CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 15-Feb-2018

Day Change Summary
	Previous	Current
	14-Feb-2018	15-Feb-2018	Change	Change %	Previous Week
Open	0.7945	0.8007	0.0062	0.8%	0.8038
High	0.8009	0.8025	0.0016	0.2%	0.8070
Low	0.7908	0.7980	0.0072	0.9%	0.7881
Close	0.7990	0.8009	0.0019	0.2%	0.7931
Range	0.0101	0.0046	-0.0056	-55.0%	0.0190
ATR	0.0063	0.0062	-0.0001	-2.0%	0.0000
Volume	87,966	65,791	-22,175	-25.2%	543,717

Daily Pivots for day following 15-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8141	0.8121	0.8034
R3	0.8096	0.8075	0.8022
R2	0.8050	0.8050	0.8017
R1	0.8030	0.8030	0.8013	0.8040
PP	0.8005	0.8005	0.8005	0.8010
S1	0.7984	0.7984	0.8005	0.7994
S2	0.7959	0.7959	0.8001
S3	0.7914	0.7939	0.7996
S4	0.7868	0.7893	0.7984

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8529	0.8420	0.8035
R3	0.8340	0.8230	0.7983
R2	0.8150	0.8150	0.7966
R1	0.8041	0.8041	0.7948	0.8001
PP	0.7961	0.7961	0.7961	0.7941
S1	0.7851	0.7851	0.7914	0.7811
S2	0.7771	0.7771	0.7896
S3	0.7582	0.7662	0.7879
S4	0.7392	0.7472	0.7827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7881	0.0145	1.8%	0.0062	0.8%	89%	True	False	81,472
10	0.8163	0.7881	0.0283	3.5%	0.0067	0.8%	45%	False	False	94,261
20	0.8168	0.7881	0.0288	3.6%	0.0061	0.8%	45%	False	False	85,328
40	0.8168	0.7753	0.0416	5.2%	0.0060	0.7%	62%	False	False	80,011
60	0.8168	0.7753	0.0416	5.2%	0.0058	0.7%	62%	False	False	58,974
80	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	62%	False	False	44,290
100	0.8168	0.7753	0.0416	5.2%	0.0053	0.7%	62%	False	False	35,455

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8218
2.618	0.8144
1.618	0.8099
1.000	0.8071
0.618	0.8053
HIGH	0.8025
0.618	0.8008
0.500	0.8002
0.382	0.7997
LOW	0.7980
0.618	0.7951
1.000	0.7934
1.618	0.7906
2.618	0.7860
4.250	0.7786

Fisher Pivots for day following 15-Feb-2018
Pivot	1 day	3 day
R1	0.8007	0.7995
PP	0.8005	0.7981
S1	0.8002	0.7967

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

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