CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 25-Feb-2019

Day Change Summary
	Previous	Current
	22-Feb-2019	25-Feb-2019	Change	Change %	Previous Week
Open	0.7578	0.7636	0.0058	0.8%	0.7574
High	0.7633	0.7646	0.0013	0.2%	0.7633
Low	0.7575	0.7598	0.0022	0.3%	0.7554
Close	0.7632	0.7599	-0.0033	-0.4%	0.7632
Range	0.0058	0.0049	-0.0009	-15.7%	0.0079
ATR	0.0042	0.0042	0.0000	1.1%	0.0000
Volume	167	1,409	1,242	743.7%	5,023

Daily Pivots for day following 25-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7760	0.7728	0.7626
R3	0.7711	0.7679	0.7612
R2	0.7663	0.7663	0.7608
R1	0.7631	0.7631	0.7603	0.7623
PP	0.7614	0.7614	0.7614	0.7610
S1	0.7582	0.7582	0.7595	0.7574
S2	0.7566	0.7566	0.7590
S3	0.7517	0.7534	0.7586
S4	0.7469	0.7485	0.7572

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7816	0.7675
R3	0.7764	0.7737	0.7653
R2	0.7685	0.7685	0.7646
R1	0.7658	0.7658	0.7639	0.7672
PP	0.7606	0.7606	0.7606	0.7613
S1	0.7579	0.7579	0.7624	0.7593
S2	0.7527	0.7527	0.7617
S3	0.7448	0.7500	0.7610
S4	0.7369	0.7421	0.7588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7646	0.7554	0.0093	1.2%	0.0044	0.6%	49%	True	False	1,286
10	0.7646	0.7517	0.0129	1.7%	0.0041	0.5%	64%	True	False	730
20	0.7675	0.7517	0.0158	2.1%	0.0041	0.5%	52%	False	False	459
40	0.7675	0.7347	0.0328	4.3%	0.0040	0.5%	77%	False	False	275
60	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	77%	False	False	226
80	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	77%	False	False	173
100	0.7841	0.7347	0.0494	6.5%	0.0030	0.4%	51%	False	False	142
120	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	49%	False	False	120

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	True
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7852
2.618	0.7773
1.618	0.7724
1.000	0.7695
0.618	0.7676
HIGH	0.7646
0.618	0.7627
0.500	0.7622
0.382	0.7616
LOW	0.7598
0.618	0.7568
1.000	0.7549
1.618	0.7519
2.618	0.7471
4.250	0.7391

Fisher Pivots for day following 25-Feb-2019
Pivot	1 day	3 day
R1	0.7622	0.7611
PP	0.7614	0.7607
S1	0.7607	0.7603

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

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