CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	0.7486	0.7462	-0.0024	-0.3%	0.7533
High	0.7486	0.7475	-0.0011	-0.2%	0.7551
Low	0.7440	0.7442	0.0002	0.0%	0.7485
Close	0.7440	0.7442	0.0002	0.0%	0.7506
Range	0.0046	0.0033	-0.0013	-29.0%	0.0066
ATR	0.0036	0.0036	0.0000	-0.1%	0.0000
Volume	76	156	80	105.3%	1,104

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7530	0.7460
R3	0.7519	0.7497	0.7451
R2	0.7486	0.7486	0.7448
R1	0.7464	0.7464	0.7445	0.7458
PP	0.7453	0.7453	0.7453	0.7450
S1	0.7430	0.7430	0.7438	0.7425
S2	0.7419	0.7419	0.7435
S3	0.7386	0.7397	0.7432
S4	0.7353	0.7364	0.7423

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	0.7519	0.7440	0.0080	1.1%	0.0025	0.3%	3%	False	False	103
10	0.7566	0.7440	0.0126	1.7%	0.0034	0.5%	2%	False	False	168
20	0.7617	0.7440	0.0177	2.4%	0.0031	0.4%	1%	False	False	107
40	0.7726	0.7440	0.0286	3.8%	0.0027	0.4%	1%	False	False	62
60	0.7857	0.7440	0.0417	5.6%	0.0023	0.3%	0%	False	False	45
80	0.7857	0.7440	0.0417	5.6%	0.0022	0.3%	0%	False	False	36
100	0.7857	0.7440	0.0417	5.6%	0.0020	0.3%	0%	False	False	30
120	0.7857	0.7440	0.0417	5.6%	0.0019	0.2%	0%	False	False	26

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7615
2.618	0.7561
1.618	0.7528
1.000	0.7508
0.618	0.7495
HIGH	0.7475
0.618	0.7462
0.500	0.7458
0.382	0.7454
LOW	0.7442
0.618	0.7421
1.000	0.7408
1.618	0.7388
2.618	0.7355
4.250	0.7301

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	0.7458	0.7471
PP	0.7453	0.7461
S1	0.7447	0.7451

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

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