CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 17-Jan-2019

Day Change Summary
	Previous	Current
	16-Jan-2019	17-Jan-2019	Change	Change %	Previous Week
Open	0.7562	0.7562	0.0000	0.0%	0.7501
High	0.7577	0.7572	-0.0005	-0.1%	0.7611
Low	0.7559	0.7537	-0.0022	-0.3%	0.7501
Close	0.7574	0.7562	-0.0011	-0.2%	0.7562
Range	0.0018	0.0035	0.0017	91.7%	0.0110
ATR	0.0037	0.0037	0.0000	-0.2%	0.0000
Volume	46	109	63	137.0%	382

Daily Pivots for day following 17-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7646	0.7581
R3	0.7626	0.7611	0.7571
R2	0.7591	0.7591	0.7568
R1	0.7577	0.7577	0.7565	0.7579
PP	0.7557	0.7557	0.7557	0.7558
S1	0.7542	0.7542	0.7559	0.7545
S2	0.7522	0.7522	0.7556
S3	0.7488	0.7508	0.7553
S4	0.7453	0.7473	0.7543

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	0.7537	0.0071	0.9%	0.0029	0.4%	35%	False	True	70
10	0.7611	0.7441	0.0170	2.2%	0.0034	0.5%	71%	False	False	80
20	0.7611	0.7347	0.0264	3.5%	0.0036	0.5%	82%	False	False	94
40	0.7621	0.7347	0.0274	3.6%	0.0035	0.5%	78%	False	False	98
60	0.7726	0.7347	0.0379	5.0%	0.0030	0.4%	57%	False	False	71
80	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	42%	False	False	55
100	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	42%	False	False	46
120	0.7857	0.7347	0.0510	6.7%	0.0022	0.3%	42%	False	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7662
1.618	0.7627
1.000	0.7606
0.618	0.7593
HIGH	0.7572
0.618	0.7558
0.500	0.7554
0.382	0.7550
LOW	0.7537
0.618	0.7516
1.000	0.7503
1.618	0.7481
2.618	0.7447
4.250	0.7390

Fisher Pivots for day following 17-Jan-2019
Pivot	1 day	3 day
R1	0.7559	0.7562
PP	0.7557	0.7561
S1	0.7554	0.7561

Download as Excel Spreadsheet

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

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