CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 28-Jan-2019

Day Change Summary
	Previous	Current
	25-Jan-2019	28-Jan-2019	Change	Change %	Previous Week
Open	0.7496	0.7575	0.0079	1.0%	0.7551
High	0.7577	0.7583	0.0006	0.1%	0.7577
Low	0.7495	0.7536	0.0041	0.5%	0.7486
Close	0.7569	0.7553	-0.0016	-0.2%	0.7569
Range	0.0082	0.0047	-0.0035	-42.1%	0.0091
ATR	0.0046	0.0047	0.0000	0.2%	0.0000
Volume	71,059	53,681	-17,378	-24.5%	262,725

Daily Pivots for day following 28-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7673	0.7579
R3	0.7652	0.7626	0.7566
R2	0.7604	0.7604	0.7561
R1	0.7578	0.7578	0.7557	0.7568
PP	0.7557	0.7557	0.7557	0.7552
S1	0.7531	0.7531	0.7548	0.7520
S2	0.7510	0.7510	0.7544
S3	0.7462	0.7484	0.7539
S4	0.7415	0.7436	0.7526

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7784	0.7619
R3	0.7726	0.7693	0.7594
R2	0.7635	0.7635	0.7585
R1	0.7602	0.7602	0.7577	0.7618
PP	0.7544	0.7544	0.7544	0.7552
S1	0.7510	0.7510	0.7560	0.7527
S2	0.7452	0.7452	0.7552
S3	0.7361	0.7419	0.7543
S4	0.7270	0.7328	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7583	0.7486	0.0098	1.3%	0.0051	0.7%	69%	True	False	63,281
10	0.7583	0.7486	0.0098	1.3%	0.0043	0.6%	69%	True	False	60,677
20	0.7600	0.7330	0.0270	3.6%	0.0047	0.6%	83%	False	False	69,220
40	0.7615	0.7330	0.0285	3.8%	0.0047	0.6%	78%	False	False	56,749
60	0.7682	0.7330	0.0352	4.7%	0.0045	0.6%	63%	False	False	38,044
80	0.7820	0.7330	0.0490	6.5%	0.0043	0.6%	45%	False	False	28,558
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	43%	False	False	22,858
120	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	43%	False	False	19,053

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

Fibonacci Retracements and Extensions
4.250	0.7785
2.618	0.7707
1.618	0.7660
1.000	0.7630
0.618	0.7612
HIGH	0.7583
0.618	0.7565
0.500	0.7559
0.382	0.7554
LOW	0.7536
0.618	0.7506
1.000	0.7488
1.618	0.7459
2.618	0.7411
4.250	0.7334

Fisher Pivots for day following 28-Jan-2019
Pivot	1 day	3 day
R1	0.7559	0.7546
PP	0.7557	0.7540
S1	0.7555	0.7534

Download as Excel Spreadsheet

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

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