CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 03-Jan-2019

Day Change Summary
	Previous	Current
	02-Jan-2019	03-Jan-2019	Change	Change %	Previous Week
Open	0.7353	0.7350	-0.0003	0.0%	0.7382
High	0.7390	0.7446	0.0056	0.8%	0.7394
Low	0.7350	0.7350	0.0000	0.0%	0.7348
Close	0.7386	0.7446	0.0060	0.8%	0.7358
Range	0.0040	0.0096	0.0056	140.0%	0.0046
ATR	0.0035	0.0039	0.0004	12.7%	0.0000
Volume	51	148	97	190.2%	327

Daily Pivots for day following 03-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7670	0.7498
R3	0.7606	0.7574	0.7472
R2	0.7510	0.7510	0.7463
R1	0.7478	0.7478	0.7454	0.7494
PP	0.7414	0.7414	0.7414	0.7422
S1	0.7382	0.7382	0.7437	0.7398
S2	0.7318	0.7318	0.7428
S3	0.7222	0.7286	0.7419
S4	0.7126	0.7190	0.7393

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	0.7446	0.7347	0.0099	1.3%	0.0045	0.6%	99%	True	False	81
10	0.7475	0.7347	0.0128	1.7%	0.0039	0.5%	77%	False	False	109
20	0.7566	0.7347	0.0219	2.9%	0.0038	0.5%	45%	False	False	138
40	0.7674	0.7347	0.0327	4.4%	0.0032	0.4%	30%	False	False	81
60	0.7765	0.7347	0.0418	5.6%	0.0027	0.4%	24%	False	False	59
80	0.7857	0.7347	0.0510	6.8%	0.0024	0.3%	19%	False	False	46
100	0.7857	0.7347	0.0510	6.8%	0.0022	0.3%	19%	False	False	39
120	0.7857	0.7347	0.0510	6.8%	0.0020	0.3%	19%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 138 trading days

Fibonacci Retracements and Extensions
4.250	0.7854
2.618	0.7697
1.618	0.7601
1.000	0.7542
0.618	0.7505
HIGH	0.7446
0.618	0.7409
0.500	0.7398
0.382	0.7387
LOW	0.7350
0.618	0.7291
1.000	0.7254
1.618	0.7195
2.618	0.7099
4.250	0.6942

Fisher Pivots for day following 03-Jan-2019
Pivot	1 day	3 day
R1	0.7430	0.7429
PP	0.7414	0.7413
S1	0.7398	0.7397

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

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