CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 11-Feb-2019

Day Change Summary
	Previous	Current
	08-Feb-2019	11-Feb-2019	Change	Change %	Previous Week
Open	0.7532	0.7552	0.0020	0.3%	0.7660
High	0.7578	0.7558	-0.0020	-0.3%	0.7664
Low	0.7525	0.7533	0.0008	0.1%	0.7525
Close	0.7558	0.7542	-0.0017	-0.2%	0.7558
Range	0.0052	0.0025	-0.0027	-52.4%	0.0138
ATR	0.0042	0.0041	-0.0001	-2.8%	0.0000
Volume	387	182	-205	-53.0%	1,118

Daily Pivots for day following 11-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7619	0.7605	0.7555
R3	0.7594	0.7580	0.7548
R2	0.7569	0.7569	0.7546
R1	0.7555	0.7555	0.7544	0.7550
PP	0.7544	0.7544	0.7544	0.7541
S1	0.7530	0.7530	0.7539	0.7525
S2	0.7519	0.7519	0.7537
S3	0.7494	0.7505	0.7535
S4	0.7469	0.7480	0.7528

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	0.7654	0.7525	0.0129	1.7%	0.0039	0.5%	13%	False	False	247
10	0.7675	0.7525	0.0150	2.0%	0.0039	0.5%	11%	False	False	196
20	0.7675	0.7504	0.0171	2.3%	0.0037	0.5%	22%	False	False	147
40	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	59%	False	False	124
60	0.7675	0.7347	0.0328	4.3%	0.0035	0.5%	59%	False	False	111
80	0.7726	0.7347	0.0379	5.0%	0.0031	0.4%	51%	False	False	87
100	0.7857	0.7347	0.0510	6.8%	0.0028	0.4%	38%	False	False	72
120	0.7857	0.7347	0.0510	6.8%	0.0026	0.3%	38%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7664
2.618	0.7623
1.618	0.7598
1.000	0.7583
0.618	0.7573
HIGH	0.7558
0.618	0.7548
0.500	0.7545
0.382	0.7542
LOW	0.7533
0.618	0.7517
1.000	0.7508
1.618	0.7492
2.618	0.7467
4.250	0.7426

Fisher Pivots for day following 11-Feb-2019
Pivot	1 day	3 day
R1	0.7545	0.7552
PP	0.7544	0.7549
S1	0.7543	0.7545

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

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