CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 03-Jan-2019

Day Change Summary
	Previous	Current
	02-Jan-2019	03-Jan-2019	Change	Change %	Previous Week
Open	0.7346	0.7348	0.0002	0.0%	0.7370
High	0.7382	0.7438	0.0055	0.8%	0.7386
Low	0.7332	0.7336	0.0003	0.0%	0.7333
Close	0.7373	0.7432	0.0060	0.8%	0.7344
Range	0.0050	0.0102	0.0052	104.0%	0.0053
ATR	0.0044	0.0048	0.0004	9.5%	0.0000
Volume	87,823	113,617	25,794	29.4%	215,369

Daily Pivots for day following 03-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7672	0.7488
R3	0.7606	0.7570	0.7460
R2	0.7504	0.7504	0.7451
R1	0.7468	0.7468	0.7441	0.7486
PP	0.7402	0.7402	0.7402	0.7411
S1	0.7366	0.7366	0.7423	0.7384
S2	0.7300	0.7300	0.7413
S3	0.7198	0.7264	0.7404
S4	0.7096	0.7162	0.7376

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	0.7438	0.7330	0.0108	1.4%	0.0054	0.7%	95%	True	False	76,401
10	0.7472	0.7330	0.0142	1.9%	0.0048	0.6%	72%	False	False	73,296
20	0.7562	0.7330	0.0232	3.1%	0.0048	0.6%	44%	False	False	59,200
40	0.7671	0.7330	0.0341	4.6%	0.0045	0.6%	30%	False	False	30,125
60	0.7761	0.7330	0.0431	5.8%	0.0043	0.6%	24%	False	False	20,142
80	0.7846	0.7330	0.0516	6.9%	0.0040	0.5%	20%	False	False	15,121
100	0.7846	0.7330	0.0516	6.9%	0.0038	0.5%	20%	False	False	12,103
120	0.7846	0.7330	0.0516	6.9%	0.0036	0.5%	20%	False	False	10,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 182 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7705
1.618	0.7603
1.000	0.7540
0.618	0.7501
HIGH	0.7438
0.618	0.7399
0.500	0.7387
0.382	0.7374
LOW	0.7336
0.618	0.7272
1.000	0.7234
1.618	0.7170
2.618	0.7068
4.250	0.6902

Fisher Pivots for day following 03-Jan-2019
Pivot	1 day	3 day
R1	0.7417	0.7416
PP	0.7402	0.7400
S1	0.7387	0.7384

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

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