CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 10-Jan-2019

Day Change Summary
	Previous	Current
	09-Jan-2019	10-Jan-2019	Change	Change %	Previous Week
Open	0.7575	0.7585	0.0010	0.1%	0.7372
High	0.7611	0.7595	-0.0016	-0.2%	0.7500
Low	0.7575	0.7572	-0.0003	0.0%	0.7347
Close	0.7591	0.7586	-0.0005	-0.1%	0.7492
Range	0.0036	0.0023	-0.0013	-36.1%	0.0153
ATR	0.0042	0.0040	-0.0001	-3.2%	0.0000
Volume	178	20	-158	-88.8%	437

Daily Pivots for day following 10-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7653	0.7643	0.7599
R3	0.7630	0.7620	0.7592
R2	0.7607	0.7607	0.7590
R1	0.7597	0.7597	0.7588	0.7602
PP	0.7584	0.7584	0.7584	0.7587
S1	0.7574	0.7574	0.7584	0.7579
S2	0.7561	0.7561	0.7582
S3	0.7538	0.7551	0.7580
S4	0.7515	0.7528	0.7573

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7852	0.7576
R3	0.7752	0.7699	0.7534
R2	0.7599	0.7599	0.7520
R1	0.7546	0.7546	0.7506	0.7573
PP	0.7446	0.7446	0.7446	0.7460
S1	0.7393	0.7393	0.7478	0.7420
S2	0.7293	0.7293	0.7464
S3	0.7140	0.7240	0.7450
S4	0.6987	0.7087	0.7408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7611	0.7441	0.0170	2.2%	0.0039	0.5%	86%	False	False	89
10	0.7611	0.7347	0.0264	3.5%	0.0042	0.6%	91%	False	False	85
20	0.7611	0.7347	0.0264	3.5%	0.0035	0.5%	91%	False	False	109
40	0.7643	0.7347	0.0296	3.9%	0.0034	0.4%	81%	False	False	90
60	0.7765	0.7347	0.0418	5.5%	0.0028	0.4%	57%	False	False	66
80	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	47%	False	False	51
100	0.7857	0.7347	0.0510	6.7%	0.0023	0.3%	47%	False	False	43
120	0.7857	0.7347	0.0510	6.7%	0.0021	0.3%	47%	False	False	36

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7655
1.618	0.7632
1.000	0.7618
0.618	0.7609
HIGH	0.7595
0.618	0.7586
0.500	0.7583
0.382	0.7580
LOW	0.7572
0.618	0.7557
1.000	0.7549
1.618	0.7534
2.618	0.7511
4.250	0.7474

Fisher Pivots for day following 10-Jan-2019
Pivot	1 day	3 day
R1	0.7585	0.7582
PP	0.7584	0.7578
S1	0.7583	0.7573

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

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