CME Canadian Dollar Future March 2018

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Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary Previous Current 11-Oct-2017 12-Oct-2017 Change Change % Previous Week Open 0.7999 0.8037 0.0038 0.5% 0.8017 High 0.8033 0.8044 0.0011 0.1% 0.8035 Low 0.7994 0.8013 0.0019 0.2% 0.7948 Close 0.8022 0.8032 0.0011 0.1% 0.7987 Range 0.0039 0.0031 -0.0008 -20.5% 0.0087 ATR 0.0054 0.0053 -0.0002 -3.1% 0.0000 Volume 76 181 105 138.2% 333
Daily Pivots for day following 12-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8123 0.8108 0.8049 R3 0.8092 0.8077 0.8041 R2 0.8061 0.8061 0.8038 R1 0.8046 0.8046 0.8035 0.8038 PP 0.8030 0.8030 0.8030 0.8026 S1 0.8015 0.8015 0.8029 0.8007 S2 0.7999 0.7999 0.8026 S3 0.7968 0.7984 0.8023 S4 0.7937 0.7953 0.8015	Weekly Pivots for week ending 06-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8251 0.8206 0.8035 R3 0.8164 0.8119 0.8011 R2 0.8077 0.8077 0.8003 R1 0.8032 0.8032 0.7995 0.8011 PP 0.7990 0.7990 0.7990 0.7980 S1 0.7945 0.7945 0.7979 0.7924 S2 0.7903 0.7903 0.7971 S3 0.7816 0.7858 0.7963 S4 0.7729 0.7771 0.7939
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8044 0.7948 0.0096 1.2% 0.0029 0.4% 88% True False 99 10 0.8055 0.7948 0.0107 1.3% 0.0036 0.5% 79% False False 93 20 0.8250 0.7948 0.0302 3.8% 0.0051 0.6% 28% False False 90
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 0.0006 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8176 2.618 0.8125 1.618 0.8094 1.000 0.8075 0.618 0.8063 HIGH 0.8044 0.618 0.8032 0.500 0.8029 0.382 0.8025 LOW 0.8013 0.618 0.7994 1.000 0.7982 1.618 0.7963 2.618 0.7932 4.250 0.7881
Fisher Pivots for day following 12-Oct-2017 Pivot 1 day 3 day R1 0.8031 0.8027 PP 0.8030 0.8021 S1 0.8029 0.8016

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