CME Canadian Dollar Future March 2019

Trading Metrics calculated at close of trading on 18-Mar-2019

Day Change Summary
	Previous	Current
	15-Mar-2019	18-Mar-2019	Change	Change %	Previous Week
Open	0.7502	0.7498	-0.0004	-0.1%	0.7453
High	0.7525	0.7518	-0.0008	-0.1%	0.7528
Low	0.7479	0.7482	0.0003	0.0%	0.7441
Close	0.7493	0.7491	-0.0002	0.0%	0.7493
Range	0.0046	0.0036	-0.0011	-22.8%	0.0087
ATR	0.0044	0.0043	-0.0001	-1.4%	0.0000
Volume	36,433	5,599	-30,834	-84.6%	351,303

Daily Pivots for day following 18-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7603	0.7583	0.7511
R3	0.7568	0.7547	0.7501
R2	0.7532	0.7532	0.7498
R1	0.7512	0.7512	0.7494	0.7504
PP	0.7497	0.7497	0.7497	0.7493
S1	0.7476	0.7476	0.7488	0.7469
S2	0.7461	0.7461	0.7484
S3	0.7426	0.7441	0.7481
S4	0.7390	0.7405	0.7471

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7708	0.7541
R3	0.7661	0.7621	0.7517
R2	0.7574	0.7574	0.7509
R1	0.7534	0.7534	0.7501	0.7554
PP	0.7487	0.7487	0.7487	0.7497
S1	0.7447	0.7447	0.7485	0.7467
S2	0.7400	0.7400	0.7477
S3	0.7313	0.7360	0.7469
S4	0.7226	0.7273	0.7445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7528	0.7455	0.0073	1.0%	0.0039	0.5%	50%	False	False	60,535
10	0.7528	0.7427	0.0101	1.3%	0.0038	0.5%	64%	False	False	68,022
20	0.7630	0.7427	0.0203	2.7%	0.0044	0.6%	32%	False	False	68,938
40	0.7660	0.7427	0.0233	3.1%	0.0045	0.6%	28%	False	False	67,346
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	49%	False	False	68,767
80	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	49%	False	False	57,371
100	0.7725	0.7330	0.0395	5.3%	0.0044	0.6%	41%	False	False	46,006
120	0.7846	0.7330	0.0516	6.9%	0.0043	0.6%	31%	False	False	38,351

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7668
2.618	0.7610
1.618	0.7575
1.000	0.7553
0.618	0.7539
HIGH	0.7518
0.618	0.7504
0.500	0.7500
0.382	0.7496
LOW	0.7482
0.618	0.7460
1.000	0.7447
1.618	0.7425
2.618	0.7389
4.250	0.7331

Fisher Pivots for day following 18-Mar-2019
Pivot	1 day	3 day
R1	0.7500	0.7503
PP	0.7497	0.7499
S1	0.7494	0.7495

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

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