CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 11-Jan-2019

Day Change Summary
	Previous	Current
	10-Jan-2019	11-Jan-2019	Change	Change %	Previous Week
Open	0.7585	0.7600	0.0015	0.2%	0.7501
High	0.7595	0.7609	0.0014	0.2%	0.7611
Low	0.7572	0.7558	-0.0014	-0.2%	0.7501
Close	0.7586	0.7562	-0.0024	-0.3%	0.7562
Range	0.0023	0.0051	0.0028	119.6%	0.0110
ATR	0.0040	0.0041	0.0001	1.8%	0.0000
Volume	20	106	86	430.0%	382

Daily Pivots for day following 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7695	0.7590
R3	0.7677	0.7645	0.7576
R2	0.7627	0.7627	0.7571
R1	0.7594	0.7594	0.7567	0.7585
PP	0.7576	0.7576	0.7576	0.7572
S1	0.7544	0.7544	0.7557	0.7535
S2	0.7526	0.7526	0.7553
S3	0.7475	0.7493	0.7548
S4	0.7425	0.7443	0.7534

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7834	0.7622
R3	0.7777	0.7724	0.7592
R2	0.7667	0.7667	0.7582
R1	0.7615	0.7615	0.7572	0.7641
PP	0.7558	0.7558	0.7558	0.7571
S1	0.7505	0.7505	0.7552	0.7532
S2	0.7448	0.7448	0.7542
S3	0.7339	0.7396	0.7532
S4	0.7229	0.7286	0.7502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7611	0.7501	0.0110	1.4%	0.0037	0.5%	56%	False	False	76
10	0.7611	0.7347	0.0264	3.5%	0.0044	0.6%	82%	False	False	86
20	0.7611	0.7347	0.0264	3.5%	0.0036	0.5%	82%	False	False	100
40	0.7643	0.7347	0.0296	3.9%	0.0035	0.5%	73%	False	False	93
60	0.7726	0.7347	0.0379	5.0%	0.0029	0.4%	57%	False	False	67
80	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	42%	False	False	53
100	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	42%	False	False	44
120	0.7857	0.7347	0.0510	6.7%	0.0022	0.3%	42%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7823
2.618	0.7741
1.618	0.7690
1.000	0.7659
0.618	0.7640
HIGH	0.7609
0.618	0.7589
0.500	0.7583
0.382	0.7577
LOW	0.7558
0.618	0.7527
1.000	0.7508
1.618	0.7476
2.618	0.7426
4.250	0.7343

Fisher Pivots for day following 11-Jan-2019
Pivot	1 day	3 day
R1	0.7583	0.7584
PP	0.7576	0.7577
S1	0.7569	0.7569

Download as Excel Spreadsheet

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

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