CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	0.7499	0.7499	-0.0001	0.0%	0.7533
High	0.7507	0.7503	-0.0004	-0.1%	0.7551
Low	0.7499	0.7484	-0.0016	-0.2%	0.7485
Close	0.7506	0.7487	-0.0019	-0.3%	0.7506
Range	0.0008	0.0020	0.0011	143.7%	0.0066
ATR	0.0036	0.0035	-0.0001	-2.6%	0.0000
Volume	128	78	-50	-39.1%	1,104

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7538	0.7498
R3	0.7530	0.7518	0.7492
R2	0.7511	0.7511	0.7491
R1	0.7499	0.7499	0.7489	0.7495
PP	0.7491	0.7491	0.7491	0.7489
S1	0.7479	0.7479	0.7485	0.7476
S2	0.7472	0.7472	0.7483
S3	0.7452	0.7460	0.7482
S4	0.7433	0.7440	0.7476

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7675	0.7542
R3	0.7646	0.7609	0.7524
R2	0.7580	0.7580	0.7518
R1	0.7543	0.7543	0.7512	0.7528
PP	0.7514	0.7514	0.7514	0.7506
S1	0.7477	0.7477	0.7500	0.7462
S2	0.7448	0.7448	0.7494
S3	0.7382	0.7411	0.7488
S4	0.7316	0.7345	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7532	0.7484	0.0049	0.6%	0.0019	0.3%	7%	False	True	168
10	0.7605	0.7474	0.0131	1.7%	0.0035	0.5%	10%	False	False	161
20	0.7621	0.7474	0.0147	2.0%	0.0032	0.4%	9%	False	False	99
40	0.7726	0.7474	0.0252	3.4%	0.0025	0.3%	5%	False	False	58
60	0.7857	0.7474	0.0383	5.1%	0.0022	0.3%	3%	False	False	41
80	0.7857	0.7474	0.0383	5.1%	0.0021	0.3%	3%	False	False	33
100	0.7857	0.7474	0.0383	5.1%	0.0019	0.3%	3%	False	False	27
120	0.7857	0.7474	0.0383	5.1%	0.0018	0.2%	3%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7586
2.618	0.7554
1.618	0.7535
1.000	0.7523
0.618	0.7515
HIGH	0.7503
0.618	0.7496
0.500	0.7493
0.382	0.7491
LOW	0.7484
0.618	0.7471
1.000	0.7464
1.618	0.7452
2.618	0.7432
4.250	0.7401

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	0.7493	0.7501
PP	0.7491	0.7497
S1	0.7489	0.7492

Download as Excel Spreadsheet

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

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