CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 08-Feb-2019

Day Change Summary
	Previous	Current
	07-Feb-2019	08-Feb-2019	Change	Change %	Previous Week
Open	0.7578	0.7532	-0.0046	-0.6%	0.7660
High	0.7580	0.7578	-0.0002	0.0%	0.7664
Low	0.7532	0.7525	-0.0007	-0.1%	0.7525
Close	0.7540	0.7558	0.0018	0.2%	0.7558
Range	0.0048	0.0052	0.0005	10.5%	0.0138
ATR	0.0041	0.0042	0.0001	2.0%	0.0000
Volume	179	387	208	116.2%	1,118

Daily Pivots for day following 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7687	0.7587
R3	0.7658	0.7634	0.7572
R2	0.7606	0.7606	0.7568
R1	0.7582	0.7582	0.7563	0.7594
PP	0.7554	0.7554	0.7554	0.7560
S1	0.7530	0.7530	0.7553	0.7542
S2	0.7501	0.7501	0.7548
S3	0.7449	0.7477	0.7544
S4	0.7396	0.7425	0.7529

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7916	0.7634
R3	0.7859	0.7778	0.7596
R2	0.7721	0.7721	0.7583
R1	0.7639	0.7639	0.7571	0.7611
PP	0.7582	0.7582	0.7582	0.7568
S1	0.7501	0.7501	0.7545	0.7472
S2	0.7444	0.7444	0.7533
S3	0.7305	0.7362	0.7520
S4	0.7167	0.7224	0.7482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7664	0.7525	0.0138	1.8%	0.0040	0.5%	24%	False	True	223
10	0.7675	0.7525	0.0150	2.0%	0.0040	0.5%	22%	False	True	187
20	0.7675	0.7504	0.0171	2.3%	0.0038	0.5%	32%	False	False	143
40	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	64%	False	False	126
60	0.7675	0.7347	0.0328	4.3%	0.0035	0.5%	64%	False	False	108
80	0.7765	0.7347	0.0418	5.5%	0.0030	0.4%	50%	False	False	85
100	0.7857	0.7347	0.0510	6.7%	0.0027	0.4%	41%	False	False	70
120	0.7857	0.7347	0.0510	6.7%	0.0026	0.3%	41%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7715
1.618	0.7662
1.000	0.7630
0.618	0.7610
HIGH	0.7578
0.618	0.7557
0.500	0.7551
0.382	0.7545
LOW	0.7525
0.618	0.7493
1.000	0.7473
1.618	0.7440
2.618	0.7388
4.250	0.7302

Fisher Pivots for day following 08-Feb-2019
Pivot	1 day	3 day
R1	0.7556	0.7583
PP	0.7554	0.7574
S1	0.7551	0.7566

Download as Excel Spreadsheet

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

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