CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 14-Feb-2019

Day Change Summary
	Previous	Current
	13-Feb-2019	14-Feb-2019	Change	Change %	Previous Week
Open	0.7562	0.7547	-0.0015	-0.2%	0.7650
High	0.7584	0.7565	-0.0019	-0.3%	0.7650
Low	0.7548	0.7501	-0.0047	-0.6%	0.7508
Close	0.7554	0.7534	-0.0019	-0.3%	0.7543
Range	0.0037	0.0064	0.0028	75.3%	0.0142
ATR	0.0046	0.0047	0.0001	2.8%	0.0000
Volume	61,760	71,879	10,119	16.4%	331,144

Daily Pivots for day following 14-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7694	0.7569
R3	0.7661	0.7630	0.7552
R2	0.7597	0.7597	0.7546
R1	0.7566	0.7566	0.7540	0.7550
PP	0.7533	0.7533	0.7533	0.7525
S1	0.7502	0.7502	0.7528	0.7486
S2	0.7469	0.7469	0.7522
S3	0.7405	0.7438	0.7516
S4	0.7341	0.7374	0.7499

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	0.7501	0.0083	1.1%	0.0047	0.6%	40%	False	True	62,800
10	0.7660	0.7501	0.0159	2.1%	0.0047	0.6%	21%	False	True	65,488
20	0.7660	0.7486	0.0174	2.3%	0.0047	0.6%	28%	False	False	67,130
40	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	62%	False	False	69,680
60	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	62%	False	False	52,747
80	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	52%	False	False	39,691
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	40%	False	False	31,768
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	40%	False	False	26,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7837
2.618	0.7733
1.618	0.7669
1.000	0.7629
0.618	0.7605
HIGH	0.7565
0.618	0.7541
0.500	0.7533
0.382	0.7525
LOW	0.7501
0.618	0.7461
1.000	0.7437
1.618	0.7397
2.618	0.7333
4.250	0.7229

Fisher Pivots for day following 14-Feb-2019
Pivot	1 day	3 day
R1	0.7534	0.7543
PP	0.7533	0.7540
S1	0.7533	0.7537

Download as Excel Spreadsheet

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

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