CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 05-Mar-2019

Day Change Summary
	Previous	Current
	04-Mar-2019	05-Mar-2019	Change	Change %	Previous Week
Open	0.7548	0.7526	-0.0023	-0.3%	0.7636
High	0.7550	0.7529	-0.0022	-0.3%	0.7646
Low	0.7517	0.7503	-0.0014	-0.2%	0.7534
Close	0.7529	0.7511	-0.0018	-0.2%	0.7537
Range	0.0034	0.0026	-0.0008	-23.9%	0.0112
ATR	0.0044	0.0043	-0.0001	-3.0%	0.0000
Volume	3,649	1,848	-1,801	-49.4%	5,852

Daily Pivots for day following 05-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7576	0.7525
R3	0.7565	0.7551	0.7518
R2	0.7540	0.7540	0.7515
R1	0.7525	0.7525	0.7513	0.7520
PP	0.7514	0.7514	0.7514	0.7511
S1	0.7500	0.7500	0.7508	0.7494
S2	0.7489	0.7489	0.7506
S3	0.7463	0.7474	0.7503
S4	0.7438	0.7449	0.7496

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7835	0.7599
R3	0.7796	0.7723	0.7568
R2	0.7684	0.7684	0.7558
R1	0.7611	0.7611	0.7547	0.7592
PP	0.7572	0.7572	0.7572	0.7563
S1	0.7499	0.7499	0.7527	0.7480
S2	0.7460	0.7460	0.7516
S3	0.7348	0.7387	0.7506
S4	0.7236	0.7275	0.7475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7642	0.7503	0.0139	1.8%	0.0044	0.6%	5%	False	True	1,858
10	0.7646	0.7503	0.0143	1.9%	0.0044	0.6%	5%	False	True	1,607
20	0.7654	0.7503	0.0151	2.0%	0.0042	0.6%	5%	False	True	915
40	0.7675	0.7501	0.0174	2.3%	0.0039	0.5%	5%	False	False	509
60	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	50%	False	False	386
80	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	50%	False	False	297
100	0.7765	0.7347	0.0418	5.6%	0.0032	0.4%	39%	False	False	241
120	0.7857	0.7347	0.0510	6.8%	0.0029	0.4%	32%	False	False	202

Crabel Price Patterns
NR	True
NR4	True
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7595
1.618	0.7570
1.000	0.7554
0.618	0.7544
HIGH	0.7529
0.618	0.7519
0.500	0.7516
0.382	0.7513
LOW	0.7503
0.618	0.7487
1.000	0.7478
1.618	0.7462
2.618	0.7436
4.250	0.7395

Fisher Pivots for day following 05-Mar-2019
Pivot	1 day	3 day
R1	0.7516	0.7569
PP	0.7514	0.7550
S1	0.7512	0.7530

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

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