CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	0.8054	0.8106	0.0052	0.6%	0.8039
High	0.8124	0.8146	0.0023	0.3%	0.8096
Low	0.8051	0.8075	0.0024	0.3%	0.7979
Close	0.8120	0.8092	-0.0028	-0.3%	0.8018
Range	0.0073	0.0071	-0.0002	-2.1%	0.0117
ATR	0.0060	0.0061	0.0001	1.3%	0.0000
Volume	105,798	116,032	10,234	9.7%	369,672

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8277	0.8131
R3	0.8247	0.8205	0.8112
R2	0.8176	0.8176	0.8105
R1	0.8134	0.8134	0.8099	0.8119
PP	0.8104	0.8104	0.8104	0.8097
S1	0.8062	0.8062	0.8085	0.8048
S2	0.8033	0.8033	0.8079
S3	0.7961	0.7991	0.8072
S4	0.7890	0.7919	0.8053

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	0.8146	0.8000	0.0146	1.8%	0.0060	0.7%	63%	True	False	75,785
10	0.8146	0.7949	0.0198	2.4%	0.0063	0.8%	73%	True	False	87,450
20	0.8146	0.7891	0.0256	3.2%	0.0060	0.7%	79%	True	False	79,523
40	0.8146	0.7753	0.0394	4.9%	0.0058	0.7%	86%	True	False	55,225
60	0.8146	0.7753	0.0394	4.9%	0.0053	0.7%	86%	True	False	36,909
80	0.8146	0.7753	0.0394	4.9%	0.0051	0.6%	86%	True	False	27,716
100	0.8290	0.7753	0.0537	6.6%	0.0054	0.7%	63%	False	False	22,194

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8450
2.618	0.8333
1.618	0.8262
1.000	0.8217
0.618	0.8190
HIGH	0.8146
0.618	0.8119
0.500	0.8110
0.382	0.8102
LOW	0.8075
0.618	0.8030
1.000	0.8003
1.618	0.7959
2.618	0.7887
4.250	0.7771

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	0.8110	0.8087
PP	0.8104	0.8083
S1	0.8098	0.8078

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

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