CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 14-Feb-2019

Day Change Summary
	Previous	Current
	13-Feb-2019	14-Feb-2019	Change	Change %	Previous Week
Open	0.7588	0.7560	-0.0028	-0.4%	0.7660
High	0.7597	0.7577	-0.0021	-0.3%	0.7664
Low	0.7565	0.7517	-0.0048	-0.6%	0.7525
Close	0.7570	0.7550	-0.0019	-0.3%	0.7558
Range	0.0033	0.0060	0.0027	83.1%	0.0138
ATR	0.0040	0.0041	0.0001	3.5%	0.0000
Volume	331	137	-194	-58.6%	1,118

Daily Pivots for day following 14-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7698	0.7583
R3	0.7667	0.7638	0.7566
R2	0.7607	0.7607	0.7561
R1	0.7579	0.7579	0.7555	0.7563
PP	0.7548	0.7548	0.7548	0.7540
S1	0.7519	0.7519	0.7545	0.7504
S2	0.7488	0.7488	0.7539
S3	0.7429	0.7460	0.7534
S4	0.7369	0.7400	0.7517

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	0.7597	0.7517	0.0080	1.1%	0.0042	0.6%	41%	False	True	227
10	0.7675	0.7517	0.0158	2.1%	0.0040	0.5%	21%	False	True	195
20	0.7675	0.7504	0.0171	2.3%	0.0040	0.5%	27%	False	False	169
40	0.7675	0.7347	0.0328	4.3%	0.0039	0.5%	62%	False	False	131
60	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	62%	False	False	120
80	0.7726	0.7347	0.0379	5.0%	0.0032	0.4%	54%	False	False	94
100	0.7857	0.7347	0.0510	6.8%	0.0029	0.4%	40%	False	False	77
120	0.7857	0.7347	0.0510	6.8%	0.0027	0.4%	40%	False	False	66

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	0.0005
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7829
2.618	0.7732
1.618	0.7673
1.000	0.7636
0.618	0.7613
HIGH	0.7577
0.618	0.7554
0.500	0.7547
0.382	0.7540
LOW	0.7517
0.618	0.7480
1.000	0.7457
1.618	0.7421
2.618	0.7361
4.250	0.7264

Fisher Pivots for day following 14-Feb-2019
Pivot	1 day	3 day
R1	0.7549	0.7557
PP	0.7548	0.7555
S1	0.7547	0.7552

Download as Excel Spreadsheet

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

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