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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |