CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Jan-2019

Day Change Summary
	Previous	Current
	14-Jan-2019	15-Jan-2019	Change	Change %	Previous Week
Open	0.7551	0.7541	-0.0011	-0.1%	0.7484
High	0.7557	0.7572	0.0016	0.2%	0.7600
Low	0.7532	0.7534	0.0002	0.0%	0.7484
Close	0.7549	0.7541	-0.0008	-0.1%	0.7547
Range	0.0025	0.0039	0.0014	54.0%	0.0116
ATR	0.0047	0.0047	-0.0001	-1.3%	0.0000
Volume	49,927	57,152	7,225	14.5%	374,289

Daily Pivots for day following 15-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7641	0.7562
R3	0.7626	0.7602	0.7551
R2	0.7587	0.7587	0.7548
R1	0.7564	0.7564	0.7544	0.7560
PP	0.7549	0.7549	0.7549	0.7547
S1	0.7525	0.7525	0.7537	0.7521
S2	0.7510	0.7510	0.7533
S3	0.7472	0.7487	0.7530
S4	0.7433	0.7448	0.7519

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7891	0.7835	0.7611
R3	0.7775	0.7719	0.7579
R2	0.7659	0.7659	0.7568
R1	0.7603	0.7603	0.7558	0.7631
PP	0.7543	0.7543	0.7543	0.7557
S1	0.7487	0.7487	0.7536	0.7515
S2	0.7427	0.7427	0.7526
S3	0.7311	0.7371	0.7515
S4	0.7195	0.7255	0.7483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7600	0.7532	0.0068	0.9%	0.0041	0.5%	13%	False	False	67,940
10	0.7600	0.7332	0.0267	3.5%	0.0051	0.7%	78%	False	False	77,775
20	0.7600	0.7330	0.0270	3.6%	0.0046	0.6%	78%	False	False	72,870
40	0.7633	0.7330	0.0303	4.0%	0.0047	0.6%	69%	False	False	44,489
60	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	53%	False	False	29,734
80	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	41%	False	False	22,319
100	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	41%	False	False	17,864
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	41%	False	False	14,890

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7736
2.618	0.7673
1.618	0.7634
1.000	0.7611
0.618	0.7596
HIGH	0.7572
0.618	0.7557
0.500	0.7553
0.382	0.7548
LOW	0.7534
0.618	0.7510
1.000	0.7495
1.618	0.7471
2.618	0.7433
4.250	0.7370

Fisher Pivots for day following 15-Jan-2019
Pivot	1 day	3 day
R1	0.7553	0.7564
PP	0.7549	0.7556
S1	0.7545	0.7548

Download as Excel Spreadsheet

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

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