CME Canadian Dollar Future June 2019

Trading Metrics calculated at close of trading on 28-Mar-2019

Day Change Summary
	Previous	Current
	27-Mar-2019	28-Mar-2019	Change	Change %	Previous Week
Open	0.7487	0.7470	-0.0017	-0.2%	0.7514
High	0.7491	0.7480	-0.0011	-0.1%	0.7564
Low	0.7456	0.7450	-0.0006	-0.1%	0.7460
Close	0.7477	0.7456	-0.0021	-0.3%	0.7471
Range	0.0035	0.0030	-0.0005	-12.9%	0.0104
ATR	0.0042	0.0041	-0.0001	-1.9%	0.0000
Volume	76,002	76,908	906	1.2%	341,753

Daily Pivots for day following 28-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7535	0.7472
R3	0.7523	0.7504	0.7464
R2	0.7492	0.7492	0.7461
R1	0.7474	0.7474	0.7458	0.7468
PP	0.7462	0.7462	0.7462	0.7459
S1	0.7443	0.7443	0.7453	0.7437
S2	0.7431	0.7431	0.7450
S3	0.7401	0.7413	0.7447
S4	0.7370	0.7382	0.7439

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	0.7506	0.7450	0.0056	0.8%	0.0032	0.4%	11%	False	True	69,295
10	0.7564	0.7450	0.0114	1.5%	0.0042	0.6%	5%	False	True	69,189
20	0.7635	0.7443	0.0192	2.6%	0.0042	0.6%	7%	False	False	44,528
40	0.7675	0.7443	0.0232	3.1%	0.0041	0.5%	5%	False	False	22,557
60	0.7675	0.7350	0.0325	4.4%	0.0041	0.5%	32%	False	False	15,070
80	0.7675	0.7347	0.0328	4.4%	0.0039	0.5%	33%	False	False	11,335
100	0.7675	0.7347	0.0328	4.4%	0.0036	0.5%	33%	False	False	9,073
120	0.7772	0.7347	0.0425	5.7%	0.0033	0.4%	26%	False	False	7,563

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7610
2.618	0.7560
1.618	0.7529
1.000	0.7510
0.618	0.7499
HIGH	0.7480
0.618	0.7468
0.500	0.7465
0.382	0.7461
LOW	0.7450
0.618	0.7431
1.000	0.7419
1.618	0.7400
2.618	0.7370
4.250	0.7320

Fisher Pivots for day following 28-Mar-2019
Pivot	1 day	3 day
R1	0.7465	0.7472
PP	0.7462	0.7467
S1	0.7459	0.7461

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

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