CME Canadian Dollar Future March 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	0.7498	0.7496	-0.0003	0.0%	0.7453
High	0.7518	0.7547	0.0029	0.4%	0.7528
Low	0.7482	0.7495	0.0012	0.2%	0.7441
Close	0.7491	0.7541	0.0050	0.7%	0.7493
Range	0.0036	0.0052	0.0017	46.5%	0.0087
ATR	0.0043	0.0044	0.0001	2.0%	0.0000
Volume	5,599	515	-5,084	-90.8%	351,303

Daily Pivots for day following 19-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7664	0.7569
R3	0.7631	0.7612	0.7555
R2	0.7579	0.7579	0.7550
R1	0.7560	0.7560	0.7545	0.7570
PP	0.7527	0.7527	0.7527	0.7532
S1	0.7508	0.7508	0.7536	0.7518
S2	0.7475	0.7475	0.7531
S3	0.7423	0.7456	0.7526
S4	0.7371	0.7404	0.7512

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7708	0.7541
R3	0.7661	0.7621	0.7517
R2	0.7574	0.7574	0.7509
R1	0.7534	0.7534	0.7501	0.7554
PP	0.7487	0.7487	0.7487	0.7497
S1	0.7447	0.7447	0.7485	0.7467
S2	0.7400	0.7400	0.7477
S3	0.7313	0.7360	0.7469
S4	0.7226	0.7273	0.7445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7547	0.7479	0.0068	0.9%	0.0043	0.6%	91%	True	False	44,756
10	0.7547	0.7427	0.0120	1.6%	0.0041	0.5%	95%	True	False	62,387
20	0.7630	0.7427	0.0203	2.7%	0.0044	0.6%	56%	False	False	65,544
40	0.7660	0.7427	0.0233	3.1%	0.0046	0.6%	49%	False	False	65,849
60	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	64%	False	False	67,387
80	0.7660	0.7330	0.0330	4.4%	0.0046	0.6%	64%	False	False	57,372
100	0.7725	0.7330	0.0395	5.2%	0.0045	0.6%	53%	False	False	46,010
120	0.7846	0.7330	0.0516	6.8%	0.0043	0.6%	41%	False	False	38,354

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	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7683
1.618	0.7631
1.000	0.7599
0.618	0.7579
HIGH	0.7547
0.618	0.7527
0.500	0.7521
0.382	0.7514
LOW	0.7495
0.618	0.7462
1.000	0.7442
1.618	0.7410
2.618	0.7358
4.250	0.7273

Fisher Pivots for day following 19-Mar-2019
Pivot	1 day	3 day
R1	0.7534	0.7531
PP	0.7527	0.7522
S1	0.7521	0.7513

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

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