CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 23-Jan-2019

Day Change Summary
	Previous	Current
	22-Jan-2019	23-Jan-2019	Change	Change %	Previous Week
Open	0.7563	0.7512	-0.0051	-0.7%	0.7561
High	0.7563	0.7536	-0.0027	-0.4%	0.7585
Low	0.7515	0.7505	-0.0010	-0.1%	0.7537
Close	0.7516	0.7517	0.0001	0.0%	0.7561
Range	0.0048	0.0031	-0.0017	-35.4%	0.0047
ATR	0.0038	0.0037	0.0000	-1.3%	0.0000
Volume	272	98	-174	-64.0%	313

Daily Pivots for day following 23-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7595	0.7534
R3	0.7581	0.7564	0.7525
R2	0.7550	0.7550	0.7522
R1	0.7533	0.7533	0.7519	0.7542
PP	0.7519	0.7519	0.7519	0.7523
S1	0.7502	0.7502	0.7514	0.7511
S2	0.7488	0.7488	0.7511
S3	0.7457	0.7471	0.7508
S4	0.7426	0.7440	0.7499

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	0.7580	0.7505	0.0075	1.0%	0.0033	0.4%	15%	False	True	118
10	0.7611	0.7505	0.0106	1.4%	0.0032	0.4%	11%	False	True	98
20	0.7611	0.7347	0.0264	3.5%	0.0036	0.5%	64%	False	False	91
40	0.7617	0.7347	0.0270	3.6%	0.0034	0.5%	63%	False	False	105
60	0.7675	0.7347	0.0328	4.4%	0.0030	0.4%	52%	False	False	76
80	0.7857	0.7347	0.0510	6.8%	0.0027	0.4%	33%	False	False	61
100	0.7857	0.7347	0.0510	6.8%	0.0025	0.3%	33%	False	False	50
120	0.7857	0.7347	0.0510	6.8%	0.0023	0.3%	33%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7668
2.618	0.7617
1.618	0.7586
1.000	0.7567
0.618	0.7555
HIGH	0.7536
0.618	0.7524
0.500	0.7521
0.382	0.7517
LOW	0.7505
0.618	0.7486
1.000	0.7474
1.618	0.7455
2.618	0.7424
4.250	0.7373

Fisher Pivots for day following 23-Jan-2019
Pivot	1 day	3 day
R1	0.7521	0.7543
PP	0.7519	0.7534
S1	0.7518	0.7525

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

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