CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 05-Mar-2019

Day Change Summary
	Previous	Current
	04-Mar-2019	05-Mar-2019	Change	Change %	Previous Week
Open	0.7531	0.7515	-0.0016	-0.2%	0.7618
High	0.7535	0.7515	-0.0020	-0.3%	0.7630
Low	0.7500	0.7487	-0.0013	-0.2%	0.7517
Close	0.7513	0.7496	-0.0018	-0.2%	0.7522
Range	0.0035	0.0028	-0.0007	-21.1%	0.0113
ATR	0.0049	0.0047	-0.0001	-3.0%	0.0000
Volume	63,627	56,862	-6,765	-10.6%	357,585

Daily Pivots for day following 05-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7567	0.7511
R3	0.7555	0.7539	0.7503
R2	0.7527	0.7527	0.7501
R1	0.7511	0.7511	0.7498	0.7505
PP	0.7499	0.7499	0.7499	0.7496
S1	0.7483	0.7483	0.7493	0.7477
S2	0.7471	0.7471	0.7490
S3	0.7443	0.7455	0.7488
S4	0.7415	0.7427	0.7480

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7821	0.7584
R3	0.7782	0.7708	0.7553
R2	0.7669	0.7669	0.7542
R1	0.7595	0.7595	0.7532	0.7576
PP	0.7556	0.7556	0.7556	0.7546
S1	0.7482	0.7482	0.7511	0.7463
S2	0.7443	0.7443	0.7501
S3	0.7330	0.7369	0.7490
S4	0.7217	0.7256	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7627	0.7487	0.0140	1.9%	0.0048	0.6%	6%	False	True	72,672
10	0.7630	0.7487	0.0143	1.9%	0.0048	0.6%	6%	False	True	68,700
20	0.7640	0.7487	0.0153	2.0%	0.0047	0.6%	6%	False	True	65,243
40	0.7660	0.7484	0.0176	2.3%	0.0046	0.6%	7%	False	False	66,869
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	50%	False	False	65,668
80	0.7671	0.7330	0.0341	4.5%	0.0046	0.6%	49%	False	False	49,683
100	0.7761	0.7330	0.0431	5.8%	0.0045	0.6%	38%	False	False	39,782
120	0.7846	0.7330	0.0516	6.9%	0.0042	0.6%	32%	False	False	33,161

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	0.0008
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7588
1.618	0.7560
1.000	0.7543
0.618	0.7532
HIGH	0.7515
0.618	0.7504
0.500	0.7501
0.382	0.7498
LOW	0.7487
0.618	0.7470
1.000	0.7459
1.618	0.7442
2.618	0.7414
4.250	0.7368

Fisher Pivots for day following 05-Mar-2019
Pivot	1 day	3 day
R1	0.7501	0.7553
PP	0.7499	0.7534
S1	0.7497	0.7515

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

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