CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 26-Dec-2018

Day Change Summary
	Previous	Current
	24-Dec-2018	26-Dec-2018	Change	Change %	Previous Week
Open	0.7382	0.7379	-0.0003	0.0%	0.7499
High	0.7394	0.7391	-0.0003	0.0%	0.7503
Low	0.7375	0.7376	0.0001	0.0%	0.7382
Close	0.7380	0.7391	0.0011	0.1%	0.7387
Range	0.0019	0.0016	-0.0004	-18.4%	0.0121
ATR	0.0036	0.0035	-0.0001	-4.1%	0.0000
Volume	80	105	25	31.3%	657

Daily Pivots for day following 26-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7427	0.7399
R3	0.7417	0.7411	0.7395
R2	0.7401	0.7401	0.7393
R1	0.7396	0.7396	0.7392	0.7399
PP	0.7386	0.7386	0.7386	0.7387
S1	0.7380	0.7380	0.7389	0.7383
S2	0.7370	0.7370	0.7388
S3	0.7355	0.7365	0.7386
S4	0.7339	0.7349	0.7382

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7708	0.7454
R3	0.7666	0.7587	0.7420
R2	0.7545	0.7545	0.7409
R1	0.7466	0.7466	0.7398	0.7445
PP	0.7424	0.7424	0.7424	0.7414
S1	0.7345	0.7345	0.7376	0.7324
S2	0.7303	0.7303	0.7365
S3	0.7182	0.7224	0.7354
S4	0.7061	0.7103	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7475	0.7375	0.0100	1.3%	0.0032	0.4%	16%	False	False	137
10	0.7532	0.7375	0.0157	2.1%	0.0028	0.4%	10%	False	False	133
20	0.7617	0.7375	0.0242	3.3%	0.0032	0.4%	6%	False	False	127
40	0.7675	0.7375	0.0300	4.1%	0.0027	0.4%	5%	False	False	72
60	0.7841	0.7375	0.0466	6.3%	0.0024	0.3%	3%	False	False	53
80	0.7857	0.7375	0.0482	6.5%	0.0022	0.3%	3%	False	False	42
100	0.7857	0.7375	0.0482	6.5%	0.0021	0.3%	3%	False	False	35
120	0.7857	0.7375	0.0482	6.5%	0.0019	0.3%	3%	False	False	30

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7457
2.618	0.7432
1.618	0.7416
1.000	0.7407
0.618	0.7401
HIGH	0.7391
0.618	0.7385
0.500	0.7383
0.382	0.7381
LOW	0.7376
0.618	0.7366
1.000	0.7360
1.618	0.7350
2.618	0.7335
4.250	0.7310

Fisher Pivots for day following 26-Dec-2018
Pivot	1 day	3 day
R1	0.7388	0.7406
PP	0.7386	0.7401
S1	0.7383	0.7396

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

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