CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 22-Jan-2019

Day Change Summary
	Previous	Current
	18-Jan-2019	22-Jan-2019	Change	Change %	Previous Week
Open	0.7556	0.7563	0.0007	0.1%	0.7561
High	0.7580	0.7563	-0.0017	-0.2%	0.7585
Low	0.7547	0.7515	-0.0032	-0.4%	0.7537
Close	0.7561	0.7516	-0.0045	-0.6%	0.7561
Range	0.0033	0.0048	0.0015	45.5%	0.0047
ATR	0.0037	0.0038	0.0001	2.1%	0.0000
Volume	68	272	204	300.0%	313

Daily Pivots for day following 22-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7643	0.7542
R3	0.7627	0.7595	0.7529
R2	0.7579	0.7579	0.7524
R1	0.7547	0.7547	0.7520	0.7539
PP	0.7531	0.7531	0.7531	0.7527
S1	0.7499	0.7499	0.7511	0.7491
S2	0.7483	0.7483	0.7507
S3	0.7435	0.7451	0.7502
S4	0.7387	0.7403	0.7489

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	0.7515	0.0070	0.9%	0.0033	0.4%	1%	False	True	105
10	0.7611	0.7515	0.0096	1.3%	0.0031	0.4%	1%	False	True	92
20	0.7611	0.7347	0.0264	3.5%	0.0037	0.5%	64%	False	False	94
40	0.7617	0.7347	0.0270	3.6%	0.0034	0.5%	62%	False	False	104
60	0.7697	0.7347	0.0350	4.7%	0.0030	0.4%	48%	False	False	75
80	0.7857	0.7347	0.0510	6.8%	0.0027	0.4%	33%	False	False	60
100	0.7857	0.7347	0.0510	6.8%	0.0025	0.3%	33%	False	False	49
120	0.7857	0.7347	0.0510	6.8%	0.0023	0.3%	33%	False	False	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7689
1.618	0.7641
1.000	0.7611
0.618	0.7593
HIGH	0.7563
0.618	0.7545
0.500	0.7539
0.382	0.7533
LOW	0.7515
0.618	0.7485
1.000	0.7467
1.618	0.7437
2.618	0.7389
4.250	0.7311

Fisher Pivots for day following 22-Jan-2019
Pivot	1 day	3 day
R1	0.7539	0.7548
PP	0.7531	0.7537
S1	0.7523	0.7526

Download as Excel Spreadsheet

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

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