CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 16-Jan-2019

Day Change Summary
	Previous	Current
	15-Jan-2019	16-Jan-2019	Change	Change %	Previous Week
Open	0.7541	0.7547	0.0007	0.1%	0.7484
High	0.7572	0.7567	-0.0006	-0.1%	0.7600
Low	0.7534	0.7539	0.0005	0.1%	0.7484
Close	0.7541	0.7559	0.0018	0.2%	0.7547
Range	0.0039	0.0028	-0.0011	-27.3%	0.0116
ATR	0.0047	0.0045	-0.0001	-2.8%	0.0000
Volume	57,152	48,829	-8,323	-14.6%	374,289

Daily Pivots for day following 16-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7627	0.7574
R3	0.7611	0.7599	0.7566
R2	0.7583	0.7583	0.7564
R1	0.7571	0.7571	0.7561	0.7577
PP	0.7555	0.7555	0.7555	0.7558
S1	0.7543	0.7543	0.7556	0.7549
S2	0.7527	0.7527	0.7553
S3	0.7499	0.7515	0.7551
S4	0.7471	0.7487	0.7543

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	0.7597	0.7532	0.0065	0.9%	0.0036	0.5%	42%	False	False	57,555
10	0.7600	0.7336	0.0264	3.5%	0.0049	0.6%	84%	False	False	73,875
20	0.7600	0.7330	0.0270	3.6%	0.0046	0.6%	85%	False	False	72,231
40	0.7627	0.7330	0.0297	3.9%	0.0047	0.6%	77%	False	False	45,556
60	0.7725	0.7330	0.0395	5.2%	0.0043	0.6%	58%	False	False	30,545
80	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	44%	False	False	22,928
100	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	44%	False	False	18,353
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	44%	False	False	15,297

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

Fibonacci Retracements and Extensions
4.250	0.7686
2.618	0.7640
1.618	0.7612
1.000	0.7595
0.618	0.7584
HIGH	0.7567
0.618	0.7556
0.500	0.7553
0.382	0.7549
LOW	0.7539
0.618	0.7521
1.000	0.7511
1.618	0.7493
2.618	0.7465
4.250	0.7420

Fisher Pivots for day following 16-Jan-2019
Pivot	1 day	3 day
R1	0.7557	0.7556
PP	0.7555	0.7554
S1	0.7553	0.7552

Download as Excel Spreadsheet

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

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