CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 04-Feb-2019

Day Change Summary
	Previous	Current
	01-Feb-2019	04-Feb-2019	Change	Change %	Previous Week
Open	0.7629	0.7660	0.0031	0.4%	0.7595
High	0.7675	0.7664	-0.0012	-0.1%	0.7675
Low	0.7629	0.7634	0.0005	0.1%	0.7552
Close	0.7664	0.7644	-0.0021	-0.3%	0.7664
Range	0.0046	0.0029	-0.0017	-35.9%	0.0123
ATR	0.0040	0.0040	-0.0001	-1.8%	0.0000
Volume	93	62	-31	-33.3%	757

Daily Pivots for day following 04-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7719	0.7660
R3	0.7706	0.7689	0.7652
R2	0.7676	0.7676	0.7649
R1	0.7660	0.7660	0.7646	0.7654
PP	0.7647	0.7647	0.7647	0.7644
S1	0.7631	0.7631	0.7641	0.7624
S2	0.7618	0.7618	0.7638
S3	0.7588	0.7601	0.7635
S4	0.7559	0.7572	0.7627

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7955	0.7732
R3	0.7876	0.7832	0.7698
R2	0.7753	0.7753	0.7687
R1	0.7709	0.7709	0.7675	0.7731
PP	0.7630	0.7630	0.7630	0.7642
S1	0.7586	0.7586	0.7653	0.7608
S2	0.7507	0.7507	0.7641
S3	0.7384	0.7463	0.7630
S4	0.7261	0.7340	0.7596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7675	0.7552	0.0123	1.6%	0.0038	0.5%	74%	False	False	145
10	0.7675	0.7504	0.0171	2.2%	0.0041	0.5%	82%	False	False	140
20	0.7675	0.7501	0.0174	2.3%	0.0036	0.5%	82%	False	False	104
40	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	90%	False	False	122
60	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	90%	False	False	91
80	0.7765	0.7347	0.0418	5.5%	0.0030	0.4%	71%	False	False	72
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	58%	False	False	59
120	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	58%	False	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7741
1.618	0.7711
1.000	0.7693
0.618	0.7682
HIGH	0.7664
0.618	0.7652
0.500	0.7649
0.382	0.7645
LOW	0.7634
0.618	0.7616
1.000	0.7605
1.618	0.7586
2.618	0.7557
4.250	0.7509

Fisher Pivots for day following 04-Feb-2019
Pivot	1 day	3 day
R1	0.7649	0.7649
PP	0.7647	0.7647
S1	0.7645	0.7645

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

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