CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 20-Mar-2019

Day Change Summary
	Previous	Current
	19-Mar-2019	20-Mar-2019	Change	Change %	Previous Week
Open	0.7513	0.7522	0.0009	0.1%	0.7468
High	0.7564	0.7560	-0.0004	-0.1%	0.7543
Low	0.7510	0.7509	-0.0001	0.0%	0.7458
Close	0.7531	0.7552	0.0021	0.3%	0.7509
Range	0.0054	0.0051	-0.0003	-5.6%	0.0086
ATR	0.0042	0.0043	0.0001	1.4%	0.0000
Volume	72,334	68,999	-3,335	-4.6%	251,212

Daily Pivots for day following 20-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7673	0.7580
R3	0.7642	0.7622	0.7566
R2	0.7591	0.7591	0.7561
R1	0.7571	0.7571	0.7556	0.7581
PP	0.7540	0.7540	0.7540	0.7545
S1	0.7520	0.7520	0.7547	0.7530
S2	0.7489	0.7489	0.7542
S3	0.7438	0.7469	0.7537
S4	0.7387	0.7418	0.7523

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%	0.0044	0.6%	82%	False	False	64,814
10	0.7564	0.7443	0.0121	1.6%	0.0040	0.5%	90%	False	False	45,769
20	0.7646	0.7443	0.0203	2.7%	0.0043	0.6%	53%	False	False	23,630
40	0.7675	0.7443	0.0232	3.1%	0.0041	0.5%	47%	False	False	12,010
60	0.7675	0.7347	0.0328	4.3%	0.0040	0.5%	62%	False	False	8,038
80	0.7675	0.7347	0.0328	4.3%	0.0038	0.5%	62%	False	False	6,057
100	0.7697	0.7347	0.0350	4.6%	0.0035	0.5%	58%	False	False	4,849
120	0.7857	0.7347	0.0510	6.8%	0.0032	0.4%	40%	False	False	4,043

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7694
1.618	0.7643
1.000	0.7611
0.618	0.7592
HIGH	0.7560
0.618	0.7541
0.500	0.7535
0.382	0.7528
LOW	0.7509
0.618	0.7477
1.000	0.7458
1.618	0.7426
2.618	0.7375
4.250	0.7292

Fisher Pivots for day following 20-Mar-2019
Pivot	1 day	3 day
R1	0.7546	0.7545
PP	0.7540	0.7538
S1	0.7535	0.7531

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

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