CME Canadian Dollar Future March 2018

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Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary Previous Current 23-Oct-2017 24-Oct-2017 Change Change % Previous Week Open 0.7925 0.7917 -0.0008 -0.1% 0.8022 High 0.7932 0.7929 -0.0003 0.0% 0.8039 Low 0.7909 0.7888 -0.0021 -0.3% 0.7928 Close 0.7919 0.7899 -0.0020 -0.3% 0.7928 Range 0.0024 0.0042 0.0018 76.6% 0.0111 ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000 Volume 128 81 -47 -36.7% 862
Daily Pivots for day following 24-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8030 0.8006 0.7921 R3 0.7988 0.7964 0.7910 R2 0.7947 0.7947 0.7906 R1 0.7923 0.7923 0.7902 0.7914 PP 0.7905 0.7905 0.7905 0.7901 S1 0.7881 0.7881 0.7895 0.7872 S2 0.7864 0.7864 0.7891 S3 0.7822 0.7840 0.7887 S4 0.7781 0.7798 0.7876	Weekly Pivots for week ending 20-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8298 0.8224 0.7989 R3 0.8187 0.8113 0.7959 R2 0.8076 0.8076 0.7948 R1 0.8002 0.8002 0.7938 0.7983 PP 0.7965 0.7965 0.7965 0.7955 S1 0.7891 0.7891 0.7918 0.7872 S2 0.7854 0.7854 0.7908 S3 0.7743 0.7780 0.7897 S4 0.7632 0.7669 0.7867
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8039 0.7888 0.0151 1.9% 0.0046 0.6% 7% False True 144 10 0.8044 0.7888 0.0157 2.0% 0.0043 0.5% 7% False True 143 20 0.8111 0.7888 0.0223 2.8% 0.0044 0.6% 5% False True 120 40 0.8290 0.7888 0.0402 5.1% 0.0057 0.7% 3% False True 103
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0006 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8105 2.618 0.8038 1.618 0.7996 1.000 0.7971 0.618 0.7955 HIGH 0.7929 0.618 0.7913 0.500 0.7908 0.382 0.7903 LOW 0.7888 0.618 0.7862 1.000 0.7846 1.618 0.7820 2.618 0.7779 4.250 0.7711
Fisher Pivots for day following 24-Oct-2017 Pivot 1 day 3 day R1 0.7908 0.7955 PP 0.7905 0.7936 S1 0.7902 0.7917

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