CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 02-Jan-2019

Day Change Summary
	Previous	Current
	31-Dec-2018	02-Jan-2019	Change	Change %	Previous Week
Open	0.7346	0.7346	0.0001	0.0%	0.7370
High	0.7360	0.7382	0.0022	0.3%	0.7386
Low	0.7330	0.7332	0.0002	0.0%	0.7333
Close	0.7351	0.7373	0.0022	0.3%	0.7344
Range	0.0030	0.0050	0.0020	66.7%	0.0053
ATR	0.0043	0.0044	0.0000	1.1%	0.0000
Volume	38,357	87,823	49,466	129.0%	215,369

Daily Pivots for day following 02-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7492	0.7400
R3	0.7462	0.7442	0.7386
R2	0.7412	0.7412	0.7382
R1	0.7392	0.7392	0.7377	0.7402
PP	0.7362	0.7362	0.7362	0.7367
S1	0.7342	0.7342	0.7368	0.7352
S2	0.7312	0.7312	0.7363
S3	0.7262	0.7292	0.7359
S4	0.7212	0.7242	0.7345

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	0.7386	0.7330	0.0056	0.8%	0.0039	0.5%	77%	False	False	59,595
10	0.7484	0.7330	0.0154	2.1%	0.0044	0.6%	28%	False	False	70,587
20	0.7613	0.7330	0.0283	3.8%	0.0046	0.6%	15%	False	False	53,761
40	0.7671	0.7330	0.0341	4.6%	0.0043	0.6%	12%	False	False	27,287
60	0.7761	0.7330	0.0431	5.8%	0.0042	0.6%	10%	False	False	18,249
80	0.7846	0.7330	0.0516	7.0%	0.0039	0.5%	8%	False	False	13,701
100	0.7846	0.7330	0.0516	7.0%	0.0037	0.5%	8%	False	False	10,967
120	0.7846	0.7330	0.0516	7.0%	0.0035	0.5%	8%	False	False	9,141

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7595
2.618	0.7513
1.618	0.7463
1.000	0.7432
0.618	0.7413
HIGH	0.7382
0.618	0.7363
0.500	0.7357
0.382	0.7351
LOW	0.7332
0.618	0.7301
1.000	0.7282
1.618	0.7251
2.618	0.7201
4.250	0.7120

Fisher Pivots for day following 02-Jan-2019
Pivot	1 day	3 day
R1	0.7367	0.7367
PP	0.7362	0.7362
S1	0.7357	0.7356

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

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