CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 11-Mar-2019

Day Change Summary
	Previous	Current
	08-Mar-2019	11-Mar-2019	Change	Change %	Previous Week
Open	0.7435	0.7453	0.0018	0.2%	0.7531
High	0.7469	0.7468	-0.0001	0.0%	0.7535
Low	0.7428	0.7441	0.0013	0.2%	0.7427
Close	0.7457	0.7459	0.0001	0.0%	0.7457
Range	0.0042	0.0028	-0.0014	-33.7%	0.0108
ATR	0.0047	0.0045	-0.0001	-2.9%	0.0000
Volume	89,938	54,225	-35,713	-39.7%	386,949

Daily Pivots for day following 11-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7526	0.7474
R3	0.7511	0.7498	0.7466
R2	0.7483	0.7483	0.7464
R1	0.7471	0.7471	0.7461	0.7477
PP	0.7456	0.7456	0.7456	0.7459
S1	0.7443	0.7443	0.7456	0.7450
S2	0.7428	0.7428	0.7453
S3	0.7401	0.7416	0.7451
S4	0.7373	0.7388	0.7443

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7735	0.7516
R3	0.7689	0.7627	0.7487
R2	0.7581	0.7581	0.7477
R1	0.7519	0.7519	0.7467	0.7496
PP	0.7473	0.7473	0.7473	0.7462
S1	0.7411	0.7411	0.7447	0.7388
S2	0.7365	0.7365	0.7437
S3	0.7257	0.7303	0.7427
S4	0.7149	0.7195	0.7398

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7515	0.7427	0.0088	1.2%	0.0037	0.5%	36%	False	False	75,509
10	0.7627	0.7427	0.0200	2.7%	0.0044	0.6%	16%	False	False	73,618
20	0.7630	0.7427	0.0203	2.7%	0.0045	0.6%	16%	False	False	67,730
40	0.7660	0.7427	0.0233	3.1%	0.0045	0.6%	14%	False	False	67,134
60	0.7660	0.7330	0.0330	4.4%	0.0045	0.6%	39%	False	False	69,700
80	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	39%	False	False	53,682
100	0.7761	0.7330	0.0431	5.8%	0.0044	0.6%	30%	False	False	42,986
120	0.7846	0.7330	0.0516	6.9%	0.0043	0.6%	25%	False	False	35,831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7540
1.618	0.7512
1.000	0.7496
0.618	0.7485
HIGH	0.7468
0.618	0.7457
0.500	0.7454
0.382	0.7451
LOW	0.7441
0.618	0.7424
1.000	0.7413
1.618	0.7396
2.618	0.7369
4.250	0.7324

Fisher Pivots for day following 11-Mar-2019
Pivot	1 day	3 day
R1	0.7457	0.7455
PP	0.7456	0.7452
S1	0.7454	0.7448

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

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