CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 22-Jan-2019

Day Change Summary
	Previous	Current
	18-Jan-2019	22-Jan-2019	Change	Change %	Previous Week
Open	0.7542	0.7551	0.0009	0.1%	0.7551
High	0.7570	0.7556	-0.0014	-0.2%	0.7572
Low	0.7531	0.7496	-0.0036	-0.5%	0.7519
Close	0.7546	0.7501	-0.0045	-0.6%	0.7546
Range	0.0039	0.0061	0.0022	55.1%	0.0054
ATR	0.0044	0.0046	0.0001	2.6%	0.0000
Volume	60,381	78,422	18,041	29.9%	290,369

Daily Pivots for day following 22-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7660	0.7534
R3	0.7638	0.7600	0.7517
R2	0.7578	0.7578	0.7512
R1	0.7539	0.7539	0.7506	0.7528
PP	0.7517	0.7517	0.7517	0.7512
S1	0.7479	0.7479	0.7495	0.7468
S2	0.7457	0.7457	0.7489
S3	0.7396	0.7418	0.7484
S4	0.7336	0.7358	0.7467

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	0.7496	0.0077	1.0%	0.0041	0.6%	7%	False	True	63,772
10	0.7600	0.7496	0.0104	1.4%	0.0040	0.5%	5%	False	True	67,163
20	0.7600	0.7330	0.0270	3.6%	0.0046	0.6%	63%	False	False	69,590
40	0.7615	0.7330	0.0285	3.8%	0.0047	0.6%	60%	False	False	50,849
60	0.7699	0.7330	0.0369	4.9%	0.0044	0.6%	46%	False	False	34,088
80	0.7846	0.7330	0.0516	6.9%	0.0043	0.6%	33%	False	False	25,586
100	0.7846	0.7330	0.0516	6.9%	0.0040	0.5%	33%	False	False	20,480
120	0.7846	0.7330	0.0516	6.9%	0.0038	0.5%	33%	False	False	17,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7714
1.618	0.7654
1.000	0.7617
0.618	0.7593
HIGH	0.7556
0.618	0.7533
0.500	0.7526
0.382	0.7519
LOW	0.7496
0.618	0.7458
1.000	0.7435
1.618	0.7398
2.618	0.7337
4.250	0.7238

Fisher Pivots for day following 22-Jan-2019
Pivot	1 day	3 day
R1	0.7526	0.7533
PP	0.7517	0.7522
S1	0.7509	0.7511

Download as Excel Spreadsheet

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

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