CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	0.7983	0.8015	0.0032	0.4%	0.7971
High	0.8019	0.8101	0.0082	1.0%	0.8101
Low	0.7973	0.7999	0.0026	0.3%	0.7969
Close	0.8011	0.8067	0.0056	0.7%	0.8067
Range	0.0046	0.0102	0.0056	121.7%	0.0132
ATR	0.0050	0.0054	0.0004	7.3%	0.0000
Volume	65,005	103,650	38,645	59.4%	287,555

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8316	0.8123
R3	0.8259	0.8214	0.8095
R2	0.8157	0.8157	0.8085
R1	0.8112	0.8112	0.8076	0.8135
PP	0.8055	0.8055	0.8055	0.8067
S1	0.8010	0.8010	0.8057	0.8033
S2	0.7953	0.7953	0.8048
S3	0.7851	0.7908	0.8038
S4	0.7749	0.7806	0.8010

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8386	0.8139
R3	0.8309	0.8254	0.8103
R2	0.8177	0.8177	0.8091
R1	0.8122	0.8122	0.8079	0.8150
PP	0.8045	0.8045	0.8045	0.8059
S1	0.7990	0.7990	0.8054	0.8018
S2	0.7913	0.7913	0.8042
S3	0.7781	0.7858	0.8030
S4	0.7649	0.7726	0.7994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8101	0.7951	0.0150	1.9%	0.0054	0.7%	77%	True	False	72,833
10	0.8101	0.7802	0.0299	3.7%	0.0055	0.7%	89%	True	False	65,489
20	0.8101	0.7753	0.0348	4.3%	0.0053	0.7%	90%	True	False	54,215
40	0.8101	0.7753	0.0348	4.3%	0.0051	0.6%	90%	True	False	27,525
60	0.8101	0.7753	0.0348	4.3%	0.0050	0.6%	90%	True	False	18,404
80	0.8250	0.7753	0.0498	6.2%	0.0051	0.6%	63%	False	False	13,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8534
2.618	0.8368
1.618	0.8266
1.000	0.8203
0.618	0.8164
HIGH	0.8101
0.618	0.8062
0.500	0.8050
0.382	0.8037
LOW	0.7999
0.618	0.7935
1.000	0.7897
1.618	0.7833
2.618	0.7731
4.250	0.7565

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	0.8061	0.8057
PP	0.8055	0.8047
S1	0.8050	0.8037

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

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