CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.7467	0.7490	0.0023	0.3%	0.7531
High	0.7491	0.7525	0.0035	0.5%	0.7535
Low	0.7455	0.7480	0.0026	0.3%	0.7427
Close	0.7484	0.7518	0.0034	0.5%	0.7457
Range	0.0036	0.0045	0.0009	25.0%	0.0108
ATR	0.0045	0.0045	0.0000	0.1%	0.0000
Volume	79,409	105,483	26,074	32.8%	386,949

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7643	0.7625	0.7542
R3	0.7598	0.7580	0.7530
R2	0.7553	0.7553	0.7526
R1	0.7535	0.7535	0.7522	0.7544
PP	0.7508	0.7508	0.7508	0.7512
S1	0.7490	0.7490	0.7513	0.7499
S2	0.7462	0.7462	0.7509
S3	0.7417	0.7445	0.7505
S4	0.7372	0.7400	0.7493

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	0.7525	0.7427	0.0098	1.3%	0.0036	0.5%	92%	True	False	81,449
10	0.7620	0.7427	0.0193	2.6%	0.0044	0.6%	47%	False	False	81,159
20	0.7630	0.7427	0.0203	2.7%	0.0045	0.6%	45%	False	False	72,059
40	0.7660	0.7427	0.0233	3.1%	0.0045	0.6%	39%	False	False	68,903
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	57%	False	False	70,520
80	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	57%	False	False	55,983
100	0.7725	0.7330	0.0395	5.3%	0.0044	0.6%	47%	False	False	44,831
120	0.7846	0.7330	0.0516	6.9%	0.0043	0.6%	36%	False	False	37,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7716
2.618	0.7643
1.618	0.7598
1.000	0.7570
0.618	0.7553
HIGH	0.7525
0.618	0.7508
0.500	0.7503
0.382	0.7497
LOW	0.7480
0.618	0.7452
1.000	0.7435
1.618	0.7407
2.618	0.7362
4.250	0.7289

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.7513	0.7506
PP	0.7508	0.7494
S1	0.7503	0.7483

Download as Excel Spreadsheet

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

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