CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	0.8061	0.8017	-0.0045	-0.6%	0.8039
High	0.8070	0.8047	-0.0023	-0.3%	0.8096
Low	0.8000	0.8007	0.0007	0.1%	0.7979
Close	0.8018	0.8035	0.0018	0.2%	0.8018
Range	0.0070	0.0041	-0.0030	-42.6%	0.0117
ATR	0.0061	0.0060	-0.0001	-2.4%	0.0000
Volume	55,766	36,601	-19,165	-34.4%	369,672

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8134	0.8057
R3	0.8111	0.8093	0.8046
R2	0.8070	0.8070	0.8042
R1	0.8053	0.8053	0.8039	0.8061
PP	0.8030	0.8030	0.8030	0.8034
S1	0.8012	0.8012	0.8031	0.8021
S2	0.7989	0.7989	0.8028
S3	0.7949	0.7972	0.8024
S4	0.7908	0.7931	0.8013

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8382	0.8317	0.8082
R3	0.8265	0.8200	0.8050
R2	0.8148	0.8148	0.8039
R1	0.8083	0.8083	0.8028	0.8057
PP	0.8031	0.8031	0.8031	0.8018
S1	0.7966	0.7966	0.8007	0.7940
S2	0.7914	0.7914	0.7996
S3	0.7797	0.7849	0.7985
S4	0.7680	0.7732	0.7953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8096	0.7979	0.0117	1.5%	0.0065	0.8%	48%	False	False	81,254
10	0.8096	0.7949	0.0147	1.8%	0.0064	0.8%	59%	False	False	82,596
20	0.8101	0.7802	0.0299	3.7%	0.0060	0.7%	78%	False	False	74,042
40	0.8101	0.7753	0.0348	4.3%	0.0057	0.7%	81%	False	False	48,088
60	0.8101	0.7753	0.0348	4.3%	0.0053	0.7%	81%	False	False	32,147
80	0.8111	0.7753	0.0359	4.5%	0.0051	0.6%	79%	False	False	24,140
100	0.8290	0.7753	0.0537	6.7%	0.0055	0.7%	53%	False	False	19,329

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8219
2.618	0.8153
1.618	0.8113
1.000	0.8088
0.618	0.8072
HIGH	0.8047
0.618	0.8032
0.500	0.8027
0.382	0.8022
LOW	0.8007
0.618	0.7981
1.000	0.7966
1.618	0.7941
2.618	0.7900
4.250	0.7834

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	0.8032	0.8035
PP	0.8030	0.8035
S1	0.8027	0.8035

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

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