CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Jan-2018

Day Change Summary
	Previous	Current
	05-Jan-2018	08-Jan-2018	Change	Change %	Previous Week
Open	0.8015	0.8065	0.0050	0.6%	0.7971
High	0.8101	0.8085	-0.0016	-0.2%	0.8101
Low	0.7999	0.8038	0.0040	0.5%	0.7969
Close	0.8067	0.8057	-0.0010	-0.1%	0.8067
Range	0.0102	0.0047	-0.0056	-54.4%	0.0132
ATR	0.0054	0.0054	-0.0001	-1.0%	0.0000
Volume	103,650	61,571	-42,079	-40.6%	287,555

Daily Pivots for day following 08-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8199	0.8174	0.8082
R3	0.8153	0.8128	0.8069
R2	0.8106	0.8106	0.8065
R1	0.8081	0.8081	0.8061	0.8071
PP	0.8060	0.8060	0.8060	0.8054
S1	0.8035	0.8035	0.8052	0.8024
S2	0.8013	0.8013	0.8048
S3	0.7967	0.7988	0.8044
S4	0.7920	0.7942	0.8031

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	0.7969	0.0132	1.6%	0.0054	0.7%	67%	False	False	69,825
10	0.8101	0.7828	0.0273	3.4%	0.0051	0.6%	84%	False	False	62,171
20	0.8101	0.7753	0.0348	4.3%	0.0053	0.7%	87%	False	False	57,144
40	0.8101	0.7753	0.0348	4.3%	0.0051	0.6%	87%	False	False	29,060
60	0.8101	0.7753	0.0348	4.3%	0.0050	0.6%	87%	False	False	19,429
80	0.8250	0.7753	0.0498	6.2%	0.0050	0.6%	61%	False	False	14,594

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8206
1.618	0.8160
1.000	0.8131
0.618	0.8113
HIGH	0.8085
0.618	0.8067
0.500	0.8061
0.382	0.8056
LOW	0.8038
0.618	0.8009
1.000	0.7992
1.618	0.7963
2.618	0.7916
4.250	0.7840

Fisher Pivots for day following 08-Jan-2018
Pivot	1 day	3 day
R1	0.8061	0.8050
PP	0.8060	0.8043
S1	0.8058	0.8037

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

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