CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 15-Mar-2019

Day Change Summary
	Previous	Current
	14-Mar-2019	15-Mar-2019	Change	Change %	Previous Week
Open	0.7535	0.7518	-0.0017	-0.2%	0.7468
High	0.7543	0.7541	-0.0002	0.0%	0.7543
Low	0.7509	0.7495	-0.0014	-0.2%	0.7458
Close	0.7523	0.7509	-0.0013	-0.2%	0.7509
Range	0.0035	0.0047	0.0012	34.8%	0.0086
ATR	0.0041	0.0042	0.0000	0.9%	0.0000
Volume	54,683	78,042	23,359	42.7%	251,212

Daily Pivots for day following 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7654	0.7628	0.7535
R3	0.7608	0.7582	0.7522
R2	0.7561	0.7561	0.7518
R1	0.7535	0.7535	0.7513	0.7525
PP	0.7515	0.7515	0.7515	0.7510
S1	0.7489	0.7489	0.7505	0.7479
S2	0.7468	0.7468	0.7500
S3	0.7422	0.7442	0.7496
S4	0.7375	0.7396	0.7483

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7760	0.7720	0.7556
R3	0.7674	0.7634	0.7533
R2	0.7589	0.7589	0.7525
R1	0.7549	0.7549	0.7517	0.7569
PP	0.7503	0.7503	0.7503	0.7513
S1	0.7463	0.7463	0.7501	0.7483
S2	0.7418	0.7418	0.7493
S3	0.7332	0.7378	0.7485
S4	0.7247	0.7292	0.7462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7543	0.7458	0.0086	1.1%	0.0038	0.5%	60%	False	False	50,242
10	0.7550	0.7443	0.0107	1.4%	0.0038	0.5%	62%	False	False	27,512
20	0.7646	0.7443	0.0203	2.7%	0.0042	0.6%	33%	False	False	14,306
40	0.7675	0.7443	0.0232	3.1%	0.0041	0.5%	28%	False	False	7,237
60	0.7675	0.7347	0.0328	4.4%	0.0040	0.5%	49%	False	False	4,856
80	0.7675	0.7347	0.0328	4.4%	0.0038	0.5%	49%	False	False	3,666
100	0.7726	0.7347	0.0379	5.0%	0.0034	0.5%	43%	False	False	2,937
120	0.7857	0.7347	0.0510	6.8%	0.0031	0.4%	32%	False	False	2,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7739
2.618	0.7663
1.618	0.7616
1.000	0.7588
0.618	0.7570
HIGH	0.7541
0.618	0.7523
0.500	0.7518
0.382	0.7512
LOW	0.7495
0.618	0.7466
1.000	0.7448
1.618	0.7419
2.618	0.7373
4.250	0.7297

Fisher Pivots for day following 15-Mar-2019
Pivot	1 day	3 day
R1	0.7518	0.7519
PP	0.7515	0.7516
S1	0.7512	0.7512

Download as Excel Spreadsheet

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

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