CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 20-Feb-2019

Day Change Summary
	Previous	Current
	19-Feb-2019	20-Feb-2019	Change	Change %	Previous Week
Open	0.7552	0.7573	0.0021	0.3%	0.7541
High	0.7578	0.7610	0.0033	0.4%	0.7584
Low	0.7534	0.7572	0.0038	0.5%	0.7501
Close	0.7574	0.7607	0.0034	0.4%	0.7552
Range	0.0043	0.0038	-0.0005	-11.5%	0.0083
ATR	0.0046	0.0046	-0.0001	-1.2%	0.0000
Volume	68,404	71,015	2,611	3.8%	278,503

Daily Pivots for day following 20-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7698	0.7628
R3	0.7673	0.7659	0.7618
R2	0.7635	0.7635	0.7614
R1	0.7621	0.7621	0.7611	0.7628
PP	0.7596	0.7596	0.7596	0.7600
S1	0.7582	0.7582	0.7603	0.7589
S2	0.7558	0.7558	0.7600
S3	0.7519	0.7544	0.7596
S4	0.7481	0.7505	0.7586

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	0.7610	0.7501	0.0109	1.4%	0.0045	0.6%	97%	True	False	63,923
10	0.7626	0.7501	0.0125	1.6%	0.0047	0.6%	85%	False	False	64,024
20	0.7660	0.7486	0.0174	2.3%	0.0046	0.6%	70%	False	False	65,785
40	0.7660	0.7330	0.0330	4.3%	0.0046	0.6%	84%	False	False	67,687
60	0.7660	0.7330	0.0330	4.3%	0.0046	0.6%	84%	False	False	55,827
80	0.7699	0.7330	0.0369	4.8%	0.0044	0.6%	75%	False	False	42,012
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	54%	False	False	33,626
120	0.7846	0.7330	0.0516	6.8%	0.0041	0.5%	54%	False	False	28,031

Crabel Price Patterns
NR	True
NR4	True
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7711
1.618	0.7672
1.000	0.7648
0.618	0.7634
HIGH	0.7610
0.618	0.7595
0.500	0.7591
0.382	0.7586
LOW	0.7572
0.618	0.7548
1.000	0.7533
1.618	0.7509
2.618	0.7471
4.250	0.7408

Fisher Pivots for day following 20-Feb-2019
Pivot	1 day	3 day
R1	0.7602	0.7592
PP	0.7596	0.7578
S1	0.7591	0.7563

Download as Excel Spreadsheet

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

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