CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 20-Feb-2019

Day Change Summary
	Previous	Current
	19-Feb-2019	20-Feb-2019	Change	Change %	Previous Week
Open	0.7574	0.7590	0.0017	0.2%	0.7552
High	0.7593	0.7626	0.0033	0.4%	0.7597
Low	0.7554	0.7590	0.0037	0.5%	0.7517
Close	0.7590	0.7624	0.0033	0.4%	0.7568
Range	0.0040	0.0036	-0.0004	-8.9%	0.0080
ATR	0.0041	0.0040	0.0000	-0.8%	0.0000
Volume	295	4,451	4,156	1,408.8%	873

Daily Pivots for day following 20-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7721	0.7708	0.7643
R3	0.7685	0.7672	0.7633
R2	0.7649	0.7649	0.7630
R1	0.7636	0.7636	0.7627	0.7643
PP	0.7613	0.7613	0.7613	0.7616
S1	0.7600	0.7600	0.7620	0.7607
S2	0.7577	0.7577	0.7617
S3	0.7541	0.7564	0.7614
S4	0.7505	0.7528	0.7604

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	0.7626	0.7517	0.0109	1.4%	0.0040	0.5%	98%	True	False	1,067
10	0.7640	0.7517	0.0123	1.6%	0.0041	0.5%	87%	False	False	649
20	0.7675	0.7504	0.0171	2.2%	0.0040	0.5%	70%	False	False	390
40	0.7675	0.7347	0.0328	4.3%	0.0038	0.5%	84%	False	False	242
60	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	84%	False	False	200
80	0.7697	0.7347	0.0350	4.6%	0.0033	0.4%	79%	False	False	153
100	0.7857	0.7347	0.0510	6.7%	0.0029	0.4%	54%	False	False	126
120	0.7857	0.7347	0.0510	6.7%	0.0027	0.4%	54%	False	False	106

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7720
1.618	0.7684
1.000	0.7662
0.618	0.7648
HIGH	0.7626
0.618	0.7612
0.500	0.7608
0.382	0.7604
LOW	0.7590
0.618	0.7568
1.000	0.7554
1.618	0.7532
2.618	0.7496
4.250	0.7437

Fisher Pivots for day following 20-Feb-2019
Pivot	1 day	3 day
R1	0.7618	0.7610
PP	0.7613	0.7596
S1	0.7608	0.7582

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

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