CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 02-Jan-2018

Day Change Summary
	Previous	Current
	29-Dec-2017	02-Jan-2018	Change	Change %	Previous Week
Open	0.7966	0.7971	0.0006	0.1%	0.7870
High	0.7999	0.8008	0.0010	0.1%	0.7999
Low	0.7951	0.7969	0.0018	0.2%	0.7865
Close	0.7990	0.8003	0.0013	0.2%	0.7990
Range	0.0048	0.0040	-0.0008	-16.8%	0.0134
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	76,612	61,516	-15,096	-19.7%	209,895

Daily Pivots for day following 02-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8112	0.8097	0.8025
R3	0.8072	0.8057	0.8014
R2	0.8033	0.8033	0.8010
R1	0.8018	0.8018	0.8007	0.8025
PP	0.7993	0.7993	0.7993	0.7997
S1	0.7978	0.7978	0.7999	0.7986
S2	0.7954	0.7954	0.7996
S3	0.7914	0.7939	0.7992
S4	0.7875	0.7899	0.7981

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8352	0.8304	0.8063
R3	0.8218	0.8171	0.8027
R2	0.8085	0.8085	0.8014
R1	0.8037	0.8037	0.8002	0.8061
PP	0.7951	0.7951	0.7951	0.7963
S1	0.7904	0.7904	0.7978	0.7928
S2	0.7818	0.7818	0.7966
S3	0.7684	0.7770	0.7953
S4	0.7551	0.7637	0.7917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8008	0.7865	0.0143	1.8%	0.0044	0.6%	97%	True	False	54,282
10	0.8008	0.7753	0.0256	3.2%	0.0048	0.6%	98%	True	False	58,540
20	0.8008	0.7753	0.0256	3.2%	0.0053	0.7%	98%	True	False	43,255
40	0.8008	0.7753	0.0256	3.2%	0.0050	0.6%	98%	True	False	21,884
60	0.8044	0.7753	0.0292	3.6%	0.0048	0.6%	86%	False	False	14,641
80	0.8290	0.7753	0.0537	6.7%	0.0050	0.6%	47%	False	False	11,004

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8176
2.618	0.8111
1.618	0.8072
1.000	0.8048
0.618	0.8032
HIGH	0.8008
0.618	0.7993
0.500	0.7988
0.382	0.7984
LOW	0.7969
0.618	0.7944
1.000	0.7929
1.618	0.7905
2.618	0.7865
4.250	0.7801

Fisher Pivots for day following 02-Jan-2018
Pivot	1 day	3 day
R1	0.7998	0.7988
PP	0.7993	0.7974
S1	0.7988	0.7959

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

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