CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 26-Mar-2019

Day Change Summary
	Previous	Current
	25-Mar-2019	26-Mar-2019	Change	Change %	Previous Week
Open	0.7465	0.7475	0.0010	0.1%	0.7514
High	0.7480	0.7495	0.0015	0.2%	0.7564
Low	0.7454	0.7472	0.0019	0.2%	0.7460
Close	0.7472	0.7489	0.0017	0.2%	0.7471
Range	0.0026	0.0022	-0.0004	-13.5%	0.0104
ATR	0.0044	0.0042	-0.0002	-3.5%	0.0000
Volume	60,521	58,666	-1,855	-3.1%	341,753

Daily Pivots for day following 26-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7543	0.7501
R3	0.7530	0.7521	0.7495
R2	0.7508	0.7508	0.7493
R1	0.7498	0.7498	0.7491	0.7503
PP	0.7485	0.7485	0.7485	0.7488
S1	0.7476	0.7476	0.7487	0.7481
S2	0.7463	0.7463	0.7485
S3	0.7440	0.7453	0.7483
S4	0.7418	0.7431	0.7477

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	0.7560	0.7454	0.0107	1.4%	0.0043	0.6%	33%	False	False	67,718
10	0.7564	0.7454	0.0111	1.5%	0.0043	0.6%	32%	False	False	66,265
20	0.7642	0.7443	0.0199	2.7%	0.0042	0.6%	23%	False	False	36,993
40	0.7675	0.7443	0.0232	3.1%	0.0041	0.6%	20%	False	False	18,739
60	0.7675	0.7347	0.0328	4.4%	0.0041	0.5%	43%	False	False	12,524
80	0.7675	0.7347	0.0328	4.4%	0.0038	0.5%	43%	False	False	9,424
100	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	43%	False	False	7,544
120	0.7841	0.7347	0.0494	6.6%	0.0033	0.4%	29%	False	False	6,289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	0.7590
2.618	0.7553
1.618	0.7531
1.000	0.7517
0.618	0.7508
HIGH	0.7495
0.618	0.7486
0.500	0.7483
0.382	0.7481
LOW	0.7472
0.618	0.7458
1.000	0.7450
1.618	0.7436
2.618	0.7413
4.250	0.7376

Fisher Pivots for day following 26-Mar-2019
Pivot	1 day	3 day
R1	0.7487	0.7486
PP	0.7485	0.7483
S1	0.7483	0.7480

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

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