CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 10-Jan-2019

Day Change Summary
	Previous	Current
	09-Jan-2019	10-Jan-2019	Change	Change %	Previous Week
Open	0.7546	0.7585	0.0039	0.5%	0.7346
High	0.7600	0.7585	-0.0015	-0.2%	0.7490
Low	0.7546	0.7554	0.0008	0.1%	0.7330
Close	0.7576	0.7572	-0.0004	-0.1%	0.7479
Range	0.0054	0.0032	-0.0023	-41.7%	0.0160
ATR	0.0050	0.0048	-0.0001	-2.6%	0.0000
Volume	100,756	67,657	-33,099	-32.9%	334,742

Daily Pivots for day following 10-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7650	0.7589
R3	0.7633	0.7618	0.7580
R2	0.7602	0.7602	0.7577
R1	0.7587	0.7587	0.7574	0.7578
PP	0.7570	0.7570	0.7570	0.7566
S1	0.7555	0.7555	0.7569	0.7547
S2	0.7539	0.7539	0.7566
S3	0.7507	0.7524	0.7563
S4	0.7476	0.7492	0.7554

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	0.7600	0.7425	0.0175	2.3%	0.0049	0.6%	84%	False	False	81,004
10	0.7600	0.7330	0.0270	3.6%	0.0051	0.7%	90%	False	False	78,703
20	0.7600	0.7330	0.0270	3.6%	0.0045	0.6%	90%	False	False	74,832
40	0.7633	0.7330	0.0303	4.0%	0.0047	0.6%	80%	False	False	40,231
60	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	56%	False	False	26,887
80	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	47%	False	False	20,180
100	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	47%	False	False	16,152
120	0.7846	0.7330	0.0516	6.8%	0.0036	0.5%	47%	False	False	13,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7719
2.618	0.7667
1.618	0.7636
1.000	0.7617
0.618	0.7604
HIGH	0.7585
0.618	0.7573
0.500	0.7569
0.382	0.7566
LOW	0.7554
0.618	0.7534
1.000	0.7522
1.618	0.7503
2.618	0.7471
4.250	0.7420

Fisher Pivots for day following 10-Jan-2019
Pivot	1 day	3 day
R1	0.7571	0.7567
PP	0.7570	0.7563
S1	0.7569	0.7559

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

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