CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 30-Jan-2019

Day Change Summary
	Previous	Current
	29-Jan-2019	30-Jan-2019	Change	Change %	Previous Week
Open	0.7567	0.7569	0.0002	0.0%	0.7563
High	0.7572	0.7642	0.0070	0.9%	0.7589
Low	0.7552	0.7568	0.0016	0.2%	0.7504
Close	0.7552	0.7642	0.0090	1.2%	0.7584
Range	0.0020	0.0074	0.0054	267.5%	0.0084
ATR	0.0038	0.0041	0.0004	9.8%	0.0000
Volume	40	173	133	332.5%	581

Daily Pivots for day following 30-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7838	0.7813	0.7682
R3	0.7764	0.7740	0.7662
R2	0.7691	0.7691	0.7655
R1	0.7666	0.7666	0.7648	0.7678
PP	0.7617	0.7617	0.7617	0.7623
S1	0.7593	0.7593	0.7635	0.7605
S2	0.7543	0.7543	0.7628
S3	0.7470	0.7519	0.7621
S4	0.7396	0.7445	0.7601

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	0.7642	0.7504	0.0138	1.8%	0.0046	0.6%	100%	True	False	103
10	0.7642	0.7504	0.0138	1.8%	0.0040	0.5%	100%	True	False	110
20	0.7642	0.7350	0.0292	3.8%	0.0041	0.5%	100%	True	False	97
40	0.7642	0.7347	0.0295	3.9%	0.0037	0.5%	100%	True	False	114
60	0.7674	0.7347	0.0327	4.3%	0.0033	0.4%	90%	False	False	83
80	0.7772	0.7347	0.0425	5.6%	0.0029	0.4%	69%	False	False	66
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	58%	False	False	54
120	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	58%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7954
2.618	0.7834
1.618	0.7760
1.000	0.7715
0.618	0.7687
HIGH	0.7642
0.618	0.7613
0.500	0.7605
0.382	0.7596
LOW	0.7568
0.618	0.7523
1.000	0.7494
1.618	0.7449
2.618	0.7376
4.250	0.7256

Fisher Pivots for day following 30-Jan-2019
Pivot	1 day	3 day
R1	0.7629	0.7627
PP	0.7617	0.7612
S1	0.7605	0.7597

Download as Excel Spreadsheet

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

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