CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 15-Feb-2019

Day Change Summary
	Previous	Current
	14-Feb-2019	15-Feb-2019	Change	Change %	Previous Week
Open	0.7560	0.7538	-0.0023	-0.3%	0.7552
High	0.7577	0.7570	-0.0007	-0.1%	0.7597
Low	0.7517	0.7537	0.0020	0.3%	0.7517
Close	0.7550	0.7568	0.0018	0.2%	0.7568
Range	0.0060	0.0033	-0.0027	-44.5%	0.0080
ATR	0.0041	0.0041	-0.0001	-1.5%	0.0000
Volume	137	125	-12	-8.8%	873

Daily Pivots for day following 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7657	0.7646	0.7586
R3	0.7624	0.7613	0.7577
R2	0.7591	0.7591	0.7574
R1	0.7580	0.7580	0.7571	0.7585
PP	0.7558	0.7558	0.7558	0.7561
S1	0.7547	0.7547	0.7565	0.7553
S2	0.7525	0.7525	0.7562
S3	0.7492	0.7514	0.7559
S4	0.7459	0.7481	0.7550

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7764	0.7612
R3	0.7721	0.7684	0.7590
R2	0.7641	0.7641	0.7583
R1	0.7604	0.7604	0.7575	0.7623
PP	0.7561	0.7561	0.7561	0.7570
S1	0.7524	0.7524	0.7561	0.7543
S2	0.7481	0.7481	0.7553
S3	0.7401	0.7444	0.7546
S4	0.7321	0.7364	0.7524

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%	0.0038	0.5%	64%	False	False	174
10	0.7664	0.7517	0.0147	1.9%	0.0039	0.5%	35%	False	False	199
20	0.7675	0.7504	0.0171	2.3%	0.0040	0.5%	37%	False	False	169
40	0.7675	0.7347	0.0328	4.3%	0.0038	0.5%	67%	False	False	132
60	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	67%	False	False	122
80	0.7726	0.7347	0.0379	5.0%	0.0032	0.4%	58%	False	False	96
100	0.7857	0.7347	0.0510	6.7%	0.0029	0.4%	43%	False	False	78
120	0.7857	0.7347	0.0510	6.7%	0.0027	0.4%	43%	False	False	67

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

Fibonacci Retracements and Extensions
4.250	0.7710
2.618	0.7656
1.618	0.7623
1.000	0.7603
0.618	0.7590
HIGH	0.7570
0.618	0.7557
0.500	0.7554
0.382	0.7550
LOW	0.7537
0.618	0.7517
1.000	0.7504
1.618	0.7484
2.618	0.7451
4.250	0.7397

Fisher Pivots for day following 15-Feb-2019
Pivot	1 day	3 day
R1	0.7563	0.7564
PP	0.7558	0.7561
S1	0.7554	0.7557

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

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