CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 19-Mar-2019

Day Change Summary
	Previous	Current
	18-Mar-2019	19-Mar-2019	Change	Change %	Previous Week
Open	0.7514	0.7513	-0.0001	0.0%	0.7468
High	0.7534	0.7564	0.0030	0.4%	0.7543
Low	0.7498	0.7510	0.0012	0.2%	0.7458
Close	0.7507	0.7531	0.0024	0.3%	0.7509
Range	0.0036	0.0054	0.0018	50.0%	0.0086
ATR	0.0041	0.0042	0.0001	2.7%	0.0000
Volume	50,015	72,334	22,319	44.6%	251,212

Daily Pivots for day following 19-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7668	0.7561
R3	0.7643	0.7614	0.7546
R2	0.7589	0.7589	0.7541
R1	0.7560	0.7560	0.7536	0.7575
PP	0.7535	0.7535	0.7535	0.7542
S1	0.7506	0.7506	0.7526	0.7521
S2	0.7481	0.7481	0.7521
S3	0.7427	0.7452	0.7516
S4	0.7373	0.7398	0.7501

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	0.7564	0.7495	0.0070	0.9%	0.0043	0.6%	53%	True	False	64,813
10	0.7564	0.7443	0.0121	1.6%	0.0041	0.5%	73%	True	False	39,197
20	0.7646	0.7443	0.0203	2.7%	0.0042	0.6%	43%	False	False	20,402
40	0.7675	0.7443	0.0232	3.1%	0.0041	0.5%	38%	False	False	10,292
60	0.7675	0.7347	0.0328	4.4%	0.0040	0.5%	56%	False	False	6,891
80	0.7675	0.7347	0.0328	4.4%	0.0038	0.5%	56%	False	False	5,195
100	0.7726	0.7347	0.0379	5.0%	0.0035	0.5%	49%	False	False	4,159
120	0.7857	0.7347	0.0510	6.8%	0.0032	0.4%	36%	False	False	3,468

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	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7794
2.618	0.7705
1.618	0.7651
1.000	0.7618
0.618	0.7597
HIGH	0.7564
0.618	0.7543
0.500	0.7537
0.382	0.7531
LOW	0.7510
0.618	0.7477
1.000	0.7456
1.618	0.7423
2.618	0.7369
4.250	0.7281

Fisher Pivots for day following 19-Mar-2019
Pivot	1 day	3 day
R1	0.7537	0.7530
PP	0.7535	0.7530
S1	0.7533	0.7529

Download as Excel Spreadsheet

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

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