CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	0.7556	0.7542	-0.0014	-0.2%	0.7551
High	0.7559	0.7570	0.0011	0.1%	0.7572
Low	0.7519	0.7531	0.0013	0.2%	0.7519
Close	0.7547	0.7546	-0.0002	0.0%	0.7546
Range	0.0041	0.0039	-0.0002	-3.7%	0.0054
ATR	0.0045	0.0044	0.0000	-0.9%	0.0000
Volume	74,080	60,381	-13,699	-18.5%	290,369

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7645	0.7567
R3	0.7627	0.7606	0.7556
R2	0.7588	0.7588	0.7553
R1	0.7567	0.7567	0.7549	0.7577
PP	0.7549	0.7549	0.7549	0.7554
S1	0.7528	0.7528	0.7542	0.7538
S2	0.7510	0.7510	0.7538
S3	0.7471	0.7489	0.7535
S4	0.7432	0.7450	0.7524

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7679	0.7575
R3	0.7652	0.7626	0.7560
R2	0.7599	0.7599	0.7555
R1	0.7572	0.7572	0.7550	0.7559
PP	0.7545	0.7545	0.7545	0.7539
S1	0.7519	0.7519	0.7541	0.7505
S2	0.7492	0.7492	0.7536
S3	0.7438	0.7465	0.7531
S4	0.7385	0.7412	0.7516

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7572	0.7519	0.0054	0.7%	0.0034	0.5%	50%	False	False	58,073
10	0.7600	0.7484	0.0116	1.5%	0.0040	0.5%	53%	False	False	66,465
20	0.7600	0.7330	0.0270	3.6%	0.0045	0.6%	80%	False	False	70,464
40	0.7615	0.7330	0.0285	3.8%	0.0046	0.6%	76%	False	False	48,895
60	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	55%	False	False	32,784
80	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	42%	False	False	24,607
100	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	42%	False	False	19,697
120	0.7846	0.7330	0.0516	6.8%	0.0037	0.5%	42%	False	False	16,417

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7736
2.618	0.7672
1.618	0.7633
1.000	0.7609
0.618	0.7594
HIGH	0.7570
0.618	0.7555
0.500	0.7551
0.382	0.7546
LOW	0.7531
0.618	0.7507
1.000	0.7492
1.618	0.7468
2.618	0.7429
4.250	0.7365

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	0.7551	0.7545
PP	0.7549	0.7545
S1	0.7547	0.7544

Download as Excel Spreadsheet

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

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