CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	0.8117	0.8109	-0.0007	-0.1%	0.8017
High	0.8127	0.8128	0.0001	0.0%	0.8146
Low	0.8094	0.8082	-0.0012	-0.1%	0.8007
Close	0.8120	0.8119	0.0000	0.0%	0.8122
Range	0.0033	0.0046	0.0013	41.5%	0.0139
ATR	0.0059	0.0058	-0.0001	-1.6%	0.0000
Volume	65,927	62,415	-3,512	-5.3%	405,931

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8248	0.8229	0.8144
R3	0.8202	0.8183	0.8132
R2	0.8156	0.8156	0.8127
R1	0.8137	0.8137	0.8123	0.8147
PP	0.8110	0.8110	0.8110	0.8114
S1	0.8091	0.8091	0.8115	0.8101
S2	0.8064	0.8064	0.8111
S3	0.8018	0.8045	0.8106
S4	0.7972	0.7999	0.8094

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8455	0.8198
R3	0.8370	0.8316	0.8160
R2	0.8231	0.8231	0.8147
R1	0.8176	0.8176	0.8134	0.8204
PP	0.8091	0.8091	0.8091	0.8105
S1	0.8037	0.8037	0.8109	0.8064
S2	0.7952	0.7952	0.8096
S3	0.7812	0.7897	0.8083
S4	0.7673	0.7758	0.8045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8146	0.8051	0.0096	1.2%	0.0058	0.7%	72%	False	False	86,588
10	0.8146	0.7979	0.0168	2.1%	0.0061	0.8%	84%	False	False	80,317
20	0.8146	0.7949	0.0198	2.4%	0.0060	0.7%	86%	False	False	80,559
40	0.8146	0.7753	0.0394	4.8%	0.0059	0.7%	93%	False	False	60,437
60	0.8146	0.7753	0.0394	4.8%	0.0054	0.7%	93%	False	False	40,418
80	0.8146	0.7753	0.0394	4.8%	0.0051	0.6%	93%	False	False	30,353
100	0.8290	0.7753	0.0537	6.6%	0.0053	0.6%	68%	False	False	24,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8323
2.618	0.8248
1.618	0.8202
1.000	0.8174
0.618	0.8156
HIGH	0.8128
0.618	0.8110
0.500	0.8105
0.382	0.8100
LOW	0.8082
0.618	0.8054
1.000	0.8036
1.618	0.8008
2.618	0.7962
4.250	0.7887

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	0.8114	0.8115
PP	0.8110	0.8111
S1	0.8105	0.8107

Download as Excel Spreadsheet

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

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