CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 06-Feb-2019

Day Change Summary
	Previous	Current
	05-Feb-2019	06-Feb-2019	Change	Change %	Previous Week
Open	0.7631	0.7626	-0.0005	-0.1%	0.7575
High	0.7640	0.7626	-0.0014	-0.2%	0.7660
Low	0.7610	0.7574	-0.0037	-0.5%	0.7536
Close	0.7616	0.7581	-0.0035	-0.5%	0.7648
Range	0.0030	0.0053	0.0022	75.0%	0.0124
ATR	0.0045	0.0046	0.0001	1.1%	0.0000
Volume	48,633	65,752	17,119	35.2%	382,334

Daily Pivots for day following 06-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7719	0.7610
R3	0.7699	0.7666	0.7595
R2	0.7646	0.7646	0.7591
R1	0.7614	0.7614	0.7586	0.7604
PP	0.7594	0.7594	0.7594	0.7589
S1	0.7561	0.7561	0.7576	0.7551
S2	0.7541	0.7541	0.7571
S3	0.7489	0.7509	0.7567
S4	0.7436	0.7456	0.7552

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	0.7574	0.0086	1.1%	0.0039	0.5%	9%	False	True	73,003
10	0.7660	0.7486	0.0174	2.3%	0.0047	0.6%	55%	False	False	68,276
20	0.7660	0.7486	0.0174	2.3%	0.0044	0.6%	55%	False	False	67,131
40	0.7660	0.7330	0.0330	4.3%	0.0045	0.6%	76%	False	False	68,470
60	0.7660	0.7330	0.0330	4.3%	0.0045	0.6%	76%	False	False	46,398
80	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	58%	False	False	34,845
100	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	49%	False	False	27,887
120	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	49%	False	False	23,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7763
1.618	0.7711
1.000	0.7679
0.618	0.7658
HIGH	0.7626
0.618	0.7606
0.500	0.7600
0.382	0.7594
LOW	0.7574
0.618	0.7541
1.000	0.7521
1.618	0.7489
2.618	0.7436
4.250	0.7350

Fisher Pivots for day following 06-Feb-2019
Pivot	1 day	3 day
R1	0.7600	0.7612
PP	0.7594	0.7601
S1	0.7587	0.7591

Download as Excel Spreadsheet

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

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