CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 22-Feb-2019

Day Change Summary
	Previous	Current
	21-Feb-2019	22-Feb-2019	Change	Change %	Previous Week
Open	0.7595	0.7562	-0.0033	-0.4%	0.7552
High	0.7602	0.7619	0.0017	0.2%	0.7619
Low	0.7561	0.7556	-0.0005	-0.1%	0.7534
Close	0.7567	0.7616	0.0049	0.6%	0.7616
Range	0.0041	0.0063	0.0022	51.8%	0.0084
ATR	0.0046	0.0047	0.0001	2.7%	0.0000
Volume	73,029	64,891	-8,138	-11.1%	277,339

Daily Pivots for day following 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7764	0.7650
R3	0.7723	0.7701	0.7633
R2	0.7660	0.7660	0.7627
R1	0.7638	0.7638	0.7621	0.7649
PP	0.7597	0.7597	0.7597	0.7602
S1	0.7575	0.7575	0.7610	0.7586
S2	0.7534	0.7534	0.7604
S3	0.7471	0.7512	0.7598
S4	0.7408	0.7449	0.7581

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7814	0.7662
R3	0.7758	0.7729	0.7639
R2	0.7674	0.7674	0.7631
R1	0.7645	0.7645	0.7623	0.7659
PP	0.7589	0.7589	0.7589	0.7597
S1	0.7560	0.7560	0.7608	0.7575
S2	0.7505	0.7505	0.7600
S3	0.7420	0.7476	0.7592
S4	0.7336	0.7391	0.7569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7619	0.7517	0.0102	1.3%	0.0045	0.6%	97%	True	False	64,779
10	0.7619	0.7501	0.0118	1.5%	0.0046	0.6%	97%	True	False	63,790
20	0.7660	0.7495	0.0165	2.2%	0.0048	0.6%	73%	False	False	67,018
40	0.7660	0.7330	0.0330	4.3%	0.0046	0.6%	87%	False	False	67,581
60	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	87%	False	False	58,116
80	0.7682	0.7330	0.0352	4.6%	0.0045	0.6%	81%	False	False	43,733
100	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	55%	False	False	35,004
120	0.7846	0.7330	0.0516	6.8%	0.0042	0.5%	55%	False	False	29,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7886
2.618	0.7783
1.618	0.7720
1.000	0.7682
0.618	0.7657
HIGH	0.7619
0.618	0.7594
0.500	0.7587
0.382	0.7580
LOW	0.7556
0.618	0.7517
1.000	0.7493
1.618	0.7454
2.618	0.7391
4.250	0.7288

Fisher Pivots for day following 22-Feb-2019
Pivot	1 day	3 day
R1	0.7606	0.7606
PP	0.7597	0.7597
S1	0.7587	0.7587

Download as Excel Spreadsheet

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

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