CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 26-Feb-2019

Day Change Summary
	Previous	Current
	25-Feb-2019	26-Feb-2019	Change	Change %	Previous Week
Open	0.7618	0.7586	-0.0032	-0.4%	0.7552
High	0.7630	0.7605	-0.0025	-0.3%	0.7619
Low	0.7582	0.7559	-0.0023	-0.3%	0.7534
Close	0.7583	0.7598	0.0015	0.2%	0.7616
Range	0.0049	0.0047	-0.0002	-4.1%	0.0084
ATR	0.0047	0.0047	0.0000	-0.1%	0.0000
Volume	62,572	52,139	-10,433	-16.7%	277,339

Daily Pivots for day following 26-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7709	0.7624
R3	0.7680	0.7662	0.7611
R2	0.7634	0.7634	0.7607
R1	0.7616	0.7616	0.7602	0.7625
PP	0.7587	0.7587	0.7587	0.7592
S1	0.7569	0.7569	0.7594	0.7578
S2	0.7541	0.7541	0.7589
S3	0.7494	0.7523	0.7585
S4	0.7448	0.7476	0.7572

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	0.7556	0.0075	1.0%	0.0048	0.6%	57%	False	False	64,729
10	0.7630	0.7501	0.0129	1.7%	0.0047	0.6%	75%	False	False	62,156
20	0.7660	0.7501	0.0159	2.1%	0.0047	0.6%	61%	False	False	66,517
40	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	81%	False	False	67,868
60	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	81%	False	False	60,005
80	0.7682	0.7330	0.0352	4.6%	0.0045	0.6%	76%	False	False	45,162
100	0.7820	0.7330	0.0490	6.4%	0.0044	0.6%	55%	False	False	36,150
120	0.7846	0.7330	0.0516	6.8%	0.0042	0.5%	52%	False	False	30,135

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7803
2.618	0.7727
1.618	0.7680
1.000	0.7652
0.618	0.7634
HIGH	0.7605
0.618	0.7587
0.500	0.7582
0.382	0.7576
LOW	0.7559
0.618	0.7530
1.000	0.7512
1.618	0.7483
2.618	0.7437
4.250	0.7361

Fisher Pivots for day following 26-Feb-2019
Pivot	1 day	3 day
R1	0.7593	0.7596
PP	0.7587	0.7595
S1	0.7582	0.7593

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

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