CME Canadian Dollar Future March 2018

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Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary Previous Current 14-Nov-2017 15-Nov-2017 Change Change % Previous Week Open 0.7867 0.7858 -0.0009 -0.1% 0.7846 High 0.7884 0.7877 -0.0007 -0.1% 0.7904 Low 0.7843 0.7831 -0.0012 -0.1% 0.7813 Close 0.7867 0.7844 -0.0023 -0.3% 0.7898 Range 0.0041 0.0046 0.0005 11.0% 0.0092 ATR 0.0046 0.0046 0.0000 -0.1% 0.0000 Volume 1,384 284 -1,100 -79.5% 594
Daily Pivots for day following 15-Nov-2017 Classic Woodie Camarilla DeMark R4 0.7987 0.7961 0.7869 R3 0.7941 0.7915 0.7856 R2 0.7896 0.7896 0.7852 R1 0.7870 0.7870 0.7848 0.7860 PP 0.7850 0.7850 0.7850 0.7846 S1 0.7824 0.7824 0.7839 0.7815 S2 0.7805 0.7805 0.7835 S3 0.7759 0.7779 0.7831 S4 0.7714 0.7733 0.7818	Weekly Pivots for week ending 10-Nov-2017 Classic Woodie Camarilla DeMark R4 0.8146 0.8113 0.7948 R3 0.8054 0.8022 0.7923 R2 0.7963 0.7963 0.7914 R1 0.7930 0.7930 0.7906 0.7947 PP 0.7871 0.7871 0.7871 0.7880 S1 0.7839 0.7839 0.7889 0.7855 S2 0.7780 0.7780 0.7881 S3 0.7688 0.7747 0.7872 S4 0.7597 0.7656 0.7847
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7904 0.7831 0.0073 0.9% 0.0036 0.5% 17% False True 406 10 0.7904 0.7778 0.0127 1.6% 0.0043 0.6% 52% False False 266 20 0.8039 0.7754 0.0285 3.6% 0.0047 0.6% 31% False False 230 40 0.8161 0.7754 0.0407 5.2% 0.0045 0.6% 22% False False 164
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0008 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.8070 2.618 0.7996 1.618 0.7950 1.000 0.7922 0.618 0.7905 HIGH 0.7877 0.618 0.7859 0.500 0.7854 0.382 0.7848 LOW 0.7831 0.618 0.7803 1.000 0.7786 1.618 0.7757 2.618 0.7712 4.250 0.7638
Fisher Pivots for day following 15-Nov-2017 Pivot 1 day 3 day R1 0.7854 0.7864 PP 0.7850 0.7857 S1 0.7847 0.7850

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