CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 25-Jan-2019

Day Change Summary
	Previous	Current
	24-Jan-2019	25-Jan-2019	Change	Change %	Previous Week
Open	0.7520	0.7534	0.0014	0.2%	0.7563
High	0.7524	0.7589	0.0065	0.9%	0.7589
Low	0.7504	0.7514	0.0010	0.1%	0.7504
Close	0.7515	0.7584	0.0070	0.9%	0.7584
Range	0.0020	0.0074	0.0055	272.5%	0.0084
ATR	0.0036	0.0039	0.0003	7.6%	0.0000
Volume	106	105	-1	-0.9%	581

Daily Pivots for day following 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7759	0.7625
R3	0.7711	0.7685	0.7604
R2	0.7637	0.7637	0.7598
R1	0.7610	0.7610	0.7591	0.7624
PP	0.7562	0.7562	0.7562	0.7569
S1	0.7536	0.7536	0.7577	0.7549
S2	0.7488	0.7488	0.7570
S3	0.7413	0.7461	0.7564
S4	0.7339	0.7387	0.7543

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7812	0.7783	0.7630
R3	0.7728	0.7698	0.7607
R2	0.7643	0.7643	0.7599
R1	0.7614	0.7614	0.7592	0.7629
PP	0.7559	0.7559	0.7559	0.7566
S1	0.7529	0.7529	0.7576	0.7544
S2	0.7474	0.7474	0.7569
S3	0.7390	0.7445	0.7561
S4	0.7305	0.7360	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7589	0.7504	0.0084	1.1%	0.0041	0.5%	95%	True	False	129
10	0.7609	0.7504	0.0104	1.4%	0.0035	0.5%	77%	False	False	100
20	0.7611	0.7347	0.0264	3.5%	0.0039	0.5%	90%	False	False	92
40	0.7617	0.7347	0.0270	3.6%	0.0035	0.5%	88%	False	False	110
60	0.7675	0.7347	0.0328	4.3%	0.0031	0.4%	72%	False	False	78
80	0.7841	0.7347	0.0494	6.5%	0.0028	0.4%	48%	False	False	63
100	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	46%	False	False	52
120	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	46%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7905
2.618	0.7784
1.618	0.7709
1.000	0.7663
0.618	0.7635
HIGH	0.7589
0.618	0.7560
0.500	0.7551
0.382	0.7542
LOW	0.7514
0.618	0.7468
1.000	0.7440
1.618	0.7393
2.618	0.7319
4.250	0.7197

Fisher Pivots for day following 25-Jan-2019
Pivot	1 day	3 day
R1	0.7573	0.7571
PP	0.7562	0.7559
S1	0.7551	0.7546

Download as Excel Spreadsheet

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

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