CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 19-Feb-2019

Day Change Summary
	Previous	Current
	15-Feb-2019	19-Feb-2019	Change	Change %	Previous Week
Open	0.7527	0.7552	0.0025	0.3%	0.7541
High	0.7557	0.7578	0.0021	0.3%	0.7584
Low	0.7517	0.7534	0.0018	0.2%	0.7501
Close	0.7552	0.7574	0.0022	0.3%	0.7552
Range	0.0040	0.0043	0.0003	8.7%	0.0083
ATR	0.0047	0.0046	0.0000	-0.5%	0.0000
Volume	46,560	68,404	21,844	46.9%	278,503

Daily Pivots for day following 19-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7676	0.7597
R3	0.7649	0.7633	0.7585
R2	0.7605	0.7605	0.7581
R1	0.7589	0.7589	0.7577	0.7597
PP	0.7562	0.7562	0.7562	0.7566
S1	0.7546	0.7546	0.7570	0.7554
S2	0.7518	0.7518	0.7566
S3	0.7475	0.7502	0.7562
S4	0.7431	0.7459	0.7550

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%	0.0046	0.6%	87%	False	False	59,583
10	0.7640	0.7501	0.0139	1.8%	0.0046	0.6%	52%	False	False	61,786
20	0.7660	0.7486	0.0174	2.3%	0.0047	0.6%	51%	False	False	66,155
40	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	74%	False	False	68,309
60	0.7660	0.7330	0.0330	4.4%	0.0047	0.6%	74%	False	False	54,648
80	0.7725	0.7330	0.0395	5.2%	0.0045	0.6%	62%	False	False	41,127
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	47%	False	False	32,917
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	47%	False	False	27,440

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7691
1.618	0.7648
1.000	0.7621
0.618	0.7604
HIGH	0.7578
0.618	0.7561
0.500	0.7556
0.382	0.7551
LOW	0.7534
0.618	0.7507
1.000	0.7491
1.618	0.7464
2.618	0.7420
4.250	0.7349

Fisher Pivots for day following 19-Feb-2019
Pivot	1 day	3 day
R1	0.7568	0.7562
PP	0.7562	0.7551
S1	0.7556	0.7539

Download as Excel Spreadsheet

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

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