CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 01-Feb-2019

Day Change Summary
	Previous	Current
	31-Jan-2019	01-Feb-2019	Change	Change %	Previous Week
Open	0.7613	0.7626	0.0013	0.2%	0.7575
High	0.7630	0.7660	0.0030	0.4%	0.7660
Low	0.7604	0.7609	0.0004	0.1%	0.7536
Close	0.7625	0.7648	0.0024	0.3%	0.7648
Range	0.0026	0.0051	0.0025	96.2%	0.0124
ATR	0.0047	0.0047	0.0000	0.6%	0.0000
Volume	98,642	91,801	-6,841	-6.9%	382,334

Daily Pivots for day following 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7792	0.7771	0.7676
R3	0.7741	0.7720	0.7662
R2	0.7690	0.7690	0.7657
R1	0.7669	0.7669	0.7653	0.7679
PP	0.7639	0.7639	0.7639	0.7644
S1	0.7618	0.7618	0.7643	0.7628
S2	0.7588	0.7588	0.7639
S3	0.7537	0.7567	0.7634
S4	0.7486	0.7516	0.7620

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7941	0.7716
R3	0.7862	0.7817	0.7682
R2	0.7738	0.7738	0.7671
R1	0.7693	0.7693	0.7659	0.7716
PP	0.7614	0.7614	0.7614	0.7626
S1	0.7569	0.7569	0.7637	0.7592
S2	0.7490	0.7490	0.7625
S3	0.7366	0.7445	0.7614
S4	0.7242	0.7321	0.7580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7660	0.7536	0.0124	1.6%	0.0049	0.6%	91%	True	False	76,466
10	0.7660	0.7486	0.0174	2.3%	0.0049	0.6%	93%	True	False	70,544
20	0.7660	0.7425	0.0235	3.1%	0.0046	0.6%	95%	True	False	70,233
40	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	97%	True	False	64,716
60	0.7671	0.7330	0.0341	4.5%	0.0046	0.6%	93%	False	False	43,494
80	0.7761	0.7330	0.0431	5.6%	0.0044	0.6%	74%	False	False	32,665
100	0.7846	0.7330	0.0516	6.7%	0.0042	0.5%	62%	False	False	26,143
120	0.7846	0.7330	0.0516	6.7%	0.0039	0.5%	62%	False	False	21,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7793
1.618	0.7742
1.000	0.7711
0.618	0.7691
HIGH	0.7660
0.618	0.7640
0.500	0.7634
0.382	0.7628
LOW	0.7609
0.618	0.7577
1.000	0.7558
1.618	0.7526
2.618	0.7475
4.250	0.7392

Fisher Pivots for day following 01-Feb-2019
Pivot	1 day	3 day
R1	0.7643	0.7632
PP	0.7639	0.7615
S1	0.7634	0.7599

Download as Excel Spreadsheet

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

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