CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 27-Feb-2019

Day Change Summary
	Previous	Current
	26-Feb-2019	27-Feb-2019	Change	Change %	Previous Week
Open	0.7586	0.7596	0.0010	0.1%	0.7552
High	0.7605	0.7627	0.0022	0.3%	0.7619
Low	0.7559	0.7593	0.0035	0.5%	0.7534
Close	0.7598	0.7608	0.0010	0.1%	0.7616
Range	0.0047	0.0034	-0.0013	-26.9%	0.0084
ATR	0.0047	0.0046	-0.0001	-2.0%	0.0000
Volume	52,139	57,343	5,204	10.0%	277,339

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7694	0.7627
R3	0.7677	0.7660	0.7617
R2	0.7643	0.7643	0.7614
R1	0.7626	0.7626	0.7611	0.7634
PP	0.7609	0.7609	0.7609	0.7614
S1	0.7592	0.7592	0.7605	0.7601
S2	0.7575	0.7575	0.7602
S3	0.7541	0.7558	0.7599
S4	0.7507	0.7524	0.7589

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%	0.0047	0.6%	70%	False	False	61,994
10	0.7630	0.7501	0.0129	1.7%	0.0046	0.6%	83%	False	False	62,959
20	0.7660	0.7501	0.0159	2.1%	0.0047	0.6%	68%	False	False	66,927
40	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	84%	False	False	67,587
60	0.7660	0.7330	0.0330	4.3%	0.0047	0.6%	84%	False	False	60,955
80	0.7682	0.7330	0.0352	4.6%	0.0045	0.6%	79%	False	False	45,878
100	0.7797	0.7330	0.0467	6.1%	0.0044	0.6%	60%	False	False	36,723
120	0.7846	0.7330	0.0516	6.8%	0.0042	0.6%	54%	False	False	30,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7716
1.618	0.7682
1.000	0.7661
0.618	0.7648
HIGH	0.7627
0.618	0.7614
0.500	0.7610
0.382	0.7606
LOW	0.7593
0.618	0.7572
1.000	0.7559
1.618	0.7538
2.618	0.7504
4.250	0.7449

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	0.7610	0.7603
PP	0.7609	0.7599
S1	0.7609	0.7594

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

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