CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 04-Jan-2019

Day Change Summary
	Previous	Current
	03-Jan-2019	04-Jan-2019	Change	Change %	Previous Week
Open	0.7348	0.7432	0.0084	1.1%	0.7346
High	0.7438	0.7490	0.0053	0.7%	0.7490
Low	0.7336	0.7425	0.0089	1.2%	0.7330
Close	0.7432	0.7479	0.0046	0.6%	0.7479
Range	0.0102	0.0065	-0.0037	-35.8%	0.0160
ATR	0.0048	0.0049	0.0001	2.6%	0.0000
Volume	113,617	94,945	-18,672	-16.4%	334,742

Daily Pivots for day following 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7635	0.7515
R3	0.7595	0.7570	0.7497
R2	0.7530	0.7530	0.7491
R1	0.7504	0.7504	0.7485	0.7517
PP	0.7464	0.7464	0.7464	0.7471
S1	0.7439	0.7439	0.7472	0.7452
S2	0.7399	0.7399	0.7466
S3	0.7333	0.7373	0.7460
S4	0.7268	0.7308	0.7442

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7856	0.7567
R3	0.7753	0.7696	0.7523
R2	0.7593	0.7593	0.7508
R1	0.7536	0.7536	0.7493	0.7564
PP	0.7433	0.7433	0.7433	0.7447
S1	0.7376	0.7376	0.7464	0.7404
S2	0.7273	0.7273	0.7449
S3	0.7113	0.7216	0.7435
S4	0.6953	0.7056	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7490	0.7330	0.0160	2.1%	0.0057	0.8%	93%	True	False	80,668
10	0.7490	0.7330	0.0160	2.1%	0.0050	0.7%	93%	True	False	74,462
20	0.7562	0.7330	0.0232	3.1%	0.0048	0.6%	64%	False	False	63,267
40	0.7671	0.7330	0.0341	4.6%	0.0047	0.6%	44%	False	False	32,497
60	0.7761	0.7330	0.0431	5.8%	0.0044	0.6%	34%	False	False	21,724
80	0.7846	0.7330	0.0516	6.9%	0.0040	0.5%	29%	False	False	16,307
100	0.7846	0.7330	0.0516	6.9%	0.0038	0.5%	29%	False	False	13,052
120	0.7846	0.7330	0.0516	6.9%	0.0036	0.5%	29%	False	False	10,879

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7661
1.618	0.7596
1.000	0.7555
0.618	0.7530
HIGH	0.7490
0.618	0.7465
0.500	0.7457
0.382	0.7450
LOW	0.7425
0.618	0.7384
1.000	0.7359
1.618	0.7319
2.618	0.7253
4.250	0.7146

Fisher Pivots for day following 04-Jan-2019
Pivot	1 day	3 day
R1	0.7471	0.7456
PP	0.7464	0.7434
S1	0.7457	0.7411

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

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