CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 28-Jan-2019

Day Change Summary
	Previous	Current
	25-Jan-2019	28-Jan-2019	Change	Change %	Previous Week
Open	0.7534	0.7595	0.0061	0.8%	0.7563
High	0.7589	0.7598	0.0010	0.1%	0.7589
Low	0.7514	0.7555	0.0041	0.5%	0.7504
Close	0.7584	0.7568	-0.0016	-0.2%	0.7584
Range	0.0074	0.0043	-0.0031	-42.3%	0.0084
ATR	0.0039	0.0039	0.0000	0.8%	0.0000
Volume	105	91	-14	-13.3%	581

Daily Pivots for day following 28-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7678	0.7592
R3	0.7660	0.7635	0.7580
R2	0.7617	0.7617	0.7576
R1	0.7592	0.7592	0.7572	0.7583
PP	0.7574	0.7574	0.7574	0.7569
S1	0.7549	0.7549	0.7564	0.7540
S2	0.7531	0.7531	0.7560
S3	0.7488	0.7506	0.7556
S4	0.7445	0.7463	0.7544

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	0.7598	0.7504	0.0094	1.2%	0.0043	0.6%	68%	True	False	134
10	0.7598	0.7504	0.0094	1.2%	0.0035	0.5%	68%	True	False	98
20	0.7611	0.7347	0.0264	3.5%	0.0039	0.5%	84%	False	False	92
40	0.7617	0.7347	0.0270	3.6%	0.0035	0.5%	82%	False	False	109
60	0.7675	0.7347	0.0328	4.3%	0.0032	0.4%	67%	False	False	80
80	0.7841	0.7347	0.0494	6.5%	0.0028	0.4%	45%	False	False	64
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	43%	False	False	53
120	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	43%	False	False	45

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	False
Bear Hook	False
Bull Hook	True
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7711
1.618	0.7668
1.000	0.7641
0.618	0.7625
HIGH	0.7598
0.618	0.7582
0.500	0.7577
0.382	0.7571
LOW	0.7555
0.618	0.7528
1.000	0.7512
1.618	0.7485
2.618	0.7442
4.250	0.7372

Fisher Pivots for day following 28-Jan-2019
Pivot	1 day	3 day
R1	0.7577	0.7562
PP	0.7574	0.7557
S1	0.7571	0.7551

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

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