CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 27-Dec-2018

Day Change Summary
	Previous	Current
	26-Dec-2018	27-Dec-2018	Change	Change %	Previous Week
Open	0.7379	0.7382	0.0004	0.0%	0.7499
High	0.7391	0.7382	-0.0009	-0.1%	0.7503
Low	0.7376	0.7348	-0.0028	-0.4%	0.7382
Close	0.7391	0.7358	-0.0033	-0.4%	0.7387
Range	0.0016	0.0034	0.0019	119.4%	0.0121
ATR	0.0035	0.0035	0.0001	1.6%	0.0000
Volume	105	100	-5	-4.8%	657

Daily Pivots for day following 27-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7445	0.7377
R3	0.7431	0.7411	0.7367
R2	0.7397	0.7397	0.7364
R1	0.7377	0.7377	0.7361	0.7370
PP	0.7363	0.7363	0.7363	0.7359
S1	0.7343	0.7343	0.7355	0.7336
S2	0.7329	0.7329	0.7352
S3	0.7295	0.7309	0.7349
S4	0.7261	0.7275	0.7339

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	0.7463	0.7348	0.0115	1.6%	0.0032	0.4%	9%	False	True	126
10	0.7519	0.7348	0.0171	2.3%	0.0028	0.4%	6%	False	True	114
20	0.7617	0.7348	0.0269	3.7%	0.0031	0.4%	4%	False	True	126
40	0.7675	0.7348	0.0327	4.4%	0.0028	0.4%	3%	False	True	74
60	0.7841	0.7348	0.0493	6.7%	0.0025	0.3%	2%	False	True	54
80	0.7857	0.7348	0.0509	6.9%	0.0022	0.3%	2%	False	True	43
100	0.7857	0.7348	0.0509	6.9%	0.0021	0.3%	2%	False	True	36
120	0.7857	0.7348	0.0509	6.9%	0.0019	0.3%	2%	False	True	30

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	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7527
2.618	0.7471
1.618	0.7437
1.000	0.7416
0.618	0.7403
HIGH	0.7382
0.618	0.7369
0.500	0.7365
0.382	0.7361
LOW	0.7348
0.618	0.7327
1.000	0.7314
1.618	0.7293
2.618	0.7259
4.250	0.7203

Fisher Pivots for day following 27-Dec-2018
Pivot	1 day	3 day
R1	0.7365	0.7371
PP	0.7363	0.7367
S1	0.7360	0.7362

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

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