CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 08-Feb-2019

Day Change Summary
	Previous	Current
	07-Feb-2019	08-Feb-2019	Change	Change %	Previous Week
Open	0.7577	0.7519	-0.0058	-0.8%	0.7650
High	0.7577	0.7564	-0.0014	-0.2%	0.7650
Low	0.7516	0.7508	-0.0008	-0.1%	0.7508
Close	0.7525	0.7543	0.0018	0.2%	0.7543
Range	0.0062	0.0056	-0.0006	-9.8%	0.0142
ATR	0.0047	0.0048	0.0001	1.3%	0.0000
Volume	74,513	82,059	7,546	10.1%	331,144

Daily Pivots for day following 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7679	0.7573
R3	0.7649	0.7624	0.7558
R2	0.7594	0.7594	0.7553
R1	0.7568	0.7568	0.7548	0.7581
PP	0.7538	0.7538	0.7538	0.7544
S1	0.7513	0.7513	0.7537	0.7525
S2	0.7483	0.7483	0.7532
S3	0.7427	0.7457	0.7527
S4	0.7372	0.7402	0.7512

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7991	0.7908	0.7620
R3	0.7850	0.7767	0.7581
R2	0.7708	0.7708	0.7568
R1	0.7625	0.7625	0.7555	0.7596
PP	0.7567	0.7567	0.7567	0.7552
S1	0.7484	0.7484	0.7530	0.7455
S2	0.7425	0.7425	0.7517
S3	0.7284	0.7342	0.7504
S4	0.7142	0.7201	0.7465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7650	0.7508	0.0142	1.9%	0.0047	0.6%	24%	False	True	66,228
10	0.7660	0.7508	0.0152	2.0%	0.0048	0.6%	23%	False	True	71,347
20	0.7660	0.7486	0.0174	2.3%	0.0046	0.6%	33%	False	False	66,539
40	0.7660	0.7330	0.0330	4.4%	0.0045	0.6%	64%	False	False	70,685
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	64%	False	False	49,000
80	0.7761	0.7330	0.0431	5.7%	0.0044	0.6%	49%	False	False	36,800
100	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	41%	False	False	29,451
120	0.7846	0.7330	0.0516	6.8%	0.0040	0.5%	41%	False	False	24,550

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7709
1.618	0.7653
1.000	0.7619
0.618	0.7598
HIGH	0.7564
0.618	0.7542
0.500	0.7536
0.382	0.7529
LOW	0.7508
0.618	0.7474
1.000	0.7453
1.618	0.7418
2.618	0.7363
4.250	0.7272

Fisher Pivots for day following 08-Feb-2019
Pivot	1 day	3 day
R1	0.7540	0.7567
PP	0.7538	0.7559
S1	0.7536	0.7551

Download as Excel Spreadsheet

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

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