CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	0.7971	0.8000	0.0029	0.4%	0.7870
High	0.8008	0.8010	0.0002	0.0%	0.7999
Low	0.7969	0.7974	0.0006	0.1%	0.7865
Close	0.8003	0.7984	-0.0020	-0.2%	0.7990
Range	0.0040	0.0036	-0.0004	-10.1%	0.0134
ATR	0.0052	0.0051	-0.0001	-2.3%	0.0000
Volume	61,516	57,384	-4,132	-6.7%	209,895

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8075	0.8003
R3	0.8060	0.8040	0.7993
R2	0.8025	0.8025	0.7990
R1	0.8004	0.8004	0.7987	0.7997
PP	0.7989	0.7989	0.7989	0.7985
S1	0.7969	0.7969	0.7980	0.7961
S2	0.7954	0.7954	0.7977
S3	0.7918	0.7933	0.7974
S4	0.7883	0.7898	0.7964

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	0.8010	0.7891	0.0119	1.5%	0.0045	0.6%	78%	True	False	61,856
10	0.8010	0.7753	0.0257	3.2%	0.0049	0.6%	90%	True	False	59,162
20	0.8010	0.7753	0.0257	3.2%	0.0053	0.7%	90%	True	False	46,053
40	0.8010	0.7753	0.0257	3.2%	0.0050	0.6%	90%	True	False	23,315
60	0.8044	0.7753	0.0292	3.7%	0.0048	0.6%	79%	False	False	15,596
80	0.8275	0.7753	0.0522	6.5%	0.0050	0.6%	44%	False	False	11,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8160
2.618	0.8102
1.618	0.8067
1.000	0.8045
0.618	0.8031
HIGH	0.8010
0.618	0.7996
0.500	0.7992
0.382	0.7988
LOW	0.7974
0.618	0.7952
1.000	0.7939
1.618	0.7917
2.618	0.7881
4.250	0.7823

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	0.7992	0.7982
PP	0.7989	0.7981
S1	0.7986	0.7980

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

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