CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 04-Feb-2019

Day Change Summary
	Previous	Current
	01-Feb-2019	04-Feb-2019	Change	Change %	Previous Week
Open	0.7626	0.7650	0.0024	0.3%	0.7575
High	0.7660	0.7650	-0.0010	-0.1%	0.7660
Low	0.7609	0.7614	0.0006	0.1%	0.7536
Close	0.7648	0.7628	-0.0020	-0.3%	0.7648
Range	0.0051	0.0036	-0.0016	-30.4%	0.0124
ATR	0.0047	0.0046	-0.0001	-1.8%	0.0000
Volume	91,801	60,187	-31,614	-34.4%	382,334

Daily Pivots for day following 04-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7718	0.7648
R3	0.7702	0.7683	0.7638
R2	0.7666	0.7666	0.7635
R1	0.7647	0.7647	0.7631	0.7639
PP	0.7631	0.7631	0.7631	0.7626
S1	0.7612	0.7612	0.7625	0.7603
S2	0.7595	0.7595	0.7621
S3	0.7560	0.7576	0.7618
S4	0.7524	0.7541	0.7608

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%	0.0046	0.6%	74%	False	False	77,768
10	0.7660	0.7486	0.0174	2.3%	0.0049	0.6%	82%	False	False	70,524
20	0.7660	0.7484	0.0176	2.3%	0.0044	0.6%	82%	False	False	68,495
40	0.7660	0.7330	0.0330	4.3%	0.0046	0.6%	90%	False	False	65,881
60	0.7671	0.7330	0.0341	4.5%	0.0046	0.6%	88%	False	False	44,496
80	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	69%	False	False	33,417
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	58%	False	False	26,744
120	0.7846	0.7330	0.0516	6.8%	0.0039	0.5%	58%	False	False	22,292

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	0.7800
2.618	0.7742
1.618	0.7707
1.000	0.7685
0.618	0.7671
HIGH	0.7650
0.618	0.7636
0.500	0.7632
0.382	0.7628
LOW	0.7614
0.618	0.7592
1.000	0.7579
1.618	0.7557
2.618	0.7521
4.250	0.7463

Fisher Pivots for day following 04-Feb-2019
Pivot	1 day	3 day
R1	0.7632	0.7632
PP	0.7631	0.7631
S1	0.7629	0.7629

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

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