CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Feb-2019

Day Change Summary
	Previous	Current
	12-Feb-2019	13-Feb-2019	Change	Change %	Previous Week
Open	0.7522	0.7562	0.0041	0.5%	0.7650
High	0.7563	0.7584	0.0021	0.3%	0.7650
Low	0.7517	0.7548	0.0031	0.4%	0.7508
Close	0.7558	0.7554	-0.0005	-0.1%	0.7543
Range	0.0046	0.0037	-0.0009	-20.7%	0.0142
ATR	0.0047	0.0046	-0.0001	-1.6%	0.0000
Volume	49,316	61,760	12,444	25.2%	331,144

Daily Pivots for day following 13-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7649	0.7574
R3	0.7635	0.7612	0.7564
R2	0.7598	0.7598	0.7560
R1	0.7576	0.7576	0.7557	0.7569
PP	0.7562	0.7562	0.7562	0.7558
S1	0.7539	0.7539	0.7550	0.7532
S2	0.7525	0.7525	0.7547
S3	0.7489	0.7503	0.7543
S4	0.7452	0.7466	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	0.7584	0.7508	0.0076	1.0%	0.0046	0.6%	60%	True	False	63,327
10	0.7660	0.7508	0.0152	2.0%	0.0043	0.6%	30%	False	False	68,165
20	0.7660	0.7486	0.0174	2.3%	0.0045	0.6%	39%	False	False	65,977
40	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	68%	False	False	69,424
60	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	68%	False	False	51,652
80	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	57%	False	False	38,795
100	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	43%	False	False	31,050
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	43%	False	False	25,883

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	0.7739
2.618	0.7680
1.618	0.7643
1.000	0.7621
0.618	0.7607
HIGH	0.7584
0.618	0.7570
0.500	0.7566
0.382	0.7561
LOW	0.7548
0.618	0.7525
1.000	0.7511
1.618	0.7488
2.618	0.7452
4.250	0.7392

Fisher Pivots for day following 13-Feb-2019
Pivot	1 day	3 day
R1	0.7566	0.7552
PP	0.7562	0.7551
S1	0.7558	0.7549

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

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