CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 07-Feb-2019

Day Change Summary
	Previous	Current
	06-Feb-2019	07-Feb-2019	Change	Change %	Previous Week
Open	0.7640	0.7578	-0.0062	-0.8%	0.7595
High	0.7640	0.7580	-0.0061	-0.8%	0.7675
Low	0.7594	0.7532	-0.0061	-0.8%	0.7552
Close	0.7597	0.7540	-0.0057	-0.7%	0.7664
Range	0.0047	0.0048	0.0001	2.1%	0.0123
ATR	0.0039	0.0041	0.0002	4.6%	0.0000
Volume	308	179	-129	-41.9%	757

Daily Pivots for day following 07-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7664	0.7566
R3	0.7646	0.7617	0.7553
R2	0.7598	0.7598	0.7549
R1	0.7569	0.7569	0.7544	0.7560
PP	0.7551	0.7551	0.7551	0.7546
S1	0.7522	0.7522	0.7536	0.7512
S2	0.7503	0.7503	0.7531
S3	0.7456	0.7474	0.7527
S4	0.7408	0.7427	0.7514

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	0.7532	0.0143	1.9%	0.0039	0.5%	6%	False	True	164
10	0.7675	0.7514	0.0161	2.1%	0.0043	0.6%	16%	False	False	159
20	0.7675	0.7504	0.0171	2.3%	0.0036	0.5%	21%	False	False	125
40	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	59%	False	False	123
60	0.7675	0.7347	0.0328	4.4%	0.0035	0.5%	59%	False	False	102
80	0.7765	0.7347	0.0418	5.5%	0.0030	0.4%	46%	False	False	80
100	0.7857	0.7347	0.0510	6.8%	0.0027	0.4%	38%	False	False	66
120	0.7857	0.7347	0.0510	6.8%	0.0026	0.3%	38%	False	False	57

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7704
1.618	0.7656
1.000	0.7627
0.618	0.7609
HIGH	0.7580
0.618	0.7561
0.500	0.7556
0.382	0.7550
LOW	0.7532
0.618	0.7503
1.000	0.7485
1.618	0.7455
2.618	0.7408
4.250	0.7330

Fisher Pivots for day following 07-Feb-2019
Pivot	1 day	3 day
R1	0.7556	0.7593
PP	0.7551	0.7575
S1	0.7545	0.7558

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

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