CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 14-Jan-2019

Day Change Summary
	Previous	Current
	11-Jan-2019	14-Jan-2019	Change	Change %	Previous Week
Open	0.7600	0.7561	-0.0039	-0.5%	0.7501
High	0.7609	0.7566	-0.0043	-0.6%	0.7611
Low	0.7558	0.7553	-0.0006	-0.1%	0.7501
Close	0.7562	0.7564	0.0001	0.0%	0.7562
Range	0.0051	0.0013	-0.0038	-74.3%	0.0110
ATR	0.0041	0.0039	-0.0002	-4.9%	0.0000
Volume	106	58	-48	-45.3%	382

Daily Pivots for day following 14-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7600	0.7595	0.7571
R3	0.7587	0.7582	0.7567
R2	0.7574	0.7574	0.7566
R1	0.7569	0.7569	0.7565	0.7571
PP	0.7561	0.7561	0.7561	0.7562
S1	0.7556	0.7556	0.7562	0.7558
S2	0.7548	0.7548	0.7561
S3	0.7535	0.7543	0.7560
S4	0.7522	0.7530	0.7556

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	0.7536	0.0075	1.0%	0.0029	0.4%	37%	False	False	79
10	0.7611	0.7347	0.0264	3.5%	0.0042	0.6%	82%	False	False	87
20	0.7611	0.7347	0.0264	3.5%	0.0036	0.5%	82%	False	False	99
40	0.7643	0.7347	0.0296	3.9%	0.0035	0.5%	73%	False	False	94
60	0.7726	0.7347	0.0379	5.0%	0.0029	0.4%	57%	False	False	68
80	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	42%	False	False	53
100	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	42%	False	False	45
120	0.7857	0.7347	0.0510	6.7%	0.0022	0.3%	42%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7600
1.618	0.7587
1.000	0.7579
0.618	0.7574
HIGH	0.7566
0.618	0.7561
0.500	0.7559
0.382	0.7557
LOW	0.7553
0.618	0.7544
1.000	0.7540
1.618	0.7531
2.618	0.7518
4.250	0.7497

Fisher Pivots for day following 14-Jan-2019
Pivot	1 day	3 day
R1	0.7562	0.7581
PP	0.7561	0.7575
S1	0.7559	0.7569

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

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