CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Feb-2019

Day Change Summary
	Previous	Current
	08-Feb-2019	11-Feb-2019	Change	Change %	Previous Week
Open	0.7519	0.7541	0.0022	0.3%	0.7650
High	0.7564	0.7547	-0.0017	-0.2%	0.7650
Low	0.7508	0.7514	0.0006	0.1%	0.7508
Close	0.7543	0.7526	-0.0017	-0.2%	0.7543
Range	0.0056	0.0033	-0.0023	-41.4%	0.0142
ATR	0.0048	0.0047	-0.0001	-2.3%	0.0000
Volume	82,059	48,988	-33,071	-40.3%	331,144

Daily Pivots for day following 11-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7609	0.7544
R3	0.7594	0.7576	0.7535
R2	0.7561	0.7561	0.7532
R1	0.7544	0.7544	0.7529	0.7536
PP	0.7529	0.7529	0.7529	0.7525
S1	0.7511	0.7511	0.7523	0.7504
S2	0.7496	0.7496	0.7520
S3	0.7464	0.7479	0.7517
S4	0.7431	0.7446	0.7508

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	0.7640	0.7508	0.0132	1.8%	0.0046	0.6%	14%	False	False	63,989
10	0.7660	0.7508	0.0152	2.0%	0.0046	0.6%	12%	False	False	70,878
20	0.7660	0.7486	0.0174	2.3%	0.0044	0.6%	23%	False	False	65,778
40	0.7660	0.7330	0.0330	4.4%	0.0045	0.6%	59%	False	False	70,360
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	59%	False	False	49,811
80	0.7754	0.7330	0.0424	5.6%	0.0044	0.6%	46%	False	False	37,409
100	0.7846	0.7330	0.0516	6.9%	0.0042	0.6%	38%	False	False	29,941
120	0.7846	0.7330	0.0516	6.9%	0.0040	0.5%	38%	False	False	24,958

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7632
1.618	0.7599
1.000	0.7579
0.618	0.7567
HIGH	0.7547
0.618	0.7534
0.500	0.7530
0.382	0.7526
LOW	0.7514
0.618	0.7494
1.000	0.7482
1.618	0.7461
2.618	0.7429
4.250	0.7376

Fisher Pivots for day following 11-Feb-2019
Pivot	1 day	3 day
R1	0.7530	0.7543
PP	0.7529	0.7537
S1	0.7527	0.7532

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

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