CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 11-Mar-2019

Day Change Summary
	Previous	Current
	08-Mar-2019	11-Mar-2019	Change	Change %	Previous Week
Open	0.7453	0.7468	0.0015	0.2%	0.7548
High	0.7485	0.7484	-0.0001	0.0%	0.7550
Low	0.7443	0.7458	0.0015	0.2%	0.7443
Close	0.7473	0.7475	0.0002	0.0%	0.7473
Range	0.0042	0.0027	-0.0015	-36.1%	0.0107
ATR	0.0043	0.0042	-0.0001	-2.8%	0.0000
Volume	6,591	15,103	8,512	129.1%	23,915

Daily Pivots for day following 11-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7540	0.7489
R3	0.7525	0.7513	0.7482
R2	0.7499	0.7499	0.7479
R1	0.7487	0.7487	0.7477	0.7493
PP	0.7472	0.7472	0.7472	0.7475
S1	0.7460	0.7460	0.7472	0.7466
S2	0.7446	0.7446	0.7470
S3	0.7419	0.7434	0.7467
S4	0.7393	0.7407	0.7460

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7748	0.7531
R3	0.7703	0.7641	0.7502
R2	0.7596	0.7596	0.7492
R1	0.7534	0.7534	0.7482	0.7511
PP	0.7489	0.7489	0.7489	0.7477
S1	0.7427	0.7427	0.7463	0.7404
S2	0.7381	0.7381	0.7453
S3	0.7274	0.7320	0.7443
S4	0.7167	0.7213	0.7414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7529	0.7443	0.0086	1.1%	0.0036	0.5%	37%	False	False	7,073
10	0.7642	0.7443	0.0199	2.7%	0.0042	0.6%	16%	False	False	4,346
20	0.7646	0.7443	0.0203	2.7%	0.0041	0.6%	16%	False	False	2,538
40	0.7675	0.7443	0.0232	3.1%	0.0040	0.5%	14%	False	False	1,341
60	0.7675	0.7347	0.0328	4.4%	0.0038	0.5%	39%	False	False	930
80	0.7675	0.7347	0.0328	4.4%	0.0037	0.5%	39%	False	False	715
100	0.7765	0.7347	0.0418	5.6%	0.0033	0.4%	31%	False	False	576
120	0.7857	0.7347	0.0510	6.8%	0.0030	0.4%	25%	False	False	481

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7553
1.618	0.7527
1.000	0.7511
0.618	0.7500
HIGH	0.7484
0.618	0.7474
0.500	0.7471
0.382	0.7468
LOW	0.7458
0.618	0.7441
1.000	0.7431
1.618	0.7415
2.618	0.7388
4.250	0.7345

Fisher Pivots for day following 11-Mar-2019
Pivot	1 day	3 day
R1	0.7473	0.7471
PP	0.7472	0.7467
S1	0.7471	0.7464

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

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