CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 31-Dec-2018

Day Change Summary
	Previous	Current
	28-Dec-2018	31-Dec-2018	Change	Change %	Previous Week
Open	0.7370	0.7372	0.0002	0.0%	0.7382
High	0.7381	0.7372	-0.0009	-0.1%	0.7394
Low	0.7349	0.7347	-0.0002	0.0%	0.7348
Close	0.7358	0.7365	0.0007	0.1%	0.7358
Range	0.0031	0.0025	-0.0006	-20.6%	0.0046
ATR	0.0035	0.0034	-0.0001	-2.0%	0.0000
Volume	42	65	23	54.8%	327

Daily Pivots for day following 31-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7436	0.7425	0.7378
R3	0.7411	0.7400	0.7371
R2	0.7386	0.7386	0.7369
R1	0.7375	0.7375	0.7367	0.7368
PP	0.7361	0.7361	0.7361	0.7358
S1	0.7350	0.7350	0.7362	0.7343
S2	0.7336	0.7336	0.7360
S3	0.7311	0.7325	0.7358
S4	0.7286	0.7300	0.7351

Weekly Pivots for week ending 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7477	0.7383
R3	0.7459	0.7431	0.7370
R2	0.7413	0.7413	0.7366
R1	0.7385	0.7385	0.7362	0.7376
PP	0.7367	0.7367	0.7367	0.7362
S1	0.7339	0.7339	0.7353	0.7330
S2	0.7320	0.7320	0.7349
S3	0.7274	0.7293	0.7345
S4	0.7228	0.7247	0.7332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7394	0.7347	0.0047	0.6%	0.0025	0.3%	37%	False	True	78
10	0.7503	0.7347	0.0156	2.1%	0.0032	0.4%	11%	False	True	104
20	0.7617	0.7347	0.0270	3.7%	0.0033	0.5%	6%	False	True	130
40	0.7674	0.7347	0.0327	4.4%	0.0029	0.4%	5%	False	True	76
60	0.7772	0.7347	0.0425	5.8%	0.0025	0.3%	4%	False	True	56
80	0.7857	0.7347	0.0510	6.9%	0.0022	0.3%	3%	False	True	43
100	0.7857	0.7347	0.0510	6.9%	0.0021	0.3%	3%	False	True	37
120	0.7857	0.7347	0.0510	6.9%	0.0019	0.3%	3%	False	True	31

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7478
2.618	0.7437
1.618	0.7412
1.000	0.7397
0.618	0.7387
HIGH	0.7372
0.618	0.7362
0.500	0.7360
0.382	0.7357
LOW	0.7347
0.618	0.7332
1.000	0.7322
1.618	0.7307
2.618	0.7282
4.250	0.7241

Fisher Pivots for day following 31-Dec-2018
Pivot	1 day	3 day
R1	0.7363	0.7365
PP	0.7361	0.7365
S1	0.7360	0.7365

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

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