CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 31-Jan-2019

Day Change Summary
	Previous	Current
	30-Jan-2019	31-Jan-2019	Change	Change %	Previous Week
Open	0.7544	0.7613	0.0069	0.9%	0.7551
High	0.7632	0.7630	-0.0002	0.0%	0.7577
Low	0.7538	0.7604	0.0066	0.9%	0.7486
Close	0.7626	0.7625	-0.0001	0.0%	0.7569
Range	0.0094	0.0026	-0.0068	-72.3%	0.0091
ATR	0.0049	0.0047	-0.0002	-3.3%	0.0000
Volume	89,074	98,642	9,568	10.7%	262,725

Daily Pivots for day following 31-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7687	0.7639
R3	0.7671	0.7661	0.7632
R2	0.7645	0.7645	0.7629
R1	0.7635	0.7635	0.7627	0.7640
PP	0.7620	0.7620	0.7620	0.7622
S1	0.7609	0.7609	0.7622	0.7614
S2	0.7594	0.7594	0.7620
S3	0.7568	0.7583	0.7617
S4	0.7542	0.7557	0.7610

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	0.7632	0.7495	0.0138	1.8%	0.0055	0.7%	95%	False	False	72,318
10	0.7632	0.7486	0.0147	1.9%	0.0048	0.6%	95%	False	False	68,771
20	0.7632	0.7336	0.0297	3.9%	0.0049	0.6%	97%	False	False	71,323
40	0.7632	0.7330	0.0302	4.0%	0.0047	0.6%	98%	False	False	62,542
60	0.7671	0.7330	0.0341	4.5%	0.0045	0.6%	86%	False	False	41,966
80	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	68%	False	False	31,518
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	57%	False	False	25,225
120	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	57%	False	False	21,026

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	False
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	0.7740
2.618	0.7698
1.618	0.7672
1.000	0.7656
0.618	0.7646
HIGH	0.7630
0.618	0.7620
0.500	0.7617
0.382	0.7614
LOW	0.7604
0.618	0.7588
1.000	0.7578
1.618	0.7562
2.618	0.7536
4.250	0.7494

Fisher Pivots for day following 31-Jan-2019
Pivot	1 day	3 day
R1	0.7622	0.7611
PP	0.7620	0.7598
S1	0.7617	0.7584

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

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