CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 12-Feb-2019

Day Change Summary
	Previous	Current
	11-Feb-2019	12-Feb-2019	Change	Change %	Previous Week
Open	0.7541	0.7522	-0.0019	-0.3%	0.7650
High	0.7547	0.7563	0.0016	0.2%	0.7650
Low	0.7514	0.7517	0.0003	0.0%	0.7508
Close	0.7526	0.7558	0.0032	0.4%	0.7543
Range	0.0033	0.0046	0.0014	41.5%	0.0142
ATR	0.0047	0.0047	0.0000	-0.1%	0.0000
Volume	48,988	49,316	328	0.7%	331,144

Daily Pivots for day following 12-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7684	0.7667	0.7583
R3	0.7638	0.7621	0.7571
R2	0.7592	0.7592	0.7566
R1	0.7575	0.7575	0.7562	0.7584
PP	0.7546	0.7546	0.7546	0.7550
S1	0.7529	0.7529	0.7554	0.7538
S2	0.7500	0.7500	0.7550
S3	0.7454	0.7483	0.7545
S4	0.7408	0.7437	0.7533

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	0.7626	0.7508	0.0118	1.6%	0.0050	0.7%	42%	False	False	64,125
10	0.7660	0.7508	0.0152	2.0%	0.0048	0.6%	33%	False	False	70,896
20	0.7660	0.7486	0.0174	2.3%	0.0046	0.6%	42%	False	False	65,747
40	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	69%	False	False	69,750
60	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	69%	False	False	50,625
80	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	58%	False	False	38,024
100	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	44%	False	False	30,433
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	44%	False	False	25,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7759
2.618	0.7683
1.618	0.7637
1.000	0.7609
0.618	0.7591
HIGH	0.7563
0.618	0.7545
0.500	0.7540
0.382	0.7535
LOW	0.7517
0.618	0.7489
1.000	0.7471
1.618	0.7443
2.618	0.7397
4.250	0.7322

Fisher Pivots for day following 12-Feb-2019
Pivot	1 day	3 day
R1	0.7552	0.7551
PP	0.7546	0.7543
S1	0.7540	0.7536

Download as Excel Spreadsheet

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

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