CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 07-Feb-2019

Day Change Summary
	Previous	Current
	06-Feb-2019	07-Feb-2019	Change	Change %	Previous Week
Open	0.7626	0.7577	-0.0049	-0.6%	0.7575
High	0.7626	0.7577	-0.0049	-0.6%	0.7660
Low	0.7574	0.7516	-0.0058	-0.8%	0.7536
Close	0.7581	0.7525	-0.0057	-0.7%	0.7648
Range	0.0053	0.0062	0.0009	17.1%	0.0124
ATR	0.0046	0.0047	0.0001	3.1%	0.0000
Volume	65,752	74,513	8,761	13.3%	382,334

Daily Pivots for day following 07-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7724	0.7686	0.7558
R3	0.7662	0.7624	0.7541
R2	0.7601	0.7601	0.7536
R1	0.7563	0.7563	0.7530	0.7551
PP	0.7539	0.7539	0.7539	0.7533
S1	0.7501	0.7501	0.7519	0.7489
S2	0.7478	0.7478	0.7513
S3	0.7416	0.7440	0.7508
S4	0.7355	0.7378	0.7491

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	0.7516	0.0144	1.9%	0.0046	0.6%	6%	False	True	68,177
10	0.7660	0.7495	0.0165	2.2%	0.0051	0.7%	18%	False	False	70,247
20	0.7660	0.7486	0.0174	2.3%	0.0044	0.6%	22%	False	False	65,819
40	0.7660	0.7330	0.0330	4.4%	0.0045	0.6%	59%	False	False	69,222
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	59%	False	False	47,633
80	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	45%	False	False	35,775
100	0.7846	0.7330	0.0516	6.9%	0.0042	0.6%	38%	False	False	28,631
120	0.7846	0.7330	0.0516	6.9%	0.0040	0.5%	38%	False	False	23,866

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	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7738
1.618	0.7677
1.000	0.7639
0.618	0.7615
HIGH	0.7577
0.618	0.7554
0.500	0.7546
0.382	0.7539
LOW	0.7516
0.618	0.7477
1.000	0.7454
1.618	0.7416
2.618	0.7354
4.250	0.7254

Fisher Pivots for day following 07-Feb-2019
Pivot	1 day	3 day
R1	0.7546	0.7578
PP	0.7539	0.7560
S1	0.7532	0.7542

Download as Excel Spreadsheet

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

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