CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 16-Jan-2019

Day Change Summary
	Previous	Current
	15-Jan-2019	16-Jan-2019	Change	Change %	Previous Week
Open	0.7566	0.7562	-0.0003	0.0%	0.7501
High	0.7585	0.7577	-0.0008	-0.1%	0.7611
Low	0.7554	0.7559	0.0006	0.1%	0.7501
Close	0.7556	0.7574	0.0018	0.2%	0.7562
Range	0.0031	0.0018	-0.0013	-41.9%	0.0110
ATR	0.0039	0.0037	-0.0001	-3.2%	0.0000
Volume	32	46	14	43.8%	382

Daily Pivots for day following 16-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7624	0.7617	0.7583
R3	0.7606	0.7599	0.7578
R2	0.7588	0.7588	0.7577
R1	0.7581	0.7581	0.7575	0.7584
PP	0.7570	0.7570	0.7570	0.7572
S1	0.7563	0.7563	0.7572	0.7566
S2	0.7552	0.7552	0.7570
S3	0.7534	0.7545	0.7569
S4	0.7516	0.7527	0.7564

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	0.7609	0.7553	0.0056	0.7%	0.0027	0.4%	38%	False	False	52
10	0.7611	0.7350	0.0261	3.4%	0.0040	0.5%	86%	False	False	83
20	0.7611	0.7347	0.0264	3.5%	0.0037	0.5%	86%	False	False	93
40	0.7621	0.7347	0.0274	3.6%	0.0034	0.5%	83%	False	False	96
60	0.7726	0.7347	0.0379	5.0%	0.0029	0.4%	60%	False	False	70
80	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	44%	False	False	54
100	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	44%	False	False	45
120	0.7857	0.7347	0.0510	6.7%	0.0022	0.3%	44%	False	False	38

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

Fibonacci Retracements and Extensions
4.250	0.7653
2.618	0.7624
1.618	0.7606
1.000	0.7595
0.618	0.7588
HIGH	0.7577
0.618	0.7570
0.500	0.7568
0.382	0.7566
LOW	0.7559
0.618	0.7548
1.000	0.7541
1.618	0.7530
2.618	0.7512
4.250	0.7483

Fisher Pivots for day following 16-Jan-2019
Pivot	1 day	3 day
R1	0.7572	0.7572
PP	0.7570	0.7570
S1	0.7568	0.7569

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

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