CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	0.7562	0.7556	-0.0006	-0.1%	0.7561
High	0.7572	0.7580	0.0008	0.1%	0.7585
Low	0.7537	0.7547	0.0010	0.1%	0.7537
Close	0.7562	0.7561	-0.0002	0.0%	0.7561
Range	0.0035	0.0033	-0.0002	-4.4%	0.0047
ATR	0.0037	0.0037	0.0000	-0.8%	0.0000
Volume	109	68	-41	-37.6%	313

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7644	0.7579
R3	0.7628	0.7611	0.7570
R2	0.7595	0.7595	0.7567
R1	0.7578	0.7578	0.7564	0.7587
PP	0.7563	0.7563	0.7563	0.7567
S1	0.7545	0.7545	0.7557	0.7554
S2	0.7530	0.7530	0.7554
S3	0.7497	0.7512	0.7551
S4	0.7464	0.7479	0.7542

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7679	0.7587
R3	0.7656	0.7632	0.7574
R2	0.7608	0.7608	0.7569
R1	0.7584	0.7584	0.7565	0.7573
PP	0.7561	0.7561	0.7561	0.7555
S1	0.7537	0.7537	0.7556	0.7525
S2	0.7513	0.7513	0.7552
S3	0.7466	0.7489	0.7547
S4	0.7418	0.7442	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7585	0.7537	0.0047	0.6%	0.0026	0.3%	49%	False	False	62
10	0.7611	0.7501	0.0110	1.4%	0.0032	0.4%	54%	False	False	69
20	0.7611	0.7347	0.0264	3.5%	0.0036	0.5%	81%	False	False	90
40	0.7617	0.7347	0.0270	3.6%	0.0034	0.4%	79%	False	False	98
60	0.7726	0.7347	0.0379	5.0%	0.0030	0.4%	56%	False	False	71
80	0.7857	0.7347	0.0510	6.7%	0.0027	0.4%	42%	False	False	56
100	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	42%	False	False	47
120	0.7857	0.7347	0.0510	6.7%	0.0023	0.3%	42%	False	False	40

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7720
2.618	0.7666
1.618	0.7633
1.000	0.7613
0.618	0.7600
HIGH	0.7580
0.618	0.7567
0.500	0.7564
0.382	0.7560
LOW	0.7547
0.618	0.7527
1.000	0.7514
1.618	0.7494
2.618	0.7461
4.250	0.7407

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	0.7564	0.7560
PP	0.7563	0.7559
S1	0.7562	0.7559

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

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