CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 15-Jan-2019

Day Change Summary
	Previous	Current
	14-Jan-2019	15-Jan-2019	Change	Change %	Previous Week
Open	0.7561	0.7566	0.0005	0.1%	0.7501
High	0.7566	0.7585	0.0019	0.3%	0.7611
Low	0.7553	0.7554	0.0001	0.0%	0.7501
Close	0.7564	0.7556	-0.0008	-0.1%	0.7562
Range	0.0013	0.0031	0.0018	138.5%	0.0110
ATR	0.0039	0.0039	-0.0001	-1.5%	0.0000
Volume	58	32	-26	-44.8%	382

Daily Pivots for day following 15-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7638	0.7573
R3	0.7627	0.7607	0.7564
R2	0.7596	0.7596	0.7561
R1	0.7576	0.7576	0.7558	0.7570
PP	0.7565	0.7565	0.7565	0.7562
S1	0.7545	0.7545	0.7553	0.7539
S2	0.7534	0.7534	0.7550
S3	0.7503	0.7514	0.7547
S4	0.7472	0.7483	0.7538

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	0.7553	0.0058	0.8%	0.0031	0.4%	5%	False	False	78
10	0.7611	0.7350	0.0261	3.4%	0.0043	0.6%	79%	False	False	84
20	0.7611	0.7347	0.0264	3.5%	0.0037	0.5%	79%	False	False	94
40	0.7643	0.7347	0.0296	3.9%	0.0034	0.5%	70%	False	False	94
60	0.7726	0.7347	0.0379	5.0%	0.0029	0.4%	55%	False	False	69
80	0.7857	0.7347	0.0510	6.8%	0.0026	0.3%	41%	False	False	54
100	0.7857	0.7347	0.0510	6.8%	0.0024	0.3%	41%	False	False	45
120	0.7857	0.7347	0.0510	6.8%	0.0022	0.3%	41%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7716
2.618	0.7666
1.618	0.7635
1.000	0.7616
0.618	0.7604
HIGH	0.7585
0.618	0.7573
0.500	0.7569
0.382	0.7565
LOW	0.7554
0.618	0.7534
1.000	0.7523
1.618	0.7503
2.618	0.7472
4.250	0.7422

Fisher Pivots for day following 15-Jan-2019
Pivot	1 day	3 day
R1	0.7569	0.7581
PP	0.7565	0.7572
S1	0.7560	0.7564

Download as Excel Spreadsheet

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

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