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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |