CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	0.8109	0.8110	0.0001	0.0%	0.8017
High	0.8128	0.8168	0.0040	0.5%	0.8146
Low	0.8082	0.8103	0.0020	0.3%	0.8007
Close	0.8119	0.8133	0.0014	0.2%	0.8122
Range	0.0046	0.0066	0.0020	42.4%	0.0139
ATR	0.0058	0.0059	0.0001	0.9%	0.0000
Volume	62,415	103,444	41,029	65.7%	405,931

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8297	0.8169
R3	0.8265	0.8232	0.8151
R2	0.8200	0.8200	0.8145
R1	0.8166	0.8166	0.8139	0.8183
PP	0.8134	0.8134	0.8134	0.8143
S1	0.8101	0.8101	0.8126	0.8118
S2	0.8069	0.8069	0.8120
S3	0.8003	0.8035	0.8114
S4	0.7938	0.7970	0.8096

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	0.8168	0.8074	0.0094	1.2%	0.0056	0.7%	62%	True	False	86,118
10	0.8168	0.8000	0.0168	2.1%	0.0056	0.7%	79%	True	False	76,773
20	0.8168	0.7949	0.0220	2.7%	0.0061	0.8%	84%	True	False	82,656
40	0.8168	0.7753	0.0416	5.1%	0.0057	0.7%	91%	True	False	62,955
60	0.8168	0.7753	0.0416	5.1%	0.0054	0.7%	91%	True	False	42,141
80	0.8168	0.7753	0.0416	5.1%	0.0051	0.6%	91%	True	False	31,645
100	0.8290	0.7753	0.0537	6.6%	0.0053	0.6%	71%	False	False	25,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8446
2.618	0.8339
1.618	0.8274
1.000	0.8234
0.618	0.8208
HIGH	0.8168
0.618	0.8143
0.500	0.8135
0.382	0.8128
LOW	0.8103
0.618	0.8062
1.000	0.8037
1.618	0.7997
2.618	0.7931
4.250	0.7824

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	0.8135	0.8130
PP	0.8134	0.8128
S1	0.8133	0.8125

Download as Excel Spreadsheet

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

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