CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 14-Mar-2019

Day Change Summary
	Previous	Current
	13-Mar-2019	14-Mar-2019	Change	Change %	Previous Week
Open	0.7505	0.7535	0.0030	0.4%	0.7548
High	0.7541	0.7543	0.0002	0.0%	0.7550
Low	0.7496	0.7509	0.0013	0.2%	0.7443
Close	0.7534	0.7523	-0.0011	-0.1%	0.7473
Range	0.0045	0.0035	-0.0011	-23.3%	0.0107
ATR	0.0042	0.0041	-0.0001	-1.3%	0.0000
Volume	68,993	54,683	-14,310	-20.7%	23,915

Daily Pivots for day following 14-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7610	0.7541
R3	0.7594	0.7575	0.7532
R2	0.7559	0.7559	0.7529
R1	0.7541	0.7541	0.7526	0.7533
PP	0.7525	0.7525	0.7525	0.7521
S1	0.7506	0.7506	0.7519	0.7498
S2	0.7490	0.7490	0.7516
S3	0.7456	0.7472	0.7513
S4	0.7421	0.7437	0.7504

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	0.7543	0.7443	0.0100	1.3%	0.0037	0.5%	80%	True	False	35,952
10	0.7635	0.7443	0.0192	2.6%	0.0043	0.6%	41%	False	False	19,867
20	0.7646	0.7443	0.0203	2.7%	0.0042	0.6%	39%	False	False	10,411
40	0.7675	0.7443	0.0232	3.1%	0.0040	0.5%	34%	False	False	5,287
60	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	54%	False	False	3,556
80	0.7675	0.7347	0.0328	4.4%	0.0037	0.5%	54%	False	False	2,691
100	0.7726	0.7347	0.0379	5.0%	0.0033	0.4%	46%	False	False	2,156
120	0.7857	0.7347	0.0510	6.8%	0.0031	0.4%	34%	False	False	1,798

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7690
2.618	0.7633
1.618	0.7599
1.000	0.7578
0.618	0.7564
HIGH	0.7543
0.618	0.7530
0.500	0.7526
0.382	0.7522
LOW	0.7509
0.618	0.7487
1.000	0.7474
1.618	0.7453
2.618	0.7418
4.250	0.7362

Fisher Pivots for day following 14-Mar-2019
Pivot	1 day	3 day
R1	0.7526	0.7517
PP	0.7525	0.7512
S1	0.7524	0.7507

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

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