CME Canadian Dollar Future March 2018

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Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary Previous Current 25-Oct-2017 26-Oct-2017 Change Change % Previous Week Open 0.7901 0.7828 -0.0073 -0.9% 0.8022 High 0.7919 0.7832 -0.0087 -1.1% 0.8039 Low 0.7813 0.7789 -0.0024 -0.3% 0.7928 Close 0.7815 0.7791 -0.0024 -0.3% 0.7928 Range 0.0106 0.0043 -0.0064 -60.1% 0.0111 ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000 Volume 439 180 -259 -59.0% 862
Daily Pivots for day following 26-Oct-2017 Classic Woodie Camarilla DeMark R4 0.7931 0.7904 0.7814 R3 0.7889 0.7861 0.7803 R2 0.7846 0.7846 0.7799 R1 0.7819 0.7819 0.7795 0.7811 PP 0.7804 0.7804 0.7804 0.7800 S1 0.7776 0.7776 0.7787 0.7769 S2 0.7761 0.7761 0.7783 S3 0.7719 0.7734 0.7779 S4 0.7676 0.7691 0.7768	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 0.8022 0.7789 0.0233 3.0% 0.0062 0.8% 1% False True 233 10 0.8039 0.7789 0.0249 3.2% 0.0051 0.7% 1% False True 179 20 0.8055 0.7789 0.0266 3.4% 0.0044 0.6% 1% False True 136 40 0.8290 0.7789 0.0500 6.4% 0.0057 0.7% 0% False True 116
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 0.0007 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8012 2.618 0.7943 1.618 0.7900 1.000 0.7874 0.618 0.7858 HIGH 0.7832 0.618 0.7815 0.500 0.7810 0.382 0.7805 LOW 0.7789 0.618 0.7763 1.000 0.7747 1.618 0.7720 2.618 0.7678 4.250 0.7608
Fisher Pivots for day following 26-Oct-2017 Pivot 1 day 3 day R1 0.7810 0.7859 PP 0.7804 0.7836 S1 0.7797 0.7814

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