CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 22-Mar-2019

Day Change Summary
	Previous	Current
	21-Mar-2019	22-Mar-2019	Change	Change %	Previous Week
Open	0.7534	0.7499	-0.0035	-0.5%	0.7514
High	0.7549	0.7506	-0.0043	-0.6%	0.7564
Low	0.7479	0.7460	-0.0019	-0.3%	0.7460
Close	0.7492	0.7471	-0.0021	-0.3%	0.7471
Range	0.0070	0.0046	-0.0024	-34.3%	0.0104
ATR	0.0045	0.0045	0.0000	0.1%	0.0000
Volume	76,027	74,378	-1,649	-2.2%	341,753

Daily Pivots for day following 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7617	0.7590	0.7496
R3	0.7571	0.7544	0.7483
R2	0.7525	0.7525	0.7479
R1	0.7498	0.7498	0.7475	0.7488
PP	0.7479	0.7479	0.7479	0.7474
S1	0.7452	0.7452	0.7466	0.7442
S2	0.7433	0.7433	0.7462
S3	0.7387	0.7406	0.7458
S4	0.7341	0.7360	0.7445

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7744	0.7528
R3	0.7706	0.7640	0.7499
R2	0.7602	0.7602	0.7490
R1	0.7536	0.7536	0.7480	0.7517
PP	0.7498	0.7498	0.7498	0.7489
S1	0.7432	0.7432	0.7461	0.7413
S2	0.7394	0.7394	0.7451
S3	0.7290	0.7328	0.7442
S4	0.7186	0.7224	0.7413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7564	0.7460	0.0104	1.4%	0.0051	0.7%	10%	False	True	68,350
10	0.7564	0.7458	0.0107	1.4%	0.0045	0.6%	12%	False	False	59,296
20	0.7646	0.7443	0.0203	2.7%	0.0044	0.6%	14%	False	False	31,136
40	0.7675	0.7443	0.0232	3.1%	0.0043	0.6%	12%	False	False	15,765
60	0.7675	0.7347	0.0328	4.4%	0.0041	0.5%	38%	False	False	10,541
80	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	38%	False	False	7,936
100	0.7675	0.7347	0.0328	4.4%	0.0035	0.5%	38%	False	False	6,352
120	0.7857	0.7347	0.0510	6.8%	0.0032	0.4%	24%	False	False	5,296

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7626
1.618	0.7580
1.000	0.7552
0.618	0.7534
HIGH	0.7506
0.618	0.7488
0.500	0.7483
0.382	0.7478
LOW	0.7460
0.618	0.7432
1.000	0.7414
1.618	0.7386
2.618	0.7340
4.250	0.7265

Fisher Pivots for day following 22-Mar-2019
Pivot	1 day	3 day
R1	0.7483	0.7510
PP	0.7479	0.7497
S1	0.7475	0.7484

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

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