CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	0.7976	0.7993	0.0018	0.2%	0.8065
High	0.7996	0.8033	0.0037	0.5%	0.8085
Low	0.7949	0.7964	0.0015	0.2%	0.7949
Close	0.7991	0.8015	0.0024	0.3%	0.8015
Range	0.0048	0.0070	0.0022	46.3%	0.0136
ATR	0.0056	0.0057	0.0001	1.7%	0.0000
Volume	91,790	89,885	-1,905	-2.1%	419,692

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8212	0.8183	0.8053
R3	0.8143	0.8113	0.8034
R2	0.8073	0.8073	0.8027
R1	0.8044	0.8044	0.8021	0.8059
PP	0.8004	0.8004	0.8004	0.8011
S1	0.7974	0.7974	0.8008	0.7989
S2	0.7934	0.7934	0.8002
S3	0.7865	0.7905	0.7995
S4	0.7795	0.7835	0.7976

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8424	0.8355	0.8089
R3	0.8288	0.8219	0.8052
R2	0.8152	0.8152	0.8039
R1	0.8083	0.8083	0.8027	0.8050
PP	0.8016	0.8016	0.8016	0.7999
S1	0.7947	0.7947	0.8002	0.7914
S2	0.7880	0.7880	0.7990
S3	0.7744	0.7811	0.7977
S4	0.7608	0.7675	0.7940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8085	0.7949	0.0136	1.7%	0.0063	0.8%	49%	False	False	83,938
10	0.8101	0.7949	0.0152	1.9%	0.0059	0.7%	43%	False	False	78,385
20	0.8101	0.7753	0.0348	4.3%	0.0058	0.7%	75%	False	False	69,676
40	0.8101	0.7753	0.0348	4.3%	0.0054	0.7%	75%	False	False	37,969
60	0.8101	0.7753	0.0348	4.3%	0.0052	0.6%	75%	False	False	25,387
80	0.8200	0.7753	0.0448	5.6%	0.0051	0.6%	59%	False	False	19,064

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8328
2.618	0.8215
1.618	0.8145
1.000	0.8103
0.618	0.8076
HIGH	0.8033
0.618	0.8006
0.500	0.7998
0.382	0.7990
LOW	0.7964
0.618	0.7921
1.000	0.7894
1.618	0.7851
2.618	0.7782
4.250	0.7668

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	0.8009	0.8010
PP	0.8004	0.8005
S1	0.7998	0.8001

Download as Excel Spreadsheet

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

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