CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 25-Feb-2019

Day Change Summary
	Previous	Current
	22-Feb-2019	25-Feb-2019	Change	Change %	Previous Week
Open	0.7562	0.7618	0.0056	0.7%	0.7552
High	0.7619	0.7630	0.0012	0.2%	0.7619
Low	0.7556	0.7582	0.0026	0.3%	0.7534
Close	0.7616	0.7583	-0.0033	-0.4%	0.7616
Range	0.0063	0.0049	-0.0015	-23.0%	0.0084
ATR	0.0047	0.0047	0.0000	0.2%	0.0000
Volume	64,891	62,572	-2,319	-3.6%	277,339

Daily Pivots for day following 25-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7744	0.7712	0.7610
R3	0.7695	0.7663	0.7596
R2	0.7647	0.7647	0.7592
R1	0.7615	0.7615	0.7587	0.7607
PP	0.7598	0.7598	0.7598	0.7594
S1	0.7566	0.7566	0.7579	0.7558
S2	0.7550	0.7550	0.7574
S3	0.7501	0.7518	0.7570
S4	0.7453	0.7469	0.7556

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	0.7630	0.7534	0.0096	1.3%	0.0047	0.6%	51%	True	False	67,982
10	0.7630	0.7501	0.0129	1.7%	0.0045	0.6%	64%	True	False	61,841
20	0.7660	0.7501	0.0159	2.1%	0.0047	0.6%	52%	False	False	66,594
40	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	77%	False	False	68,405
60	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	77%	False	False	59,154
80	0.7682	0.7330	0.0352	4.6%	0.0045	0.6%	72%	False	False	44,513
100	0.7831	0.7330	0.0501	6.6%	0.0043	0.6%	50%	False	False	35,629
120	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	49%	False	False	29,701

Crabel Price Patterns
NR	True
NR4	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7836
2.618	0.7757
1.618	0.7708
1.000	0.7679
0.618	0.7660
HIGH	0.7630
0.618	0.7611
0.500	0.7606
0.382	0.7600
LOW	0.7582
0.618	0.7552
1.000	0.7533
1.618	0.7503
2.618	0.7455
4.250	0.7375

Fisher Pivots for day following 25-Feb-2019
Pivot	1 day	3 day
R1	0.7606	0.7593
PP	0.7598	0.7590
S1	0.7591	0.7586

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

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