CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 06-Feb-2019

Day Change Summary
	Previous	Current
	05-Feb-2019	06-Feb-2019	Change	Change %	Previous Week
Open	0.7652	0.7640	-0.0013	-0.2%	0.7595
High	0.7654	0.7640	-0.0014	-0.2%	0.7675
Low	0.7630	0.7594	-0.0037	-0.5%	0.7552
Close	0.7632	0.7597	-0.0035	-0.5%	0.7664
Range	0.0024	0.0047	0.0023	93.7%	0.0123
ATR	0.0039	0.0039	0.0001	1.5%	0.0000
Volume	182	308	126	69.2%	757

Daily Pivots for day following 06-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7720	0.7622
R3	0.7703	0.7673	0.7609
R2	0.7657	0.7657	0.7605
R1	0.7627	0.7627	0.7601	0.7618
PP	0.7610	0.7610	0.7610	0.7606
S1	0.7580	0.7580	0.7592	0.7572
S2	0.7563	0.7563	0.7588
S3	0.7517	0.7533	0.7584
S4	0.7470	0.7487	0.7571

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	0.7594	0.0082	1.1%	0.0033	0.4%	4%	False	True	201
10	0.7675	0.7504	0.0171	2.3%	0.0040	0.5%	54%	False	False	152
20	0.7675	0.7504	0.0171	2.3%	0.0036	0.5%	54%	False	False	125
40	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	76%	False	False	127
60	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	76%	False	False	99
80	0.7765	0.7347	0.0418	5.5%	0.0030	0.4%	60%	False	False	78
100	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	49%	False	False	64
120	0.7857	0.7347	0.0510	6.7%	0.0025	0.3%	49%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7762
1.618	0.7715
1.000	0.7687
0.618	0.7669
HIGH	0.7640
0.618	0.7622
0.500	0.7617
0.382	0.7611
LOW	0.7594
0.618	0.7565
1.000	0.7547
1.618	0.7518
2.618	0.7472
4.250	0.7396

Fisher Pivots for day following 06-Feb-2019
Pivot	1 day	3 day
R1	0.7617	0.7629
PP	0.7610	0.7618
S1	0.7603	0.7607

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

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