CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 06-Mar-2019

Day Change Summary
	Previous	Current
	05-Mar-2019	06-Mar-2019	Change	Change %	Previous Week
Open	0.7526	0.7505	-0.0021	-0.3%	0.7636
High	0.7529	0.7505	-0.0024	-0.3%	0.7646
Low	0.7503	0.7449	-0.0055	-0.7%	0.7534
Close	0.7511	0.7468	-0.0043	-0.6%	0.7537
Range	0.0026	0.0057	0.0031	121.6%	0.0112
ATR	0.0043	0.0044	0.0001	3.1%	0.0000
Volume	1,848	3,288	1,440	77.9%	5,852

Daily Pivots for day following 06-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7643	0.7612	0.7499
R3	0.7587	0.7556	0.7484
R2	0.7530	0.7530	0.7478
R1	0.7499	0.7499	0.7473	0.7487
PP	0.7474	0.7474	0.7474	0.7468
S1	0.7443	0.7443	0.7463	0.7430
S2	0.7417	0.7417	0.7458
S3	0.7361	0.7386	0.7452
S4	0.7304	0.7330	0.7437

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	0.7635	0.7449	0.0187	2.5%	0.0051	0.7%	10%	False	True	2,232
10	0.7646	0.7449	0.0198	2.6%	0.0046	0.6%	10%	False	True	1,491
20	0.7646	0.7449	0.0198	2.6%	0.0044	0.6%	10%	False	True	1,070
40	0.7675	0.7449	0.0227	3.0%	0.0039	0.5%	9%	False	True	591
60	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	37%	False	False	438
80	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	37%	False	False	338
100	0.7765	0.7347	0.0418	5.6%	0.0032	0.4%	29%	False	False	274
120	0.7857	0.7347	0.0510	6.8%	0.0029	0.4%	24%	False	False	229

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7745
2.618	0.7653
1.618	0.7596
1.000	0.7562
0.618	0.7540
HIGH	0.7505
0.618	0.7483
0.500	0.7477
0.382	0.7470
LOW	0.7449
0.618	0.7414
1.000	0.7392
1.618	0.7357
2.618	0.7301
4.250	0.7208

Fisher Pivots for day following 06-Mar-2019
Pivot	1 day	3 day
R1	0.7477	0.7499
PP	0.7474	0.7489
S1	0.7471	0.7478

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

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