CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 28-Dec-2018

Day Change Summary
	Previous	Current
	27-Dec-2018	28-Dec-2018	Change	Change %	Previous Week
Open	0.7383	0.7355	-0.0029	-0.4%	0.7370
High	0.7386	0.7369	-0.0017	-0.2%	0.7386
Low	0.7335	0.7333	-0.0002	0.0%	0.7333
Close	0.7345	0.7344	-0.0001	0.0%	0.7344
Range	0.0050	0.0036	-0.0014	-28.7%	0.0053
ATR	0.0045	0.0044	-0.0001	-1.4%	0.0000
Volume	73,612	68,600	-5,012	-6.8%	215,369

Daily Pivots for day following 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7457	0.7436	0.7364
R3	0.7421	0.7400	0.7354
R2	0.7385	0.7385	0.7351
R1	0.7364	0.7364	0.7347	0.7357
PP	0.7349	0.7349	0.7349	0.7345
S1	0.7328	0.7328	0.7341	0.7321
S2	0.7313	0.7313	0.7337
S3	0.7277	0.7292	0.7334
S4	0.7241	0.7256	0.7324

Weekly Pivots for week ending 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7482	0.7373
R3	0.7460	0.7429	0.7359
R2	0.7407	0.7407	0.7354
R1	0.7376	0.7376	0.7349	0.7365
PP	0.7354	0.7354	0.7354	0.7349
S1	0.7323	0.7323	0.7339	0.7312
S2	0.7301	0.7301	0.7334
S3	0.7248	0.7270	0.7329
S4	0.7195	0.7217	0.7315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7427	0.7333	0.0094	1.3%	0.0040	0.6%	12%	False	True	62,797
10	0.7508	0.7333	0.0175	2.4%	0.0042	0.6%	6%	False	True	71,612
20	0.7615	0.7333	0.0282	3.8%	0.0046	0.6%	4%	False	True	47,690
40	0.7682	0.7333	0.0349	4.7%	0.0044	0.6%	3%	False	True	24,170
60	0.7797	0.7333	0.0464	6.3%	0.0042	0.6%	2%	False	True	16,147
80	0.7846	0.7333	0.0513	7.0%	0.0040	0.5%	2%	False	True	12,125
100	0.7846	0.7333	0.0513	7.0%	0.0037	0.5%	2%	False	True	9,706
120	0.7846	0.7333	0.0513	7.0%	0.0034	0.5%	2%	False	True	8,090

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7463
1.618	0.7427
1.000	0.7405
0.618	0.7391
HIGH	0.7369
0.618	0.7355
0.500	0.7351
0.382	0.7347
LOW	0.7333
0.618	0.7311
1.000	0.7297
1.618	0.7275
2.618	0.7239
4.250	0.7180

Fisher Pivots for day following 28-Dec-2018
Pivot	1 day	3 day
R1	0.7351	0.7359
PP	0.7349	0.7354
S1	0.7346	0.7349

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

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