CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 31-Jan-2019

Day Change Summary
	Previous	Current
	30-Jan-2019	31-Jan-2019	Change	Change %	Previous Week
Open	0.7569	0.7635	0.0067	0.9%	0.7563
High	0.7642	0.7644	0.0002	0.0%	0.7589
Low	0.7568	0.7622	0.0054	0.7%	0.7504
Close	0.7642	0.7641	-0.0001	0.0%	0.7584
Range	0.0074	0.0021	-0.0052	-70.8%	0.0084
ATR	0.0041	0.0040	-0.0001	-3.4%	0.0000
Volume	173	360	187	108.1%	581

Daily Pivots for day following 31-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7692	0.7652
R3	0.7678	0.7670	0.7646
R2	0.7657	0.7657	0.7644
R1	0.7649	0.7649	0.7642	0.7653
PP	0.7635	0.7635	0.7635	0.7637
S1	0.7627	0.7627	0.7639	0.7631
S2	0.7614	0.7614	0.7637
S3	0.7592	0.7606	0.7635
S4	0.7571	0.7584	0.7629

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	0.7644	0.7514	0.0129	1.7%	0.0047	0.6%	98%	True	False	153
10	0.7644	0.7504	0.0139	1.8%	0.0040	0.5%	98%	True	False	142
20	0.7644	0.7350	0.0294	3.8%	0.0040	0.5%	99%	True	False	113
40	0.7644	0.7347	0.0297	3.9%	0.0037	0.5%	99%	True	False	122
60	0.7674	0.7347	0.0327	4.3%	0.0033	0.4%	90%	False	False	89
80	0.7765	0.7347	0.0418	5.5%	0.0029	0.4%	70%	False	False	70
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	58%	False	False	58
120	0.7857	0.7347	0.0510	6.7%	0.0024	0.3%	58%	False	False	50

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	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7735
2.618	0.7700
1.618	0.7678
1.000	0.7665
0.618	0.7657
HIGH	0.7644
0.618	0.7635
0.500	0.7633
0.382	0.7630
LOW	0.7622
0.618	0.7609
1.000	0.7601
1.618	0.7587
2.618	0.7566
4.250	0.7531

Fisher Pivots for day following 31-Jan-2019
Pivot	1 day	3 day
R1	0.7638	0.7626
PP	0.7635	0.7612
S1	0.7633	0.7598

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

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