CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 10-Jan-2018

Day Change Summary
	Previous	Current
	09-Jan-2018	10-Jan-2018	Change	Change %	Previous Week
Open	0.8059	0.8031	-0.0028	-0.3%	0.7971
High	0.8072	0.8053	-0.0019	-0.2%	0.8101
Low	0.8020	0.7953	-0.0067	-0.8%	0.7969
Close	0.8032	0.7958	-0.0075	-0.9%	0.8067
Range	0.0052	0.0100	0.0048	94.2%	0.0132
ATR	0.0053	0.0057	0.0003	6.2%	0.0000
Volume	62,403	114,043	51,640	82.8%	287,555

Daily Pivots for day following 10-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8287	0.8222	0.8012
R3	0.8187	0.8122	0.7985
R2	0.8087	0.8087	0.7976
R1	0.8022	0.8022	0.7967	0.8005
PP	0.7988	0.7988	0.7988	0.7979
S1	0.7923	0.7923	0.7948	0.7905
S2	0.7888	0.7888	0.7939
S3	0.7788	0.7823	0.7930
S4	0.7688	0.7723	0.7903

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	0.7953	0.0148	1.9%	0.0069	0.9%	3%	False	True	81,334
10	0.8101	0.7891	0.0210	2.6%	0.0057	0.7%	32%	False	False	71,595
20	0.8101	0.7753	0.0348	4.4%	0.0057	0.7%	59%	False	False	64,518
40	0.8101	0.7753	0.0348	4.4%	0.0053	0.7%	59%	False	False	33,467
60	0.8101	0.7753	0.0348	4.4%	0.0051	0.6%	59%	False	False	22,365
80	0.8217	0.7753	0.0465	5.8%	0.0051	0.6%	44%	False	False	16,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8477
2.618	0.8314
1.618	0.8214
1.000	0.8152
0.618	0.8114
HIGH	0.8053
0.618	0.8014
0.500	0.8003
0.382	0.7991
LOW	0.7953
0.618	0.7891
1.000	0.7853
1.618	0.7791
2.618	0.7691
4.250	0.7528

Fisher Pivots for day following 10-Jan-2018
Pivot	1 day	3 day
R1	0.8003	0.8019
PP	0.7988	0.7998
S1	0.7973	0.7978

Download as Excel Spreadsheet

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

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