CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 29-Jan-2019

Day Change Summary
	Previous	Current
	28-Jan-2019	29-Jan-2019	Change	Change %	Previous Week
Open	0.7575	0.7550	-0.0025	-0.3%	0.7551
High	0.7583	0.7561	-0.0022	-0.3%	0.7577
Low	0.7536	0.7536	0.0000	0.0%	0.7486
Close	0.7553	0.7537	-0.0016	-0.2%	0.7569
Range	0.0047	0.0025	-0.0022	-47.4%	0.0091
ATR	0.0047	0.0045	-0.0002	-3.3%	0.0000
Volume	53,681	49,136	-4,545	-8.5%	262,725

Daily Pivots for day following 29-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7603	0.7550
R3	0.7595	0.7578	0.7543
R2	0.7570	0.7570	0.7541
R1	0.7553	0.7553	0.7539	0.7549
PP	0.7545	0.7545	0.7545	0.7542
S1	0.7528	0.7528	0.7534	0.7524
S2	0.7520	0.7520	0.7532
S3	0.7495	0.7503	0.7530
S4	0.7470	0.7478	0.7523

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%	0.0044	0.6%	52%	False	False	57,424
10	0.7583	0.7486	0.0098	1.3%	0.0043	0.6%	52%	False	False	60,598
20	0.7600	0.7330	0.0270	3.6%	0.0047	0.6%	77%	False	False	68,247
40	0.7615	0.7330	0.0285	3.8%	0.0046	0.6%	72%	False	False	57,968
60	0.7682	0.7330	0.0352	4.7%	0.0045	0.6%	59%	False	False	38,862
80	0.7797	0.7330	0.0467	6.2%	0.0043	0.6%	44%	False	False	29,172
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	40%	False	False	23,350
120	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	40%	False	False	19,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7667
2.618	0.7626
1.618	0.7601
1.000	0.7586
0.618	0.7576
HIGH	0.7561
0.618	0.7551
0.500	0.7549
0.382	0.7546
LOW	0.7536
0.618	0.7521
1.000	0.7511
1.618	0.7496
2.618	0.7471
4.250	0.7430

Fisher Pivots for day following 29-Jan-2019
Pivot	1 day	3 day
R1	0.7549	0.7539
PP	0.7545	0.7538
S1	0.7541	0.7537

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

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