CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	0.8017	0.8040	0.0023	0.3%	0.8039
High	0.8047	0.8057	0.0010	0.1%	0.8096
Low	0.8007	0.8011	0.0004	0.0%	0.7979
Close	0.8035	0.8047	0.0012	0.1%	0.8018
Range	0.0041	0.0047	0.0006	14.8%	0.0117
ATR	0.0060	0.0059	-0.0001	-1.6%	0.0000
Volume	36,601	64,728	28,127	76.8%	369,672

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8159	0.8073
R3	0.8131	0.8112	0.8060
R2	0.8085	0.8085	0.8056
R1	0.8066	0.8066	0.8051	0.8075
PP	0.8038	0.8038	0.8038	0.8043
S1	0.8019	0.8019	0.8043	0.8029
S2	0.7992	0.7992	0.8038
S3	0.7945	0.7973	0.8034
S4	0.7899	0.7926	0.8021

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%	59%	False	False	74,045
10	0.8096	0.7949	0.0147	1.8%	0.0064	0.8%	67%	False	False	82,912
20	0.8101	0.7828	0.0273	3.4%	0.0058	0.7%	80%	False	False	72,541
40	0.8101	0.7753	0.0348	4.3%	0.0057	0.7%	85%	False	False	49,699
60	0.8101	0.7753	0.0348	4.3%	0.0052	0.6%	85%	False	False	33,218
80	0.8101	0.7753	0.0348	4.3%	0.0050	0.6%	85%	False	False	24,947
100	0.8290	0.7753	0.0537	6.7%	0.0055	0.7%	55%	False	False	19,976

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8179
1.618	0.8132
1.000	0.8104
0.618	0.8086
HIGH	0.8057
0.618	0.8039
0.500	0.8034
0.382	0.8028
LOW	0.8011
0.618	0.7982
1.000	0.7964
1.618	0.7935
2.618	0.7889
4.250	0.7813

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	0.8043	0.8043
PP	0.8038	0.8039
S1	0.8034	0.8035

Download as Excel Spreadsheet

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

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