100	0.7846	0.7357	0.0489	6.6%	0.0037	0.5%	4%	False	True	8,284
120	0.7846	0.7357	0.0489	6.6%	0.0034	0.5%	4%	False	True	6,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7458
1.618	0.7430
1.000	0.7413
0.618	0.7402
HIGH	0.7385
0.618	0.7374
0.500	0.7371
0.382	0.7368
LOW	0.7357
0.618	0.7340
1.000	0.7329
1.618	0.7312
2.618	0.7284
4.250	0.7238

Fisher Pivots for day following 26-Dec-2018
Pivot	1 day	3 day
R1	0.7375	0.7392
PP	0.7373	0.7387
S1	0.7371	0.7382

Download as Excel Spreadsheet

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

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