CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 15-Feb-2019

Day Change Summary
	Previous	Current
	14-Feb-2019	15-Feb-2019	Change	Change %	Previous Week
Open	0.7547	0.7527	-0.0021	-0.3%	0.7541
High	0.7565	0.7557	-0.0009	-0.1%	0.7584
Low	0.7501	0.7517	0.0016	0.2%	0.7501
Close	0.7534	0.7552	0.0018	0.2%	0.7552
Range	0.0064	0.0040	-0.0024	-37.5%	0.0083
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	71,879	46,560	-25,319	-35.2%	278,503

Daily Pivots for day following 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7647	0.7574
R3	0.7622	0.7607	0.7563
R2	0.7582	0.7582	0.7559
R1	0.7567	0.7567	0.7555	0.7574
PP	0.7542	0.7542	0.7542	0.7545
S1	0.7527	0.7527	0.7548	0.7534
S2	0.7502	0.7502	0.7544
S3	0.7462	0.7487	0.7541
S4	0.7422	0.7447	0.7530

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7795	0.7756	0.7597
R3	0.7712	0.7673	0.7574
R2	0.7629	0.7629	0.7567
R1	0.7590	0.7590	0.7559	0.7609
PP	0.7546	0.7546	0.7546	0.7555
S1	0.7507	0.7507	0.7544	0.7526
S2	0.7462	0.7462	0.7536
S3	0.7379	0.7424	0.7529
S4	0.7296	0.7341	0.7506

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%	0.0044	0.6%	61%	False	False	55,700
10	0.7650	0.7501	0.0149	2.0%	0.0045	0.6%	34%	False	False	60,964
20	0.7660	0.7486	0.0174	2.3%	0.0047	0.6%	38%	False	False	65,754
40	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	67%	False	False	68,681
60	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	67%	False	False	53,516
80	0.7725	0.7330	0.0395	5.2%	0.0044	0.6%	56%	False	False	40,272
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	43%	False	False	32,233
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	43%	False	False	26,870

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7727
2.618	0.7661
1.618	0.7621
1.000	0.7597
0.618	0.7581
HIGH	0.7557
0.618	0.7541
0.500	0.7537
0.382	0.7532
LOW	0.7517
0.618	0.7492
1.000	0.7477
1.618	0.7452
2.618	0.7412
4.250	0.7347

Fisher Pivots for day following 15-Feb-2019
Pivot	1 day	3 day
R1	0.7547	0.7549
PP	0.7542	0.7546
S1	0.7537	0.7543

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

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