CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 27-Feb-2019

Day Change Summary
	Previous	Current
	26-Feb-2019	27-Feb-2019	Change	Change %	Previous Week
Open	0.7604	0.7625	0.0022	0.3%	0.7574
High	0.7618	0.7642	0.0024	0.3%	0.7633
Low	0.7575	0.7619	0.0044	0.6%	0.7554
Close	0.7614	0.7624	0.0010	0.1%	0.7632
Range	0.0043	0.0023	-0.0021	-47.7%	0.0079
ATR	0.0042	0.0041	-0.0001	-2.5%	0.0000
Volume	649	1,418	769	118.5%	5,023

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7696	0.7682	0.7636
R3	0.7673	0.7660	0.7630
R2	0.7651	0.7651	0.7628
R1	0.7637	0.7637	0.7626	0.7633
PP	0.7628	0.7628	0.7628	0.7626
S1	0.7615	0.7615	0.7622	0.7610
S2	0.7606	0.7606	0.7620
S3	0.7583	0.7592	0.7618
S4	0.7561	0.7570	0.7612

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	0.7575	0.0071	0.9%	0.0042	0.5%	69%	False	False	750
10	0.7646	0.7517	0.0129	1.7%	0.0041	0.5%	83%	False	False	909
20	0.7675	0.7517	0.0158	2.1%	0.0041	0.5%	68%	False	False	555
40	0.7675	0.7347	0.0328	4.3%	0.0040	0.5%	84%	False	False	324
60	0.7675	0.7347	0.0328	4.3%	0.0037	0.5%	84%	False	False	258
80	0.7675	0.7347	0.0328	4.3%	0.0034	0.4%	84%	False	False	199
100	0.7775	0.7347	0.0428	5.6%	0.0031	0.4%	65%	False	False	162
120	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	54%	False	False	137

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7737
2.618	0.7700
1.618	0.7678
1.000	0.7664
0.618	0.7655
HIGH	0.7642
0.618	0.7633
0.500	0.7630
0.382	0.7628
LOW	0.7619
0.618	0.7605
1.000	0.7597
1.618	0.7583
2.618	0.7560
4.250	0.7523

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	0.7630	0.7620
PP	0.7628	0.7615
S1	0.7626	0.7611

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

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