CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 21-Feb-2019

Day Change Summary
	Previous	Current
	20-Feb-2019	21-Feb-2019	Change	Change %	Previous Week
Open	0.7590	0.7604	0.0014	0.2%	0.7552
High	0.7626	0.7617	-0.0009	-0.1%	0.7597
Low	0.7590	0.7580	-0.0010	-0.1%	0.7517
Close	0.7624	0.7583	-0.0041	-0.5%	0.7568
Range	0.0036	0.0037	0.0001	2.8%	0.0080
ATR	0.0040	0.0041	0.0000	0.5%	0.0000
Volume	4,451	110	-4,341	-97.5%	873

Daily Pivots for day following 21-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7680	0.7603
R3	0.7667	0.7643	0.7593
R2	0.7630	0.7630	0.7589
R1	0.7606	0.7606	0.7586	0.7600
PP	0.7593	0.7593	0.7593	0.7590
S1	0.7569	0.7569	0.7579	0.7563
S2	0.7556	0.7556	0.7576
S3	0.7519	0.7532	0.7572
S4	0.7482	0.7495	0.7562

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%	0.0041	0.5%	60%	False	False	1,023
10	0.7626	0.7517	0.0109	1.4%	0.0040	0.5%	60%	False	False	629
20	0.7675	0.7504	0.0171	2.3%	0.0040	0.5%	46%	False	False	390
40	0.7675	0.7347	0.0328	4.3%	0.0038	0.5%	72%	False	False	241
60	0.7675	0.7347	0.0328	4.3%	0.0036	0.5%	72%	False	False	200
80	0.7675	0.7347	0.0328	4.3%	0.0033	0.4%	72%	False	False	155
100	0.7857	0.7347	0.0510	6.7%	0.0030	0.4%	46%	False	False	127
120	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	46%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7714
1.618	0.7677
1.000	0.7654
0.618	0.7640
HIGH	0.7617
0.618	0.7603
0.500	0.7599
0.382	0.7594
LOW	0.7580
0.618	0.7557
1.000	0.7543
1.618	0.7520
2.618	0.7483
4.250	0.7423

Fisher Pivots for day following 21-Feb-2019
Pivot	1 day	3 day
R1	0.7599	0.7590
PP	0.7593	0.7587
S1	0.7588	0.7585

Download as Excel Spreadsheet

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

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