CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 08-Jan-2019

Day Change Summary
	Previous	Current
	07-Jan-2019	08-Jan-2019	Change	Change %	Previous Week
Open	0.7484	0.7535	0.0051	0.7%	0.7346
High	0.7544	0.7550	0.0006	0.1%	0.7490
Low	0.7484	0.7518	0.0034	0.5%	0.7330
Close	0.7533	0.7541	0.0008	0.1%	0.7479
Range	0.0060	0.0032	-0.0028	-46.7%	0.0160
ATR	0.0050	0.0049	-0.0001	-2.6%	0.0000
Volume	71,448	70,218	-1,230	-1.7%	334,742

Daily Pivots for day following 08-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7632	0.7618	0.7558
R3	0.7600	0.7586	0.7549
R2	0.7568	0.7568	0.7546
R1	0.7554	0.7554	0.7543	0.7561
PP	0.7536	0.7536	0.7536	0.7539
S1	0.7522	0.7522	0.7538	0.7529
S2	0.7504	0.7504	0.7535
S3	0.7472	0.7490	0.7532
S4	0.7440	0.7458	0.7523

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	0.7550	0.7332	0.0217	2.9%	0.0062	0.8%	96%	True	False	87,610
10	0.7550	0.7330	0.0220	2.9%	0.0048	0.6%	96%	True	False	69,177
20	0.7550	0.7330	0.0220	2.9%	0.0046	0.6%	96%	True	False	69,810
40	0.7633	0.7330	0.0303	4.0%	0.0046	0.6%	69%	False	False	36,032
60	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	49%	False	False	24,083
80	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	41%	False	False	18,076
100	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	41%	False	False	14,468
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	41%	False	False	12,060

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7633
1.618	0.7601
1.000	0.7581
0.618	0.7569
HIGH	0.7550
0.618	0.7537
0.500	0.7534
0.382	0.7530
LOW	0.7518
0.618	0.7498
1.000	0.7486
1.618	0.7466
2.618	0.7434
4.250	0.7382

Fisher Pivots for day following 08-Jan-2019
Pivot	1 day	3 day
R1	0.7538	0.7523
PP	0.7536	0.7505
S1	0.7534	0.7487

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

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