CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 27-Dec-2018

Day Change Summary
	Previous	Current
	26-Dec-2018	27-Dec-2018	Change	Change %	Previous Week
Open	0.7365	0.7383	0.0018	0.2%	0.7489
High	0.7385	0.7386	0.0000	0.0%	0.7494
Low	0.7357	0.7335	-0.0022	-0.3%	0.7365
Close	0.7378	0.7345	-0.0033	-0.4%	0.7374
Range	0.0028	0.0050	0.0022	80.4%	0.0129
ATR	0.0045	0.0045	0.0000	1.0%	0.0000
Volume	29,584	73,612	44,028	148.8%	425,932

Daily Pivots for day following 27-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7507	0.7476	0.7373
R3	0.7456	0.7426	0.7359
R2	0.7406	0.7406	0.7354
R1	0.7375	0.7375	0.7350	0.7365
PP	0.7355	0.7355	0.7355	0.7350
S1	0.7325	0.7325	0.7340	0.7315
S2	0.7305	0.7305	0.7336
S3	0.7254	0.7274	0.7331
S4	0.7204	0.7224	0.7317

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	0.7455	0.7335	0.0119	1.6%	0.0043	0.6%	8%	False	True	68,256
10	0.7513	0.7335	0.0178	2.4%	0.0041	0.6%	6%	False	True	72,123
20	0.7615	0.7335	0.0280	3.8%	0.0046	0.6%	4%	False	True	44,278
40	0.7682	0.7335	0.0346	4.7%	0.0043	0.6%	3%	False	True	22,456
60	0.7820	0.7335	0.0485	6.6%	0.0042	0.6%	2%	False	True	15,004
80	0.7846	0.7335	0.0511	7.0%	0.0039	0.5%	2%	False	True	11,268
100	0.7846	0.7335	0.0511	7.0%	0.0037	0.5%	2%	False	True	9,020
120	0.7846	0.7335	0.0511	7.0%	0.0034	0.5%	2%	False	True	7,518

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

Fibonacci Retracements and Extensions
4.250	0.7600
2.618	0.7518
1.618	0.7467
1.000	0.7436
0.618	0.7417
HIGH	0.7386
0.618	0.7366
0.500	0.7360
0.382	0.7354
LOW	0.7335
0.618	0.7304
1.000	0.7285
1.618	0.7253
2.618	0.7203
4.250	0.7120

Fisher Pivots for day following 27-Dec-2018
Pivot	1 day	3 day
R1	0.7360	0.7361
PP	0.7355	0.7355
S1	0.7350	0.7350

Download as Excel Spreadsheet

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

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