CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 28-Feb-2019

Day Change Summary
	Previous	Current
	27-Feb-2019	28-Feb-2019	Change	Change %	Previous Week
Open	0.7625	0.7624	-0.0001	0.0%	0.7574
High	0.7642	0.7629	-0.0013	-0.2%	0.7633
Low	0.7619	0.7592	-0.0027	-0.4%	0.7554
Close	0.7624	0.7629	0.0005	0.1%	0.7632
Range	0.0023	0.0037	0.0015	64.4%	0.0079
ATR	0.0041	0.0041	0.0000	-0.7%	0.0000
Volume	1,418	787	-631	-44.5%	5,023

Daily Pivots for day following 28-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7715	0.7649
R3	0.7691	0.7678	0.7639
R2	0.7654	0.7654	0.7636
R1	0.7641	0.7641	0.7632	0.7648
PP	0.7617	0.7617	0.7617	0.7620
S1	0.7604	0.7604	0.7626	0.7611
S2	0.7580	0.7580	0.7622
S3	0.7543	0.7567	0.7619
S4	0.7506	0.7530	0.7609

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%	76%	False	False	886
10	0.7646	0.7517	0.0129	1.7%	0.0041	0.5%	87%	False	False	954
20	0.7675	0.7517	0.0158	2.1%	0.0039	0.5%	71%	False	False	586
40	0.7675	0.7350	0.0325	4.3%	0.0040	0.5%	86%	False	False	342
60	0.7675	0.7347	0.0328	4.3%	0.0038	0.5%	86%	False	False	271
80	0.7675	0.7347	0.0328	4.3%	0.0034	0.5%	86%	False	False	209
100	0.7772	0.7347	0.0425	5.6%	0.0031	0.4%	66%	False	False	170
120	0.7857	0.7347	0.0510	6.7%	0.0028	0.4%	55%	False	False	143

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7726
1.618	0.7689
1.000	0.7666
0.618	0.7652
HIGH	0.7629
0.618	0.7615
0.500	0.7611
0.382	0.7606
LOW	0.7592
0.618	0.7569
1.000	0.7555
1.618	0.7532
2.618	0.7495
4.250	0.7435

Fisher Pivots for day following 28-Feb-2019
Pivot	1 day	3 day
R1	0.7623	0.7622
PP	0.7617	0.7615
S1	0.7611	0.7608

Download as Excel Spreadsheet

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

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