CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	0.8000	0.7983	-0.0017	-0.2%	0.7870
High	0.8010	0.8019	0.0009	0.1%	0.7999
Low	0.7974	0.7973	-0.0002	0.0%	0.7865
Close	0.7984	0.8011	0.0027	0.3%	0.7990
Range	0.0036	0.0046	0.0011	29.6%	0.0134
ATR	0.0051	0.0050	0.0000	-0.7%	0.0000
Volume	57,384	65,005	7,621	13.3%	209,895

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8121	0.8036
R3	0.8093	0.8075	0.8023
R2	0.8047	0.8047	0.8019
R1	0.8029	0.8029	0.8015	0.8038
PP	0.8001	0.8001	0.8001	0.8005
S1	0.7983	0.7983	0.8006	0.7992
S2	0.7955	0.7955	0.8002
S3	0.7909	0.7937	0.7998
S4	0.7863	0.7891	0.7985

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	0.8019	0.7911	0.0108	1.3%	0.0046	0.6%	93%	True	False	64,206
10	0.8019	0.7777	0.0242	3.0%	0.0049	0.6%	97%	True	False	59,901
20	0.8019	0.7753	0.0266	3.3%	0.0053	0.7%	97%	True	False	49,188
40	0.8019	0.7753	0.0266	3.3%	0.0050	0.6%	97%	True	False	24,938
60	0.8044	0.7753	0.0292	3.6%	0.0049	0.6%	89%	False	False	16,679
80	0.8275	0.7753	0.0522	6.5%	0.0050	0.6%	49%	False	False	12,531

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

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8139
1.618	0.8093
1.000	0.8065
0.618	0.8047
HIGH	0.8019
0.618	0.8001
0.500	0.7996
0.382	0.7990
LOW	0.7973
0.618	0.7944
1.000	0.7927
1.618	0.7898
2.618	0.7852
4.250	0.7777

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	0.8006	0.8005
PP	0.8001	0.7999
S1	0.7996	0.7994

Download as Excel Spreadsheet

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

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